Low noise regimes for ℓ regularization : continuous and discrete settings. Issue 1 (December 2014)

• Record Type: Journal Article
• Authors: Duval, Vincent; Peyré, Gabriel
• Is Part Of: Proceedings in applied mathematics and mechanics. Volume 14:Issue 1(2014)
• Page Start: 943
• Page End: 944
• Publication Date: 2014-12
• Subjects: Applied mathematics -- Periodicals; Engineering mathematics -- Periodicals; Mathematical physics -- Periodicals; 519
• DOI: 10.1002/pamm.201410452
• Languages: English
• ISSNs: 1617-7061

Abstract

<abstract abstract-type="main" xml:lang="en"> <title>Abstract</title> <p>We focus on support recovery for signal deconvolution with sparsity assumption. We adopt the continuous setting defined by several recent works and we try to reconstruct a sum of Dirac masses from its low frequencies (possibly perturbed by some noise), by using a total variation prior for Radon measures (i.e. the generalization to measures of the ℓ¹ norm). We show that, under a non degenerate source condition, there exists a small noise regime in which the model recovers exactly the same number of spikes as the original signal, and the spikes converge to those of the original signal as the noise vanishes. This continuous setting, by allowing the spikes to "move", provides robust support recovery for signals composed of well separated spikes. In a discrete setting, where the spikes are reconstructed on a grid, similar low noise regimes which guarantee the exact recovery of the support also exist (see [3]). Yet, this property only concerns a small class of signals. Considering the asymptotics of the discrete problems as the size of the grid tends to zero, we show that the support of the original signal cannot be stable on thin grids, and that the discrete models actually reconstruct pairs of spikes near each original spike. (© 2014 Wiley‐VCH Verlag GmbH &amp; Co. KGaA, Weinheim)</p> </abstract>