Truncated Huber Penalty for Sparse Signal Recovery with Convergence Analysis
For researchers in sparse signal processing, this provides a new non-convex penalty with convergence guarantees, though it is an incremental improvement over existing non-convex penalties.
The paper introduces a truncated Huber penalty for sparse signal recovery that bridges unbiased recovery and differentiable optimization, with theoretical guarantees that any s-sparse solution recoverable via conventional penalties remains a local optimum. Numerical experiments validate its effectiveness and robustness.
Sparse signal recovery from under-determined systems presents significant challenges when using conventional L_0 and L_1 penalties, primarily due to computational complexity and estimation bias. This paper introduces a truncated Huber penalty, a non-convex metric that effectively bridges the gap between unbiased sparse recovery and differentiable optimization. The proposed penalty applies quadratic regularization to small entries while truncating large magnitudes, avoiding non-differentiable points at optima. Theoretical analysis demonstrates that, for an appropriately chosen threshold, any s-sparse solution recoverable via conventional penalties remains a local optimum under the truncated Huber function. This property allows the exact and robust recovery theories developed for other penalty regularization functions to be directly extended to the truncated Huber function. To solve the optimization problem, we develop a block coordinate descent (BCD) algorithm with finite-step convergence guarantees under spark conditions. Numerical experiments are conducted to validate the effectiveness and robustness of the proposed approach. Furthermore, we extend the truncated Huber-penalized model to the gradient domain, illustrating its applicability in signal denoising and image smoothing.