Presentation 2021-01-21
[Invited Talk] Message passing algorithms for nonconvex penalties
Ayaka Sakata,
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Abstract(in Japanese) (See Japanese page)
Abstract(in English) We consider compressed sensing formulated as a minimization problem of nonconvex sparse penalties, Smoothly Clipped Absolute Deviation (SCAD) and Minimax Concave Penalty (MCP). The forms of these penalties are controlled by nonconvexity parameters, and $¥ell_1$ penalty is contained as a limit with respect to these parameters. The analytically derived reconstruction limit overcomes that of $¥ell_1$ and the algorithmic limit in the Bayes-optimal setting, when the nonconvexity parameters have suitable values. For the practical usage, we apply the approximate message passing (AMP) to these nonconvex penalties. We show that the performance of AMP is considerably improved by controlling nonconvexity parameters.
Keyword(in Japanese) (See Japanese page)
Keyword(in English) Approximate message passing / non convex penalty / compressed sensing
Paper # IT2020-79,SIP2020-57,RCS2020-170
Date of Issue 2021-01-14 (IT, SIP, RCS)

Conference Information
Committee SIP / IT / RCS
Conference Date 2021/1/21(2days)
Place (in Japanese) (See Japanese page)
Place (in English) Online
Topics (in Japanese) (See Japanese page)
Topics (in English)
Chair Kazunori Hayashi(Kyoto Univ.) / Tadashi Wadayama(Nagoya Inst. of Tech.) / Eiji Okamoto(Nagoya Inst. of Tech.)
Vice Chair Yukihiro Bandou(NTT) / Toshihisa Tanaka(Tokyo Univ. Agri.&Tech.) / Tetsuya Kojima(Tokyo Kosen) / Fumiaki Maehara(Waseda Univ.) / Toshihiko Nishimura(Hokkaido Univ.) / Tomoya Tandai(Toshiba)
Secretary Yukihiro Bandou(Hosei Univ.) / Toshihisa Tanaka(Waseda Univ.) / Tetsuya Kojima(Yamaguchi Univ.) / Fumiaki Maehara(Saga Univ.) / Toshihiko Nishimura(Kyushu Univ.) / Tomoya Tandai(NEC)
Assistant Yuichi Tanaka(Tokyo Univ. Agri.&Tech.) / Takahiro Ohta(Senshu Univ.) / Koichi Adachi(Univ. of Electro-Comm.) / Osamu Nakamura(Sharp) / Manabu Sakai(Mitsubishi Electric) / Masashi Iwabuchi(NTT) / Tatsuki Okuyama(NTT DOCOMO)

Paper Information
Registration To Technical Committee on Signal Processing / Technical Committee on Information Theory / Technical Committee on Radio Communication Systems
Language JPN
Title (in Japanese) (See Japanese page)
Sub Title (in Japanese) (See Japanese page)
Title (in English) [Invited Talk] Message passing algorithms for nonconvex penalties
Sub Title (in English)
Keyword(1) Approximate message passing
Keyword(2) non convex penalty
Keyword(3) compressed sensing
1st Author's Name Ayaka Sakata
1st Author's Affiliation Institute of Statistical Mathematics(ISM)
Date 2021-01-21
Paper # IT2020-79,SIP2020-57,RCS2020-170
Volume (vol) vol.120
Number (no) IT-320,SIP-321,RCS-322
Page pp.pp.93-98(IT), pp.93-98(SIP), pp.93-98(RCS),
#Pages 6
Date of Issue 2021-01-14 (IT, SIP, RCS)