Conditions on optimal support recovery in unmixing problems by means of multi-penalty regularization

TL;DR

This paper investigates conditions for optimal support recovery in unmixing problems using multi-penalty regularization, demonstrating theoretical advantages and improved robustness over traditional methods through extensive simulations.

Contribution

It extends sparse recovery theory to multi-penalty regularization, showing enhanced support identification and robustness compared to single-parameter $ ext{l}^1$-minimization.

Findings

Multi-penalty regularization improves support recovery accuracy.

Theoretical support recovery conditions are extended to multi-penalty settings.

Numerical simulations confirm robustness and performance improvements.

Abstract

Inspired by several real-life applications in audio processing and medical image analysis, where the quantity of interest is generated by several sources to be accurately modeled and separated, as well as by recent advances in regularization theory and optimization, we study the conditions on optimal support recovery in inverse problems of unmixing type by means of multi-penalty regularization. We consider and analyze a regularization functional composed of a data-fidelity term, where signal and noise are additively mixed, a non-smooth, convex, sparsity promoting term, and a quadratic penalty term to model the noise. We prove not only that the well-established theory for sparse recovery in the single parameter case can be translated to the multi-penalty settings, but we also demonstrate the enhanced properties of multi-penalty regularization in terms of support identification compared to sole $\ell^1$-minimization. We additionally confirm and support the theoretical results by extensive numerical simulations, which give a statistics of robustness of the multi-penalty regularization scheme with respect to the single-parameter counterpart. Eventually, we confirm a significant improvement in performance compared to standard $\ell^1$-regularization for compressive sensing problems considered in our experiments.