Sparse Isotropic Regularization for Spherical Harmonic Representations of Random Fields on the Sphere

Abstract: This paper discusses sparse isotropic regularization for a random field on the unit sphere $\mathbb{S}^2$ in $\mathbb{R}^{3}$, where the field is expanded in terms of a spherical harmonic basis. A key feature is that the norm used in the regularization term, a hybrid of the $\ell_{1}$ and $\ell_2$-norms, is chosen so that the regularization preserves isotropy, in the sense that if the observed random field is strongly isotropic then so too is the regularized field. The Pareto efficient frontier is used to display the trade-off between the sparsity-inducing norm and the data discrepancy term, in order to help in the choice of a suitable regularization parameter. A numerical example using Cosmic Microwave Background (CMB) data is considered in detail. In particular, the numerical results explore the trade-off between regularization and discrepancy, and show that substantial sparsity can be achieved along with small $L_{2}$ error.