Advanced Compressed Sensing

Slides

• Gabriel Peyré (CNRS and ENS): A convex tour of sparse regularization.
• Guillaume Lecué (CNRS and ENSAE): Incoherence and structured regularization (Jupyter notebook).

Computational resources

• See the dedicated Mathematical Coffee session on Convex Optimization.

Bibliography

Here is a (biased) bibliography related to the lectures:

• S. Mallat, A Wavelet Tour of Signal Processing, Third Edition: The Sparse Way, 3rd Edition, Academic Press.
• S. Foucart, H. Rauhut, A mathematical introduction to compressive sensing. Applied and Numerical Harmonic Analysis, Birkhäuser.
• J.-L Starck, F. Murtagh, M.J. Fadili, Sparse Image and Signal Processing: Wavelets and Related Geometric Multiscale Analysis, (2nd Edition, ed.), Cambridge University Press, Cambridge, 2015 (in press).