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Homotopy algorithm using dichotomous coordinate descent iterations for sparse recovery

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Author(s):
Zakharov, Yuriy ; Nascimento, Vitor H. ; Matthews, MB
Total Authors: 3
Document type: Journal article
Source: 2012 CONFERENCE RECORD OF THE FORTY SIXTH ASILOMAR CONFERENCE ON SIGNALS, SYSTEMS AND COMPUTERS (ASILOMAR); v. N/A, p. 5-pg., 2012-01-01.
Abstract

We propose a computationally efficient technique for recovery of sparse signals, which is based on dichotomous coordinate descent iterations, homotopy, and reweighting. We derive optimal rules for adding and removing elements to/from the support, guaranteeing that the cost function is minimized. Numerical examples show that the proposed technique achieves a mean-squared error smaller than that of the YALLI algorithm and complexity comparable to that of the matched pursuit algorithm. (AU)

FAPESP's process: 12/50565-1 - Adaptive compressive sensing-aware techniques: desinf algorithms and applications
Grantee:Vitor Heloiz Nascimento
Support Opportunities: Regular Research Grants
FAPESP's process: 11/06994-2 - Low-cost algorithms for acoustic signal processing
Grantee:Vitor Heloiz Nascimento
Support Opportunities: Regular Research Grants