提出无需先验稀疏度的抗异常值稀疏信号恢复方法,提升鲁棒性与效率。
Robust Sparse Signal Recovery with Outliers: A Hard Thresholding Pursuit Approach Based on LAD
- 基于LAD损失设计分级快速硬阈值追踪算法,无需已知信号稀疏度
- 理论证明可在最多s次迭代内精确恢复s稀疏信号,且对异常值不敏感
- 适合信号稀疏度未知、异常值规模不定的实际场景,计算更快
从含异常值的测量中恢复稀疏信号是诸多应用中的基础挑战。现有算法多针对有界噪声或假设已知稀疏度,鲜有方法能处理无稀疏度先验的严重异常值情况。本文研究带稀疏约束的最小绝对偏差(LAD)优化问题,提出新型分级快速硬阈值追踪算法GFHTP₁,采用分位数截断步长实现ℓ₁损失最小化。与多数先进方法不同,该算法无需事先知道信号稀疏度。在较弱条件下建立收敛性分析,并证明s稀疏信号可在最多s次迭代内被精确恢复。据我们所知,这是首个在无稀疏度先验下对异常值污染测量进行稀疏信号重建的高效恢复保证。数值实验表明,GFHTP₁在不同稀疏度和异常值支撑集大小下均显著优于对比算法,同时计算耗时更少。
原文摘要 · Abstract (English)
Recovering a sparse signal from outlier-contaminated measurements is a fundamental challenge in many applications. While existing algorithms predominantly address scenarios with bounded noise or assume known signal sparsity, few methods tackle the more practical problem of sparse recovery from gross outliers without prior knowledge of sparsity. To bridge this gap, we study the sparsity-constrained Least Absolute Deviations (LAD) minimization problem. This paper proposes the Graded Fast Hard Thresholding Pursuit (GFHTP$_1$) algorithm with a quantile-truncated step size for $\ell_1$-loss minimization. In contrast to most state-of-the-art methods, our GFHTP$_1$ requires no prior knowledge of the signal's sparsity level. We establish a theoretical convergence analysis under mild conditions and further prove that an $s$-sparse signal can be recovered exactly within at most $s$ iterations. To our knowledge, these results provide the first efficient recovery guarantees for sparse signal reconstruction from outlier-corrupted measurements without a sparsity prior. Numerical experiments demonstrate that GFHTP$_1$ consistently outperforms competing algorithms in robustness to varying signal sparsity and outlier support size, while also achieving less computational time.
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