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Robust Recovery of Jointly-Sparse Signals Using Minimax Concave Loss Function

We propose a robust approach to recovering jointly sparse signals in the presence of outliers. The robust recovery task is cast as a convex optimization problem involving a minimax concave loss function (which is weakly convex) and a strongly convex regularizer (which ensures the overall convexity). The use of the nonconvex loss makes the problem difficult to solve directly by the convex optimization methods even with the well-established firm shrinkage.

Categories:
Other
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Robust PCA via Dictionary Based Outlier Pursuit

Categories:
Signal Processing Theory and Methods
9 Views