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Cauchy Proximal Splitting (CPS)

These Matlab functions implement a proximal splitting method involving a non-convex penalty function based on the heavy-tailed Cauchy distribution. A function for calculating the proximal operator of the Cauchy prior is provided, and two examples are included to illustrate how to perform cost function optimisation with a forward-backward (FB) -based algorithm that implements the corresponding Cauchy proximal splitting (CPS) method. The two signal processing examples include 1D signal denoising in the frequency domain and image de-blurring.

Complete download (zip, 47.1 KiB)

Creator(s) Alin Achim, Oktay Karakus
Publication date 18 May 2020
Language eng
Publisher University of Bristol
Licence Non-Commercial Government Licence for public sector information
DOI 10.5523/bris.15y437loa26cr2nx8gnn3l4hzi
Citation Alin Achim, Oktay Karakus (2020): Cauchy Proximal Splitting (CPS). https://doi.org/10.5523/bris.15y437loa26cr2nx8gnn3l4hzi
Total size 47.1 KiB

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