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Iterative Thresholding Pursuit with Continuation for $\ell_{1-2}$-Regularized Sparse Recovery

Announce Type: new Abstract: Sparse recovery aims to reconstruct sparse signals from underdetermined and possibly noisy linear measurements. Existing $\ell_{1-2}$ iterative thresholding schemes are first-order methods. We propose an iterative thresholding pursuit method with continuation (ITP-C) for $\ell_{1-2}$-regularized sparse recovery.

arXiv CS 5d ago