Compressed sensing (CS) theory assures us that we can accurately reconstruct magnetic resonance images using fewer k-space measurements than the Nyquist sampling rate requires. In traditional CS-MRI inversion methods, the fact that the energy within the Fourier measurement domain is distributed non-uniformly is often neglected during reconstruction. As a result, more densely sampled low-frequency information tends to dominate penalization schemes for reconstructing MRI at the expense of high-frequency details. In this paper, we propose a new framework for CS-MRI inversion in which we decompose the observed k-space data into "subspaces" via sets of filters in a lossless way, and reconstruct the images in these various spaces individually using off-the-shelf algorithms. We then fuse the results to obtain the final reconstruction. In this way we are able to focus reconstruction on frequency information within the entire k-space more equally, preserving both high and low frequency details. We demonstrate that the proposed framework is competitive with state-of-the-art methods in CS-MRI in terms of quantitative performance, and often improves an algorithm's results qualitatively compared with it's direct application to k-space.
Another line of work has been devoted to finding more efficient ways to optimize the various objective functions arising from the framework of Equation ), such as TVCMRI 21 , RecPF @cite_10 , FISTA 23 , FCSA 24 , pFISTA @cite_23 (an algorithmic variation on SparseMRI @cite_24 ), Bregman 25 and ADMM 12 . These methods typically work by representing the objective function in a way that is easier to optimize iteratively.
@cite_24 @cite_10 @cite_23
2294749963 2406740263 2126607811 2109449402
In this paper, we formulate a sparse optimization framework for extractive document summarization. The proposed framework has a decomposable convex objective function. We derive an efficient ADMM algorithm to solve it. To encourage diversity in the summaries, we explicitly introduce an additional sentence dissimilarity term in the optimization framework. We achieve significant improvement over previous related work under similar data reconstruction framework. We then generalize our formulation to the case of compressive summarization and derive a block coordinate descent algorithm to optimize the objective function. Performance on DUC 2006 and DUC 2007 datasets shows that our compressive summarization results are competitive against the state-of-the-art results while maintaining reasonable readability. The goal of sparse recovery is to recover a k-sparse signal x e Rn from (possibly noisy) linear measurements of the form y = Ax, where A e Rmxn describes the measurement process. Standard results in compressive sensing show that it is possible to recover the signal x from m = O(k log(n k)) measurements, and that this bound is tight. The framework of model-based compressive sensing [BCDH10] overcomes the lower bound and reduces the number of measurements further to O(k) by limiting the supports of x to a subset M of the (nk) possible supports. This has led to many measurement-efficient algorithms for a wide variety of signal models, including block-sparsity and tree-sparsity. Unfortunately, extending the framework to other, more general models has been stymied by the following obstacle: for the framework to apply, one needs an algorithm that, given a signal x, solves the following optimization problem exactly: [EQUATION] (here x[n] denotes the projection of x on coordinates not in Ω). However, an approximation algorithm for this optimization task is not sufficient. Since many problems of this form are not known to have exact polynomial-time algorithms, this requirement poses an obstacle for extending the framework to a richer class of models. In this paper, we remove this obstacle and show how to extend the model-based compressive sensing framework so that it requires only approximate solutions to the aforementioned optimization problems. Interestingly, our extension requires the existence of approximation algorithms for both the maximization and the minimization variants of the optimization problem. Further, we apply our framework to the Constrained Earth Mover's Distance (CEMD) model introduced in [SHI13], obtaining a sparse recovery scheme that uses significantly less than O(k log(n k)) measurements. This is the first non-trivial theoretical bound for this model, since the validation of the approach presented in [SHI13] was purely empirical. The result is obtained by designing a novel approximation algorithm for the maximization version of the problem and proving approximation guarantees for the minimization algorithm described in [SHI13]. Finding sparse approximate solutions to large underdetermined linear systems of equations is a common problem in signal image processing and statistics. Basis pursuit, the least absolute shrinkage and selection operator (LASSO), wavelet-based deconvolution and reconstruction, and compressed sensing (CS) are a few well-known areas in which problems of this type appear. One standard approach is to minimize an objective function that includes a quadratic (lscr 2) error term added to a sparsity-inducing (usually lscr1) regularizater. We present an algorithmic framework for the more general problem of minimizing the sum of a smooth convex function and a nonsmooth, possibly nonconvex regularizer. We propose iterative methods in which each step is obtained by solving an optimization subproblem involving a quadratic term with diagonal Hessian (i.e., separable in the unknowns) plus the original sparsity-inducing regularizer; our approach is suitable for cases in which this subproblem can be solved much more rapidly than the original problem. Under mild conditions (namely convexity of the regularizer), we prove convergence of the proposed iterative algorithm to a minimum of the objective function. In addition to solving the standard lscr2-lscr1 case, our framework yields efficient solution techniques for other regularizers, such as an lscrinfin norm and group-separable regularizers. It also generalizes immediately to the case in which the data is complex rather than real. Experiments with CS problems show that our approach is competitive with the fastest known methods for the standard lscr2-lscr1 problem, as well as being efficient on problems with other separable regularization terms. Many problems in signal processing and statistical inference involve finding sparse solutions to under-determined, or ill-conditioned, linear systems of equations. A standard approach consists in minimizing an objective function which includes a quadratic (squared ) error term combined with a sparseness-inducing regularization term. Basis pursuit, the least absolute shrinkage and selection operator (LASSO), wavelet-based deconvolution, and compressed sensing are a few well-known examples of this approach. This paper proposes gradient projection (GP) algorithms for the bound-constrained quadratic programming (BCQP) formulation of these problems. We test variants of this approach that select the line search parameters in different ways, including techniques based on the Barzilai-Borwein method. Computational experiments show that these GP approaches perform well in a wide range of applications, often being significantly faster (in terms of computation time) than competing methods. Although the performance of GP methods tends to degrade as the regularization term is de-emphasized, we show how they can be embedded in a continuation scheme to recover their efficient practical performance.