Computational Methods for Sparse Solution of Linear Inverse Problems

Computational Methods for Sparse Solution of Linear Inverse Problems

June 2010 | JOEL A. TROPP, MEMBER IEEE, AND STEPHEN J. WRIGHT
The paper "Computational Methods for Sparse Solution of Linear Inverse Problems" by Joel A. Tropp and Stephen J. Wright surveys major practical algorithms for sparse approximation, focusing on computational issues, performance in specific scenarios, and theoretical guarantees. Sparse approximation aims to approximate a target signal using a linear combination of a few elementary signals from a fixed collection. The authors discuss five major classes of computational techniques: greedy pursuit, convex relaxation, Bayesian framework, nonconvex optimization, and brute force. They emphasize the importance of structured dictionaries and the restricted isometry property (RIP) for efficient algorithms. The paper also covers pursuit methods like orthogonal matching pursuit (OMP) and modern pursuit techniques such as compressive sampling matching pursuit (CoSaMP), which offer optimal performance guarantees under certain conditions. Additionally, it explores optimization approaches, including interior-point methods, gradient methods, and extensions of gradient methods, highlighting their effectiveness in various scenarios. The authors provide a comprehensive overview of the theoretical and practical aspects of sparse approximation, making it a valuable resource for researchers and practitioners in engineering, statistics, and applied mathematics.The paper "Computational Methods for Sparse Solution of Linear Inverse Problems" by Joel A. Tropp and Stephen J. Wright surveys major practical algorithms for sparse approximation, focusing on computational issues, performance in specific scenarios, and theoretical guarantees. Sparse approximation aims to approximate a target signal using a linear combination of a few elementary signals from a fixed collection. The authors discuss five major classes of computational techniques: greedy pursuit, convex relaxation, Bayesian framework, nonconvex optimization, and brute force. They emphasize the importance of structured dictionaries and the restricted isometry property (RIP) for efficient algorithms. The paper also covers pursuit methods like orthogonal matching pursuit (OMP) and modern pursuit techniques such as compressive sampling matching pursuit (CoSaMP), which offer optimal performance guarantees under certain conditions. Additionally, it explores optimization approaches, including interior-point methods, gradient methods, and extensions of gradient methods, highlighting their effectiveness in various scenarios. The authors provide a comprehensive overview of the theoretical and practical aspects of sparse approximation, making it a valuable resource for researchers and practitioners in engineering, statistics, and applied mathematics.
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Understanding Computational Methods for Sparse Solution of Linear Inverse Problems