Sparse Stable Outlier-Robust Signal Recovery Under Gaussian Noise
Kyohei Suzuki, Masahiro Yukawa
Abstract
This paper presents a novel framework for sparse robust signal recovery integrating the sparse recovery using the minimax concave (MC) penalty and robust regression called sparse outlier-robust regression (SORR) using the MC loss. While the proposed approach is highly robust against huge outliers, the sparseness of estimates can be controlled by taking into consideration a tradeoff between sparseness and robustness. To accommodate the prior information about additive Gaussian noise and outliers, an auxiliary vector to model the noise is introduced. The remarkable robustness and stability come from the use of the MC loss and the squared <inline-formula xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink"><tex-math notation="LaTeX">$\ell _{2}$</tex-math></inline-formula> penalty of the noise vector, respectively. In addition, the simultaneous use of the MC and squared <inline-formula xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink"><tex-math notation="LaTeX">$\ell _{2}$</tex-math></inline-formula> penalties of the coefficient vector leads to a certain remarkable grouping effect. The necessary and sufficient conditions for convexity of the smooth part of the cost are derived under a certain nonempty-interior assumption via the product space formulation using the linearly-involved Moreau-enhanced-over-subspace (LiMES) framework. The efficacy of the proposed method is demonstrated by simulations in its application to speech denoising under highly noisy environments as well as to toy problems.