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Robust regression for mixed Poisson-Gaussian model

Publication at Faculty of Mathematics and Physics |
2018

Abstract

This paper focuses on efficient computational approaches to compute approximate solutions of a linear inverse problem that is contaminated with mixed Poisson-Gaussian noise, and when there are additional outliers in the measured data. The Poisson-Gaussian noise leads to a weighted minimization problem, with solution-dependent weights.

To address outliers, the standard least squares fit-to-data metric is replaced by the Talwar robust regression function. Convexity, regularization parameter selection schemes, and incorporation of non-negative constraints are investigated.

A projected Newton algorithm is used to solve the resulting constrained optimization problem, and a preconditioner is proposed to accelerate conjugate gradient Hessian solves. Numerical experiments on problems from image deblurring illustrate the effectiveness of the methods.