Robust Sparse Recovery via Weakly Convex Regularization

Robust sparse signal recovery against impulsive noise is a core issue in many applications. Numerous methods have been proposed to recover the sparse signal from measurements corrupted by various impulsive noises, but most of them either lack theoretical guarantee for robust sparse recovery or are not efficient enough for large-scale problems. In this work, a general optimization problem for robust sparse signal recovery, which includes many existing works as concrete instances, is analyzed by a freshly defined Double Null Space Property (DNSP), and its solution is proved to be able to robustly reconstruct the sparse signal under mild conditions. Moreover, for computational tractability, weakly convex sparsity-inducing penalties are applied to the general problem, and properties of the solution to the resultant non-convex problem are further studied. Based on these properties, an algorithm named Robust Projected Generalized Gradient (RPGG) is devised to solve the weakly convex problem. Theoretical results prove that the sparse signal can be precisely reconstructed by RPGG from compressive measurements with sparse noise or robustly recovered from those with impulsive noise. Meanwhile, simulations demonstrate that RPGG with tuned parameters outperforms other robust sparse recovery algorithms.