English

PENDANTSS: PEnalized Norm-ratios Disentangling Additive Noise, Trend and Sparse Spikes

Signal Processing 2023-03-17 v2 Machine Learning Optimization and Control Data Analysis, Statistics and Probability Machine Learning

Abstract

Denoising, detrending, deconvolution: usual restoration tasks, traditionally decoupled. Coupled formulations entail complex ill-posed inverse problems. We propose PENDANTSS for joint trend removal and blind deconvolution of sparse peak-like signals. It blends a parsimonious prior with the hypothesis that smooth trend and noise can somewhat be separated by low-pass filtering. We combine the generalized quasi-norm ratio SOOT/SPOQ sparse penalties p/q\ell_p/\ell_q with the BEADS ternary assisted source separation algorithm. This results in a both convergent and efficient tool, with a novel Trust-Region block alternating variable metric forward-backward approach. It outperforms comparable methods, when applied to typically peaked analytical chemistry signals. Reproducible code is provided.

Keywords

Cite

@article{arxiv.2301.01514,
  title  = {PENDANTSS: PEnalized Norm-ratios Disentangling Additive Noise, Trend and Sparse Spikes},
  author = {Paul Zheng and Emilie Chouzenoux and Laurent Duval},
  journal= {arXiv preprint arXiv:2301.01514},
  year   = {2023}
}