Multivariate iterative hard thresholding for sparse decomposition with flexible sparsity patterns

We address the problem of decomposing several consecutive sparse signals, such as audio time frames or image patches. A typical approach is to process each signal sequentially and independently, with an arbitrary sparsity level fixed for each signal. Here, we propose to process several frames simultaneously, allowing for more flexible sparsity patterns to be considered. We propose a multivariate sparse coding approach, where sparsity is enforced on average across several frames. We propose a Multivariate Iterative Hard Thresholding to solve this problem. The usefulness of the proposed approach is demonstrated on audio coding and denoising tasks. Experiments show that the proposed approach leads to better results when the signal contains both transients and tonal components.