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.
Date made available18 May 2020
PublisherUniversity of Bristol

Cite this

Achim, A. (Creator), Karakus, O. (Creator) (18 May 2020). Cauchy Proximal Splitting (CPS). University of Bristol. 10.5523/bris.15y437loa26cr2nx8gnn3l4hzi