Truncated Huber Penalty

Truncated Huber Penalty for Sparse Signal Recovery with Convergence Analysis

arXiv:2504.04509v2 Announce Type: replace Abstract: 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...