Convex regularization techniques are now widespread tools for solving inverse problems in a variety of different frameworks. In some cases, the functions to be reconstructed are naturally viewed as realizations from random processes; an important question is thus whether such regularization techniques preserve the properties of the underlying probability measures. We focus here on a case which has produced a very lively debate in the cosmological literature, namely Gaussian and isotropic spherical random fields, and we prove that Gaussianity and isotropy are not conserved in general under convex regularization over a Fourier dictionary, such as the orthonormal system of spherical harmonics.
The stochastic properties of ℓ 1-regularized spherical Gaussian fields / Cammarota, Valentina; Marinucci, Domenico. - In: APPLIED AND COMPUTATIONAL HARMONIC ANALYSIS. - ISSN 1063-5203. - STAMPA. - 38:2(2015), pp. 262-283. [10.1016/j.acha.2014.04.003]
The stochastic properties of ℓ 1-regularized spherical Gaussian fields
CAMMAROTA, VALENTINA;MARINUCCI, Domenico
2015
Abstract
Convex regularization techniques are now widespread tools for solving inverse problems in a variety of different frameworks. In some cases, the functions to be reconstructed are naturally viewed as realizations from random processes; an important question is thus whether such regularization techniques preserve the properties of the underlying probability measures. We focus here on a case which has produced a very lively debate in the cosmological literature, namely Gaussian and isotropic spherical random fields, and we prove that Gaussianity and isotropy are not conserved in general under convex regularization over a Fourier dictionary, such as the orthonormal system of spherical harmonics.File | Dimensione | Formato | |
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