Past exam of the mathematics course of the University of Cambridge 2016 iii Paper 326 3 iii Solution Created 2026-10-03 Updated 2026-10-06
For the quadratic case, write and . Since is an orthogonal matrix, the quadratic proximal term becomes . The subgradient optimality condition givesAll , so each diagonal entry is positive, including when . Multiplying by the inverse diagonal matrix givesThe proximal operator of Poisson data fidelity separates pointwise. At each , the scalar optimality equation on isSince , the two roots have opposite signs. Only the positive root is admissible in the logarithm:The negative root is outside the effective domain. The second derivative of the proximal objective is positive, establishing the unique pointwise minimizer. The integral formula is understood on the function spaces where these quantities are admissible.
Finally, for , positive and negative minimizers obey and , respectively. At zero the subdifferential condition is . Combining these cases yields soft thresholding:Thus supplies all three requested closed forms.