Accelerated iterative hard thresholding
نویسندگان
چکیده
منابع مشابه
Accelerated iterative hard thresholding
The iterative hard thresholding algorithm (IHT) is a powerful and versatile algorithm for compressed sensing and other sparse inverse problems. The standard IHT implementation faces two challenges when applied to practical problems. The step size parameter has to be chosen appropriately and, as IHT is based on a gradient descend strategy, convergence is only linear. Whilst the choice of the ste...
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We study –both in theory and practice– the use of momentum motions in classic iterative hard thresholding (IHT) methods. By simply modifying plain IHT, we investigate its convergence behavior on convex optimization criteria with non-convex constraints, under standard assumptions. In diverse scenaria, we observe that acceleration in IHT leads to significant improvements, compared to state of the...
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The matrix completion problem is to reconstruct an unknown matrix with low-rank or approximately low-rank constraints from its partially known samples. Most methods to solve the rank minimization problem are relaxing it to the nuclear norm regularized least squares problem. Recently, there have been some simple and fast algorithms based on hard thresholding operator. In this paper, we propose a...
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Compressed sensing is a technique to sample compressible signals below the Nyquist rate, whilst still allowing near optimal reconstruction of the signal. In this paper we present a theoretical analysis of the iterative hard thresholding algorithm when applied to the compressed sensing recovery problem. We show that the algorithm has the following properties (made more precise in the main text o...
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ژورنال
عنوان ژورنال: Signal Processing
سال: 2012
ISSN: 0165-1684
DOI: 10.1016/j.sigpro.2011.09.017