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Efficient Recovery of Jointly Sparse Vectors

机译:有效恢复联合稀疏向量

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摘要

We consider the reconstruction of sparse signals in the multiple measurement vector (MMV) model, in which the signal, represented as a matrix, consists of a set of jointly sparse vectors. MMV is an extension of the single measurement vector (SMV) model employed in standard compressive sensing (CS). Recent theoretical studies focus on the convex relaxation of the MMV problem based on the (2, 1)-norm minimization, which is an extension of the well-known 1-norm minimization employed in SMV. However, the resulting convex optimization problem in MMV is significantly much more difficult to solve than the one in SMV. Existing algorithms reformulate it as a second-order cone programming (SOCP) or semidefinite programming (SDP) problem, which is computationally expensive to solve for problems of moderate size. In this paper, we propose a new (dual) reformulation of the convex optimization problem in MMV and develop an efficient algorithm based on the prox-method. Interestingly, our theoretical analysis reveals the close connection between the proposed reformulation and multiple kernel learning. Our simulation studies demonstrate the scalability of the proposed algorithm.
机译:我们考虑在多测量向量(MMV)模型中重建稀疏信号,其中,以矩阵表示的信号由一组联合稀疏向量组成。 MMV是标准压缩感测(CS)中使用的单个测量向量(SMV)模型的扩展。最近的理论研究集中在基于(2,1)范数最小化的MMV问题的凸松弛上,这是SMV中使用的众所周知的1-范数最小化的扩展。但是,与SMV中的问题相比,MMV中产生的凸优化问题要困难得多。现有算法将其重新构造为二阶锥规划(SOCP)或半定规划(SDP)问题,解决中等大小的问题在计算上是昂贵的。在本文中,我们提出了MMV中凸优化问题的新(对偶)重构,并开发了一种基于代理方法的高效算法。有趣的是,我们的理论分析揭示了拟议的重新制定与多核学习之间的紧密联系。我们的仿真研究证明了所提出算法的可扩展性。

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