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A Method for Finding Structured Sparse Solutions to Non-negative Least Squares Problems with Applications | | Ernie Esser
; Yifei Lou
; Jack Xin
; | | Date: |
3 Jan 2013 | | Abstract: | Demixing problems in many areas such as hyperspectral imaging and
differential optical absorption spectroscopy (DOAS) often require finding
sparse nonnegative linear combinations of dictionary elements that match
observed data. We show how aspects of these problems, such as misalignment of
DOAS references and uncertainty in hyperspectral endmembers, can be modeled by
expanding the dictionary with grouped elements and imposing a structured
sparsity assumption that the combinations within each group should be sparse or
even 1-sparse. If the dictionary is highly coherent, it is difficult to obtain
good solutions using convex or greedy methods, such as non-negative least
squares (NNLS) or orthogonal matching pursuit. We use penalties related to the
Hoyer measure, which is the ratio of the $l_1$ and $l_2$ norms, as sparsity
penalties to be added to the objective in NNLS-type models. For solving the
resulting nonconvex models, we propose a scaled gradient projection algorithm
that requires solving a sequence of strongly convex quadratic programs. We
discuss its close connections to convex splitting methods and difference of
convex programming. We also present promising numerical results for example
DOAS analysis and hyperspectral demixing problems. | | Source: | arXiv, 1301.0413 | | Services: | Forum | Review | PDF | Favorites | |
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