FUSED LASSO WITH A NON-CONVEX SPARSITY INDUCING PENALTY


Bayram İ. , Chen P., Selesnick I. W.

IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP), Florence, İtalya, 4 - 09 Mayıs 2014 identifier

  • Basıldığı Şehir: Florence
  • Basıldığı Ülke: İtalya

Özet

The fused lasso problem involves the minimization of the sum of a quadratic, a TV term and an l(1) term. The solution can be obtained by applying a TV denoising filter followed by soft-thresholding. However, soft-thresholding introduces a certain bias to the non-zero coefficients. In order to prevent this bias, we propose to replace the l(1) penalty with a non-convex penalty. We show that the solution can similarly be obtained by applying a modified thresholding function to the result of the TV-denoising filter.