Short-and-Sparse Deconvolution -- A Geometric Approach

arXiv1908.10959MaRDI QIDQ6324352

Qing Qu, Yuqian Zhang, Han-Wen Kuo, Pengcheng Zhou, Yenson Lau, John Wright

Publication date: 28 August 2019

Abstract: Short-and-sparse deconvolution (SaSD) is the problem of extracting localized, recurring motifs in signals with spatial or temporal structure. Variants of this problem arise in applications such as image deblurring, microscopy, neural spike sorting, and more. The problem is challenging in both theory and practice, as natural optimization formulations are nonconvex. Moreover, practical deconvolution problems involve smooth motifs (kernels) whose spectra decay rapidly, resulting in poor conditioning and numerical challenges. This paper is motivated by recent theoretical advances, which characterize the optimization landscape of a particular nonconvex formulation of SaSD. This is used to derive a $provable$ algorithm which exactly solves certain non-practical instances of the SaSD problem. We leverage the key ideas from this theory (sphere constraints, data-driven initialization) to develop a $practical$ algorithm, which performs well on data arising from a range of application areas. We highlight key additional challenges posed by the ill-conditioning of real SaSD problems, and suggest heuristics (acceleration, continuation, reweighting) to mitigate them. Experiments demonstrate both the performance and generality of the proposed method.

Has companion code repository: https://github.com/qingqu06/sparse_deconvolution

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