Projected Block Coordinate Descent for sparse spike estimation
Numerical Analysis
2024-02-20 v1 Numerical Analysis
Optimization and Control
Abstract
We consider the problem of recovering off-the-grid spikes from linear measurements. The state of the art Over-Parametrized Continuous Orthogonal Matching Pursuit (OP-COMP) with Projected Gradient Descent (PGD) successfully recovers those signals. In most cases, the main computational cost lies in a unique global descent on all parameters (positions and amplitudes). In this paper, we propose to improve this algorithm by accelerating this descent step. We introduce a new algorithm, based on Block Coordinate Descent, that takes advantages of the sparse structure of the problem. Based on qualitative theoretical results, this algorithm shows improvement in calculation times in realistic synthetic microscopy experiments.
Cite
@article{arxiv.2402.12021,
title = {Projected Block Coordinate Descent for sparse spike estimation},
author = {Pierre-Jean Bénard and Yann Traonmilin and Jean François Aujol},
journal= {arXiv preprint arXiv:2402.12021},
year = {2024}
}