Sparsity and the optimality of splines for inverse problems: Deterministic vs. statistical justifications
Michael Unser, EPFL STI LIB

Meeting • 23 February 2016 • BM 4 233

Abstract
In recent years, significant progress has been achieved in the resolution of ill-posed linear inverse problems by imposing l1/TV regularization constraints on the solution. Such sparsity-promoting schemes are supported by the theory of compressed sensing, which is finite dimensional for the most part. In this talk, we take an infinite-dimensional point of view by considering signals that are defined in the continuous domain. We claim that non-uniform splines whose type is matched to the regularization operator are optimal candidate solutions. We show that such functions are global minimizers of a broad family of convex variational problems where the measurements are linear and the regularization is a generalized form of total variation associated with some operator L. We then discuss the link with sparse stochastic processes that are solutions of the same type of differential equations.The pleasing outcome is that the statistical formulation yields maximum a posteriori (MAP) signal estimators that involve the same type of sparsity-promoting regularization, albeit in a discretized form. The latter corresponds to the log-likelihood of the projection of the stochastic model onto a finite-dimensional reconstruction space.