Projected Block Coordinate Descent for sparse spike estimation

Fuente: arXiv
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Autores principales: Bénard, Pierre-Jean, Traonmilin, Yann, Aujol, Jean François
Formato: Preprint
Publicado: 2024
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author Bénard, Pierre-Jean
Traonmilin, Yann
Aujol, Jean François
author_facet Bénard, Pierre-Jean
Traonmilin, Yann
Aujol, Jean François
contents We consider the problem of recovering off-the-grid spikes from linear measurements. The state of the art Over-Parametrized Continuous Orthogonal Matching Pursuit (OP-COMP) with Projected Gradient Descent (PGD) successfully recovers those signals. In most cases, the main computational cost lies in a unique global descent on all parameters (positions and amplitudes). In this paper, we propose to improve this algorithm by accelerating this descent step. We introduce a new algorithm, based on Block Coordinate Descent, that takes advantages of the sparse structure of the problem. Based on qualitative theoretical results, this algorithm shows improvement in calculation times in realistic synthetic microscopy experiments.
format Preprint
id arxiv_https___arxiv_org_abs_2402_12021
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Projected Block Coordinate Descent for sparse spike estimation
Bénard, Pierre-Jean
Traonmilin, Yann
Aujol, Jean François
Numerical Analysis
Optimization and Control
We consider the problem of recovering off-the-grid spikes from linear measurements. The state of the art Over-Parametrized Continuous Orthogonal Matching Pursuit (OP-COMP) with Projected Gradient Descent (PGD) successfully recovers those signals. In most cases, the main computational cost lies in a unique global descent on all parameters (positions and amplitudes). In this paper, we propose to improve this algorithm by accelerating this descent step. We introduce a new algorithm, based on Block Coordinate Descent, that takes advantages of the sparse structure of the problem. Based on qualitative theoretical results, this algorithm shows improvement in calculation times in realistic synthetic microscopy experiments.
title Projected Block Coordinate Descent for sparse spike estimation
topic Numerical Analysis
Optimization and Control
url https://arxiv.org/abs/2402.12021