Cauchy Proximal Splitting (CPS)
(Matlab code for the Cauchy proximal splitting algorithm and the Cauchy proximal operator)
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.
The DOI for this software is 10.5523/bris.15y437loa26cr2nx8gnn3l4hzi.