Osher
From Wikimization
(→Stanley Osher, University of California, Los Angeles) |
(→Stanley Osher, University of California, Los Angeles) |
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Bregman iterative regularization (1967) was introduced by Osher, Burger, Goldfarb, Xu, & Yin as a device for improving total variation (TV)-based image restoration (2004) and was used by Xu & Osher in (2006) to analyze and improve wavelet shrinkage. In recent work by Yin, Osher, Goldfarb, & Darbon, we devised simple and extremely efficient methods for solving the basis pursuit problem which is used in compressed sensing. A linearized version, done by Osher, Dong, Mao, & Yin, requires two lines of MATLAB code and is remarkably efficient. This means we rapidly and easily solve the problem: | Bregman iterative regularization (1967) was introduced by Osher, Burger, Goldfarb, Xu, & Yin as a device for improving total variation (TV)-based image restoration (2004) and was used by Xu & Osher in (2006) to analyze and improve wavelet shrinkage. In recent work by Yin, Osher, Goldfarb, & Darbon, we devised simple and extremely efficient methods for solving the basis pursuit problem which is used in compressed sensing. A linearized version, done by Osher, Dong, Mao, & Yin, requires two lines of MATLAB code and is remarkably efficient. This means we rapidly and easily solve the problem: | ||
| - | for a given <math>k\!\times\!n</math> matrix <math>\,A\,</math> with <math>k\!\ll\!n</math> and <math>f\!\in\!R^k</math> | + | for a given <math>k\!\times\!n</math> matrix <math>\,A\,</math> with <math>k\!\ll\!n</math> and <math>f\!\in\!\mathbb{R}^k</math> |
| - | <math>\mbox{minimize}_{u\in R^n}~\mu | + | <math>\mbox{minimize}_{u\in\mathbb{R}^n}~\mu\|u\|_1+{\textstyle\frac{1}{2}}\|Au-f\|_2^2</math> |
By some beautiful results of Candes, Tao, and Donoho, this L1 minimization gives the sparsest solution <math>\,u\,</math> under reasonable assumptions. | By some beautiful results of Candes, Tao, and Donoho, this L1 minimization gives the sparsest solution <math>\,u\,</math> under reasonable assumptions. | ||
Revision as of 16:57, 8 August 2008
Contents |
Stanley Osher
Bregman Iterative Algorithms for L1 Minimization with Applications to Compressed Sensing
Effectiveness of Bregman iteration as applied to compressed sensing and image restoration
Stanley Osher, University of California, Los Angeles
Bregman iterative regularization (1967) was introduced by Osher, Burger, Goldfarb, Xu, & Yin as a device for improving total variation (TV)-based image restoration (2004) and was used by Xu & Osher in (2006) to analyze and improve wavelet shrinkage. In recent work by Yin, Osher, Goldfarb, & Darbon, we devised simple and extremely efficient methods for solving the basis pursuit problem which is used in compressed sensing. A linearized version, done by Osher, Dong, Mao, & Yin, requires two lines of MATLAB code and is remarkably efficient. This means we rapidly and easily solve the problem:
for a given matrix
with
and
By some beautiful results of Candes, Tao, and Donoho, this L1 minimization gives the sparsest solution under reasonable assumptions.
