We investigate the proximal map for the weighted mean absolute error function. An algorithm for its efficient and vectorized evaluation is presented. As a demonstration, this algorithm is applied as part of a checkerboard algorithm to solve a total-variation image denoising (ROF) problem as well as a non-smooth energy minimization problem.
@article{arxiv.2209.13545,
title = {The Proximal Map of the Weighted Mean Absolute Error},
author = {Lukas Baumgärtner and Roland Herzog and Stephan Schmidt and Manuel Weiß},
journal= {arXiv preprint arXiv:2209.13545},
year = {2023}
}