Fast Methods for Denoising Matrix Completion Formulations, with Applications to Robust Seismic Data Interpolation

نویسندگان

  • Aleksandr Y. Aravkin
  • Rajiv Kumar
  • Hassan Mansour
  • Benjamin Recht
  • Felix J. Herrmann
چکیده

Abstract. Recent SVD-free matrix factorization formulations have enabled rank minimization for systems with millions of rows and columns, paving the way for matrix completion in extremely large-scale applications, such as seismic data interpolation. In this paper, we consider matrix completion formulations designed to hit a target data-fitting error level provided by the user, and propose an algorithm that is able to exploit factorized formulations to solve the corresponding optimization problem. Since practitioners typically have strong prior knowledge about target error level, this innovation makes it easy to apply the algorithm in practice, leaving only the factor rank to be determined. We explore the role that rank of the factors plays in our formulation, and show that rank can be easily adjusted as the inversion proceeds. Within the established framework, we then propose two extensions that are highly relevant to solving practical challenges of data interpolation. First, we propose a weighted extension that allows known subspace information to improve the results of matrix completion formulations. We show how this weighting can be used in the context of frequency continuation, an essential aspect to seismic data interpolation. Second, we extend matrix completion formulations to be extremely robust to large measurement errors in the available data. We illustrate the advantages of the basic approach on the Netflix Prize problem using the Movielens (1M) dataset. Then, we use the new method, along with its robust and subspace re-weighted extensions, to obtain high-quality reconstructions for large scale seismic interpolation problems with real data, even in the presence of extreme data contamination.

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Comparison of sparsity-constrained regularization methods for denoising and interpolation

Missing trace reconstruction is an ongoing challenge in seismic processing due to incomplete acquisition schemes and irregular grids. Noise is also a concern because it is naturally present in acquired seismic data through several mechanisms such as natural noise and equipment noise. Both problems need to be adequately addressed, especially because they negatively affect several important proce...

متن کامل

An SVD-free Pareto curve approach to rank minimization

Recent SVD-free matrix factorization formulations have enabled rank optimization for extremely large-scale systems (millions of rows and columns). In this paper, we consider rank-regularized formulations that only require a target data-fitting error level, and propose an algorithm for the corresponding problem. We illustrate the advantages of the new approach using the Netflix problem, and use ...

متن کامل

Putting the curvature back into sparse solvers

Many problems in signal and image processing seek a sparse solution to an underdetermined linear system. A common problem formulation for such applications is the basis pursuit denoising problem. Many of the most used approaches for this problem – such as iterative soft thresholding and SPGL1 – are first-order methods. As a result, these methods can sometimes be slow to converge. In this paper,...

متن کامل

Data denoising and interpolation using synthesis and analysis sparse regularization

Missing trace reconstruction is a challenge in seismic processing due to incomplete and irregular acquisition. Noise is a concern, due to the many sources of noise that occur during seismic acquisition. Most of the recent research on denoising and interpolation focuses on transform domain approaches using L1 norm minimization. A specific kind of constraint, called the synthesis approach, is wid...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:
  • SIAM J. Scientific Computing

دوره 36  شماره 

صفحات  -

تاریخ انتشار 2014