Signal Decomposition Using Masked Proximal Operators

DOI10.1561/2000000122OpenAlexW4316466006MaRDI QIDQ5870789

Bennet E. Meyers, Stephen P. Boyd

Publication date: 23 January 2023

Published in: Foundations and Trends® in Signal Processing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2202.09338

zbMATH Keywords

model selectionseparabilityloss functionstationarityhybrid algorithmsregressionmissing datamodel validationADMM algorithmsignal decompositionconvex losstime-invarianceconvex quadraticblock coordinate descent algorithmdata pre-processingconstraincomponent classmasked proximal operatorvector time series signal

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Uses Software

• UNLocBoX
• Scikit
• FinTS
• CVXPY
• LowRankModels
• Pyglrm

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