You-Wei Wen
Current Organizations / Institutes
The organizations/institutes from the scholar's latest article
Previous Organizations / Institutes
The organizations / institutes from the scholar's other articles in the past ten years
Research Subjects
You-Wei Wen has a total of 67 co-authors. Here are the top co-authors by number of shared publications:
- Michael KwokPo Ng
Department of Mathematics, Hong Kong Baptist University, Kowloon Tong, Hong Kong
15 shared publications - Raymond Honfu Chan
Department of Operations and Risk Management and School of Data Science, Lingnan University, Hong Kong
7 shared publications Wai-Ki Ching
Advanced Modeling and Applied Computing Laboratory, Department of Mathematics, The University of Hong Kong, Hong Kong, People’s Republic of China
7 shared publications- Yu-Mei Huang
School of Mathematics and Statistics, Lanzhou University, Lanzhou, China
5 shared publications Huan Pan
4 shared publicationsKexin Li
4 shared publications
Latest Publications
- 28 August 2026
- Published by IOP Publishing in Inverse Problems
- Vol. 42 (8) , 085016
Intensity inhomogeneity image segmentation based on tight wavelet frame and variational Bayesian inference
In this work, we propose a novel two-stage image segmentation method addressing the issue of intensity inhomogeneities in images. In the first stage, a non-convex variational decomposition model based on a tight wavelet frame is proposed. The proposed non-convex variational decomposition model is a weighted sum of three terms: the data fitting term, the non-convex regularization term based on the tight wavelet frame for the structural component (piecewise constant), and the second-order gradient regularization term for the intensity component (smooth). The existence of a solution for the proposed decomposition model is established, and the uniqueness is guaranteed under certain conditions. In the second stage, a thresholding technique is applied to the piecewise constant component obtained in the first stage to achieve the final image segmentation result. This two-stage strategy focuses on the structural features of the image during image segmentation, thereby mitigating the impact of intensity inhomogeneities. In addition, this paper develops an effective algorithm based on variational Bayesian inference that simultaneously segments images and selects model parameters, reducing the burden of manual parameter adjustment. Numerical experimental results demonstrate that the proposed method not only effectively reduces illumination and shadow interference but also exhibits significant competitiveness in processing images with intensity inhomogeneities.
- 28 August 2026
- Published by IOP Publishing in Inverse Problems
- Vol. 42 (8) , 085016
Intensity inhomogeneity image segmentation based on tight wavelet frame and variational Bayesian inference
In this work, we propose a novel two-stage image segmentation method addressing the issue of intensity inhomogeneities in images. In the first stage, a non-convex variational decomposition model based on a tight wavelet frame is proposed. The proposed non-convex variational decomposition model is a weighted sum of three terms: the data fitting term, the non-convex regularization term based on the tight wavelet frame for the structural component (piecewise constant), and the second-order gradient regularization term for the intensity component (smooth). The existence of a solution for the proposed decomposition model is established, and the uniqueness is guaranteed under certain conditions. In the second stage, a thresholding technique is applied to the piecewise constant component obtained in the first stage to achieve the final image segmentation result. This two-stage strategy focuses on the structural features of the image during image segmentation, thereby mitigating the impact of intensity inhomogeneities. In addition, this paper develops an effective algorithm based on variational Bayesian inference that simultaneously segments images and selects model parameters, reducing the burden of manual parameter adjustment. Numerical experimental results demonstrate that the proposed method not only effectively reduces illumination and shadow interference but also exhibits significant competitiveness in processing images with intensity inhomogeneities.
- 9 July 2026
- Published by Society for Industrial & Applied Mathematics (SIAM) in SIAM Journal on Scientific Computing
- Vol. 48 (4) , C684-C707
Variational Bayesian Inference for Tensor Robust Principal Component Analysis
Tensor robust principal component analysis (TRPCA) holds a crucial position in machine learning and computer vision. It aims to recover underlying low-rank structures and to characterize the sparse structures of noise. Current approaches often encounter difficulties in accurately capturing the low-rank properties of tensors and balancing the trade-off between low-rank and sparse components, especially in a mixed-noise scenario. To address these challenges, we introduce a Bayesian framework for TRPCA, which integrates a low-rank tensor nuclear norm prior and a generalized sparsity-inducing prior. By embedding the priors within the Bayesian framework, our method can automatically determine the optimal tensor nuclear norm and achieve a balance between the nuclear norm and sparse components. Furthermore, our method can be efficiently extended to the weighted tensor nuclear norm model. Experiments conducted on synthetic and real-world datasets demonstrate the effectiveness and superiority of our method compared to state-of-the-art approaches.
- 9 July 2026
- Published by Society for Industrial & Applied Mathematics (SIAM) in SIAM Journal on Scientific Computing
- Vol. 48 (4) , C684-C707
Variational Bayesian Inference for Tensor Robust Principal Component Analysis
Tensor robust principal component analysis (TRPCA) holds a crucial position in machine learning and computer vision. It aims to recover underlying low-rank structures and to characterize the sparse structures of noise. Current approaches often encounter difficulties in accurately capturing the low-rank properties of tensors and balancing the trade-off between low-rank and sparse components, especially in a mixed-noise scenario. To address these challenges, we introduce a Bayesian framework for TRPCA, which integrates a low-rank tensor nuclear norm prior and a generalized sparsity-inducing prior. By embedding the priors within the Bayesian framework, our method can automatically determine the optimal tensor nuclear norm and achieve a balance between the nuclear norm and sparse components. Furthermore, our method can be efficiently extended to the weighted tensor nuclear norm model. Experiments conducted on synthetic and real-world datasets demonstrate the effectiveness and superiority of our method compared to state-of-the-art approaches.
- 10 April 2026
- Published by Society for Industrial & Applied Mathematics (SIAM) in SIAM Journal on Scientific Computing
- Vol. 48 (2) , A929-A957
Truncated Huber Penalty for Sparse Signal Recovery with Convergence Analysis
Sparse signal recovery from underdetermined systems presents significant challenges when using conventional [Formula: see text] and [Formula: see text] penalties, primarily due to computational complexity and estimation bias. This paper introduces a truncated Huber penalty, a nonconvex metric that effectively bridges the gap between unbiased sparse recovery and differentiable optimization. The proposed penalty applies quadratic regularization to small entries while truncating large magnitudes, avoiding nondifferentiable points at optimal solutions. Theoretical analysis demonstrates that, for an appropriately chosen threshold, any [Formula: see text]-sparse solution recoverable via conventional penalties remains a local optimum under the truncated Huber function. This property allows the exact and robust recovery theories developed for other penalty regularization functions to be directly extended to the truncated Huber function. To solve the optimization problem, we develop a block coordinate descent (BCD) algorithm with finite-step convergence guarantees under spark conditions. Numerical experiments validate the effectiveness and robustness of the proposed method in both synthetic and real scenarios. Furthermore, we demonstrate the flexibility of the truncated Huber framework through two extensions: one to an adaptively weighted variant inspired by sorted penalties, and the other to the gradient domain for applications such as signal denoising and image smoothing.
- 10 April 2026
- Published by Society for Industrial & Applied Mathematics (SIAM) in SIAM Journal on Scientific Computing
- Vol. 48 (2) , A929-A957
Truncated Huber Penalty for Sparse Signal Recovery with Convergence Analysis
Sparse signal recovery from underdetermined systems presents significant challenges when using conventional [Formula: see text] and [Formula: see text] penalties, primarily due to computational complexity and estimation bias. This paper introduces a truncated Huber penalty, a nonconvex metric that effectively bridges the gap between unbiased sparse recovery and differentiable optimization. The proposed penalty applies quadratic regularization to small entries while truncating large magnitudes, avoiding nondifferentiable points at optimal solutions. Theoretical analysis demonstrates that, for an appropriately chosen threshold, any [Formula: see text]-sparse solution recoverable via conventional penalties remains a local optimum under the truncated Huber function. This property allows the exact and robust recovery theories developed for other penalty regularization functions to be directly extended to the truncated Huber function. To solve the optimization problem, we develop a block coordinate descent (BCD) algorithm with finite-step convergence guarantees under spark conditions. Numerical experiments validate the effectiveness and robustness of the proposed method in both synthetic and real scenarios. Furthermore, we demonstrate the flexibility of the truncated Huber framework through two extensions: one to an adaptively weighted variant inspired by sorted penalties, and the other to the gradient domain for applications such as signal denoising and image smoothing.
- Open Access
Guided Variational Network for Image Decomposition
Cartoon-texture image decomposition is a critical preprocessing problem bottlenecked by the numerical intractability of classical variational or optimization models and the tedious manual tuning of global regularization parameters.We propose a Guided Variational Decomposition (GVD) model which introduces spatially adaptive quadratic norms whose pixel-wise weights are learned either through local probabilistic statistics or via a lightweight neural network within a bilevel framework.This leads to a unified, interpretable, and computationally efficient model that bridges classical variational ideas with modern adaptive and data-driven methodologies. Numerical experiments on this framework, which inherently includes automatic parameter selection, delivers GVD as a robust, self-tuning, and superior solution for reliable image decomposition.
Open AccessGuided Variational Network for Image Decomposition
Cartoon-texture image decomposition is a critical preprocessing problem bottlenecked by the numerical intractability of classical variational or optimization models and the tedious manual tuning of global regularization parameters.We propose a Guided Variational Decomposition (GVD) model which introduces spatially adaptive quadratic norms whose pixel-wise weights are learned either through local probabilistic statistics or via a lightweight neural network within a bilevel framework.This leads to a unified, interpretable, and computationally efficient model that bridges classical variational ideas with modern adaptive and data-driven methodologies. Numerical experiments on this framework, which inherently includes automatic parameter selection, delivers GVD as a robust, self-tuning, and superior solution for reliable image decomposition.
- 11 November 2025
- Published by Elsevier in Signal Processing
- Vol. 241
Robust PCA with adaptive weighting for sparse outlier suppression
- 11 November 2025
- Published by Elsevier in Signal Processing
- Vol. 241
Robust PCA with adaptive weighting for sparse outlier suppression
- Open Access
Outlier-aware Tensor Robust Principal Component Analysis with Self-guided Data Augmentation
Tensor Robust Principal Component Analysis (TRPCA) is a fundamental technique for decomposing multi-dimensional data into a low-rank tensor and an outlier tensor, yet existing methods relying on sparse outlier assumptions often fail under structured corruptions. In this paper, we propose a self-guided data augmentation approach that employs adaptive weighting to suppress outlier influence, reformulating the original TRPCA problem into a standard Tensor Principal Component Analysis (TPCA) problem. The proposed model involves an optimization-driven weighting scheme that dynamically identifies and downweights outlier contributions during tensor augmentation. We develop an efficient proximal block coordinate descent algorithm with closed-form updates to solve the resulting optimization problem, ensuring computational efficiency. Theoretical convergence is guaranteed through a framework combining block coordinate descent with majorization-minimization principles. Numerical experiments on synthetic and real-world datasets, including face recovery, background subtraction, and hyperspectral denoising, demonstrate that our method effectively handles various corruption patterns. The results show the improvements in both accuracy and computational efficiency compared to state-of-the-art methods.
Open AccessOutlier-aware Tensor Robust Principal Component Analysis with Self-guided Data Augmentation
Tensor Robust Principal Component Analysis (TRPCA) is a fundamental technique for decomposing multi-dimensional data into a low-rank tensor and an outlier tensor, yet existing methods relying on sparse outlier assumptions often fail under structured corruptions. In this paper, we propose a self-guided data augmentation approach that employs adaptive weighting to suppress outlier influence, reformulating the original TRPCA problem into a standard Tensor Principal Component Analysis (TPCA) problem. The proposed model involves an optimization-driven weighting scheme that dynamically identifies and downweights outlier contributions during tensor augmentation. We develop an efficient proximal block coordinate descent algorithm with closed-form updates to solve the resulting optimization problem, ensuring computational efficiency. Theoretical convergence is guaranteed through a framework combining block coordinate descent with majorization-minimization principles. Numerical experiments on synthetic and real-world datasets, including face recovery, background subtraction, and hyperspectral denoising, demonstrate that our method effectively handles various corruption patterns. The results show the improvements in both accuracy and computational efficiency compared to state-of-the-art methods.
- Open Access
Truncated Huber Penalty for Sparse Signal Recovery with Convergence Analysis
Sparse signal recovery from under-determined systems presents significant challenges when using conventional L_0 and L_1 penalties, primarily due to computational complexity and estimation bias. This paper introduces a truncated Huber penalty, a non-convex metric that effectively bridges the gap between unbiased sparse recovery and differentiable optimization. The proposed penalty applies quadratic regularization to small entries while truncating large magnitudes, avoiding non-differentiable points at optima. Theoretical analysis demonstrates that, for an appropriately chosen threshold, any s-sparse solution recoverable via conventional penalties remains a local optimum under the truncated Huber function. This property allows the exact and robust recovery theories developed for other penalty regularization functions to be directly extended to the truncated Huber function. To solve the optimization problem, we develop a block coordinate descent (BCD) algorithm with finite-step convergence guarantees under spark conditions. Numerical experiments are conducted to validate the effectiveness and robustness of the proposed approach. Furthermore, we extend the truncated Huber-penalized model to the gradient domain, illustrating its applicability in signal denoising and image smoothing.
Open AccessTruncated Huber Penalty for Sparse Signal Recovery with Convergence Analysis
Sparse signal recovery from under-determined systems presents significant challenges when using conventional L_0 and L_1 penalties, primarily due to computational complexity and estimation bias. This paper introduces a truncated Huber penalty, a non-convex metric that effectively bridges the gap between unbiased sparse recovery and differentiable optimization. The proposed penalty applies quadratic regularization to small entries while truncating large magnitudes, avoiding non-differentiable points at optima. Theoretical analysis demonstrates that, for an appropriately chosen threshold, any s-sparse solution recoverable via conventional penalties remains a local optimum under the truncated Huber function. This property allows the exact and robust recovery theories developed for other penalty regularization functions to be directly extended to the truncated Huber function. To solve the optimization problem, we develop a block coordinate descent (BCD) algorithm with finite-step convergence guarantees under spark conditions. Numerical experiments are conducted to validate the effectiveness and robustness of the proposed approach. Furthermore, we extend the truncated Huber-penalized model to the gradient domain, illustrating its applicability in signal denoising and image smoothing.
- 30 December 2024
- Published by Springer Nature in Journal of Mathematical Imaging and Vision
- Vol. 67 (1) , 1-17
Cartoon–Texture Image Decomposition Using Least Squares and Low-Rank Regularization
- 30 December 2024
- Published by Springer Nature in Journal of Mathematical Imaging and Vision
- Vol. 67 (1) , 1-17
Cartoon–Texture Image Decomposition Using Least Squares and Low-Rank Regularization
- Open Access
Robust PCA Based on Adaptive Weighted Least Squares and Low-Rank Matrix Factorization
Robust Principal Component Analysis (RPCA) is a fundamental technique for decomposing data into low-rank and sparse components, which plays a critical role for applications such as image processing and anomaly detection. Traditional RPCA methods commonly use $\ell_1$ norm regularization to enforce sparsity, but this approach can introduce bias and result in suboptimal estimates, particularly in the presence of significant noise or outliers. Non-convex regularization methods have been proposed to mitigate these challenges, but they tend to be complex to optimize and sensitive to initial conditions, leading to potential instability in solutions. To overcome these challenges, in this paper, we propose a novel RPCA model that integrates adaptive weighted least squares (AWLS) and low-rank matrix factorization (LRMF). The model employs a {self-attention-inspired} mechanism in its weight update process, allowing the weight matrix to dynamically adjust and emphasize significant components during each iteration. By employing a weighted F-norm for the sparse component, our method effectively reduces bias while simplifying the computational process compared to traditional $\ell_1$-norm-based methods. We use an alternating minimization algorithm, where each subproblem has an explicit solution, thereby improving computational efficiency. Despite its simplicity, numerical experiments demonstrate that our method outperforms existing non-convex regularization approaches, offering superior performance and stability, as well as enhanced accuracy and robustness in practical applications.Open AccessRobust PCA Based on Adaptive Weighted Least Squares and Low-Rank Matrix Factorization
Robust Principal Component Analysis (RPCA) is a fundamental technique for decomposing data into low-rank and sparse components, which plays a critical role for applications such as image processing and anomaly detection. Traditional RPCA methods commonly use $\ell_1$ norm regularization to enforce sparsity, but this approach can introduce bias and result in suboptimal estimates, particularly in the presence of significant noise or outliers. Non-convex regularization methods have been proposed to mitigate these challenges, but they tend to be complex to optimize and sensitive to initial conditions, leading to potential instability in solutions. To overcome these challenges, in this paper, we propose a novel RPCA model that integrates adaptive weighted least squares (AWLS) and low-rank matrix factorization (LRMF). The model employs a {self-attention-inspired} mechanism in its weight update process, allowing the weight matrix to dynamically adjust and emphasize significant components during each iteration. By employing a weighted F-norm for the sparse component, our method effectively reduces bias while simplifying the computational process compared to traditional $\ell_1$-norm-based methods. We use an alternating minimization algorithm, where each subproblem has an explicit solution, thereby improving computational efficiency. Despite its simplicity, numerical experiments demonstrate that our method outperforms existing non-convex regularization approaches, offering superior performance and stability, as well as enhanced accuracy and robustness in practical applications.