Adapting to unknown noise level in sparse deconvolution

@article{Boyer2016AdaptingTU,
  title={Adapting to unknown noise level in sparse deconvolution},
  author={Claire Boyer and Yohann de Castro and Joseph Salmon},
  journal={ArXiv},
  year={2016},
  volume={abs/1606.04760}
}
  • Claire Boyer, Yohann de Castro, Joseph Salmon
  • Published in ArXiv 2016
  • Mathematics, Computer Science
  • In this paper, we study sparse spike deconvolution over the space of complex-valued measures when the input measure is a finite sum of Dirac masses. We introduce a modified version of the Beurling Lasso (BLasso), a semi-definite program that we refer to as the Concomitant Beurling Lasso (CBLasso). This new procedure estimates the target measure and the unknown noise level simultaneously. Contrary to previous estimators in the literature, theory holds for a tuning parameter that depends only on… CONTINUE READING

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