English

Robust regression for mixed Poisson-Gaussian model

Numerical Analysis 2018-01-22 v2

Abstract

This paper focuses on efficient computational approaches to compute approximate solutions of a linear inverse problem that is contaminated with mixed Poisson--Gaussian noise, and when there are additional outliers in the measured data. The Poisson--Gaussian noise leads to a weighted minimization problem, with solution-dependent weights. To address outliers, the standard least squares fit-to-data metric is replaced by the Talwar robust regression function. Convexity, regularization parameter selection schemes, and incorporation of non-negative constraints are investigated. A projected Newton algorithm is used to solve the resulting constrained optimization problem, and a preconditioner is proposed to accelerate conjugate gradient Hessian solves. Numerical experiments on problems from image deblurring illustrate the effectiveness of the methods.

Keywords

Cite

@article{arxiv.1611.07774,
  title  = {Robust regression for mixed Poisson-Gaussian model},
  author = {Marie Kubínová and James G. Nagy},
  journal= {arXiv preprint arXiv:1611.07774},
  year   = {2018}
}

Comments

24 pages, 13 figures

R2 v1 2026-06-22T17:02:12.044Z