A Fast Algorithm for Total Variation Image Reconstruction from Random Projections

Total variation (TV) regularization is popular in image restoration and reconstruction due to its ability to preserve image edges. To date, most research activities on TV models concentrate on image restoration from blurry and noisy observations, while discussions on image reconstruction from random projections are relatively fewer. In this paper, we propose, analyze, and test … Read more

Alternating Direction Algorithms for $\ell_1hBcProblems in Compressive Sensing

In this paper, we propose and study the use of alternating direction algorithms for several $\ell_1$-norm minimization problems arising from sparse solution recovery in compressive sensing, including the basis pursuit problem, the basis-pursuit denoising problems of both unconstrained and constrained forms, as well as others. We present and investigate two classes of algorithms derived from … Read more

PARNES: A rapidly convergent algorithm for accurate recovery of sparse and approximately sparse signals

In this article we propose an algorithm, NESTA-LASSO, for the LASSO problem (i.e., an underdetermined linear least-squares problem with a one-norm constraint on the solution) that exhibits linear convergence under the restricted isometry property (RIP) and some other reasonable assumptions. Inspired by the state-of-the-art sparse recovery method, NESTA, we rely on an accelerated proximal gradient … Read more

A Simpler Approach to Matrix Completion

This paper provides the best bounds to date on the number of randomly sampled entries required to reconstruct an unknown low rank matrix. These results improve on prior work by Candes and Recht, Candes and Tao, and Keshavan, Montanari, and Oh. The reconstruction is accomplished by minimizing the nuclear norm, or sum of the singular … Read more

Sparse Signal Reconstruction via Iterative Support Detection

We present a novel sparse signal reconstruction method “ISD”, aiming to achieve fast reconstruction and a reduced requirement on the number of measurements compared to the classical l_1 minimization approach. ISD addresses failed reconstructions of l_1 minimization due to insufficient measurements. It estimates a support set I from a current reconstruction and obtains a new … Read more

Compressed Sensing: How sharp is the RIP?

Consider a measurement matrix A of size n×N, with n < N, y a signal in R^N, and b = Ay the observed measurement of the vector y. From knowledge of (b,A), compressed sensing seeks to recover the k-sparse x, k < n, which minimizes ||b-Ax||. Using various methods of analysis — convex polytopes, geometric … Read more

Phase Transitions for Greedy Sparse Approximation Algorithms

A major enterprise in compressed sensing and sparse approximation is the design and analysis of computationally tractable algorithms for recovering sparse, exact or approximate, solutions of underdetermined linear systems of equations. Many such algorithms have now been proven using the ubiquitous Restricted Isometry Property (RIP) [9] to have optimal-order uniform recovery guarantees. However, it is … Read more

Reconstruction of CT Images from Parsimonious Angular Measurements via Compressed Sensing

Computed Tomography is one of the most popular diagnostic tools available to medical professionals. However, its diagnostic power comes at a cost to the patient- significant radiation exposure. The amount of radiation exposure is a function of the number of angular measurements necessary to successfully reconstruct the imaged volume. Compressed sensing on the other hand … Read more

A First-Order Smoothed Penalty Method for Compressed Sensing

We propose a first-order smoothed penalty algorithm (SPA) to solve the sparse recovery problem min{||x||_1 : Ax=b}. SPA is efficient as long as the matrix-vector product Ax and A^Ty can be computed efficiently; in particular, A need not be an orthogonal projection matrix. SPA converges to the target signal by solving a sequence of penalized … Read more

Analysis and Generalizations of the Linearized Bregman Method

This paper reviews the Bregman methods, analyzes the linearized Bregman method, and proposes fast generalization of the latter for solving the basis pursuit and related problems. The analysis shows that the linearized Bregman method has the exact penalty property, namely, it converges to an exact solution of the basis pursuit problem if and only if … Read more