  Over the past decades, many individual nonconvex methods have been proposed
to achieve better sparse recovery performance in various scenarios. However,
how to construct a valid nonconvex regularization function remains open in
practice. In this paper, we fill in this gap by presenting a unified framework
for constructing the nonconvex regularization based on the probability density
function. Meanwhile, a new nonconvex sparse recovery method constructed via the
Weibull distribution is studied.
