期刊文献+

具有Log型惩罚函数的稀疏正则化

A sparse regularization approach with Log type penalty
下载PDF
导出
摘要 研究具有Log型惩罚函数的稀疏正则化,给出一种新的非凸变量选择及压缩感知策略,提出一种高效快速阈值迭代算法.并通过变量选择问题和稀疏信号重建验证了所提出的Log型稀疏正则化模型的有效性. We study a sparse regularization approach with a Log type penalty function. A new strategy of nonconvex variable selection and compressive sensing is proposed with a alternative thresholding algorithm for fast solution. Then we use variable selection experiment and signal recovery experiment to prove the validity of the sparse regularization with Log type penalty.
作者 高雅 张海
出处 《纯粹数学与应用数学》 2015年第1期27-35,共9页 Pure and Applied Mathematics
基金 国家自然科学基金(11171272)
关键词 压缩感知 阈值迭代算法 稀疏性 compressive sensing iterative thresholding algorithm sparsity
  • 相关文献

参考文献14

  • 1National Research Council of the National Academies. Frontiers in Massive Data Analysis [M]. Washington: The National Academies Press, 2013.
  • 2Tibshiran R. Regression shrinkage and selection via the lasso [J]. Journal of the Royal Statistical Society, Series B, 1996,58:267-288.
  • 3Candes E, Wakin M B, Boyd S. Enhancing sparsity by reweighted minimization [J]. IEEE Signal Process. Lett., 2007,14:707~710.
  • 4Negahban S, Ravikumar P, Wainwright M J, et al. A unified framework for high-dimensional analysis of M-estimators with decomposable regularizers [J]. Statistical Science, 2012:27(4):538-557.
  • 5Zhang C H, Huang J. The sparsity and bias of the Lasso selection in high-dimensionM linear regression [J]. The Annals of Statistics, 2008:36(4):1567-1594.
  • 6Fan J, Li R. Statistical challenges with high dimensionality: Feature Selection in Knowledge Discovery [J]. Proceedings of the International Congress of Mathematicians, European Mathematical Society, 2006:595- 622.
  • 7Zhang C H, Huang J. Nearly unbiased variable selection under minimax concave penalty Annals of Statis- tics [J]. The Annals of statistics, 2010:38(2):894-942.
  • 8Zou H. The adaptive lasso and its oracle properties [J]. Journal of the American Statistical Association, 2006:101,1418-1429.
  • 9Xu Z B, Chang X Y, Xu F M, et al. L1/2 Regularization: an iterative half thresholding algorithm [J]. IEEE Trans. Neural Networks Learning Syst., 2012,23:1013-1027.
  • 10Chen S, Dohono D, Saunders M. Atomic decomposition by basis pursuit [J]. SIAM J. on Sci. Comp., 1998,20:33-61.

二级参考文献1

共引文献2

相关作者

内容加载中请稍等...

相关机构

内容加载中请稍等...

相关主题

内容加载中请稍等...

浏览历史

内容加载中请稍等...
;
使用帮助 返回顶部