Fourier PCA and Robust Tensor Decomposition

Fourier PCA is Principal Component Analysis of a matrix obtained from higher order derivatives of the logarithm of the Fourier transform of a distribution.We make this method algorithmic by developing a tensor decomposition method for a pair of tensors sharing the same vectors in rank-$1$ decompositions. Our main application is the first provably polynomial-time algorithm for underdetermined ICA, i.e., learning an $n \times m$ matrix $A$ from observations $y=Ax$ where $x$ is drawn from an unknown product distribution with arbitrary non-Gaussian components. The number of component distributions $m$ can be arbitrarily higher than the dimension $n$ and the columns of $A$ only need to satisfy a natural and efficiently verifiable nondegeneracy condition. As a second application, we give an alternative algorithm for learning mixtures of spherical Gaussians with linearly independent means. These results also hold in the presence of Gaussian noise.Comment: Extensively revised; details added; minor errors corrected; exposition improve

Blind Source Separation for the Processing of Contact-Less Biosignals

(Spatio-temporale) Blind Source Separation (BSS) eignet sich für die Verarbeitung von Multikanal-Messungen im Bereich der kontaktlosen Biosignalerfassung. Ziel der BSS ist dabei die Trennung von (z.B. kardialen) Nutzsignalen und Störsignalen typisch für die kontaktlosen Messtechniken. Das Potential der BSS kann praktisch nur ausgeschöpft werden, wenn (1) ein geeignetes BSS-Modell verwendet wird, welches der Komplexität der Multikanal-Messung gerecht wird und (2) die unbestimmte Permutation unter den BSS-Ausgangssignalen gelöst wird, d.h. das Nutzsignal praktisch automatisiert identifiziert werden kann. Die vorliegende Arbeit entwirft ein Framework, mit dessen Hilfe die Effizienz von BSS-Algorithmen im Kontext des kamera-basierten Photoplethysmogramms bewertet werden kann. Empfehlungen zur Auswahl bestimmter Algorithmen im Zusammenhang mit spezifischen Signal-Charakteristiken werden abgeleitet. Außerdem werden im Rahmen der Arbeit Konzepte für die automatisierte Kanalauswahl nach BSS im Bereich der kontaktlosen Messung des Elektrokardiogramms entwickelt und bewertet. Neuartige Algorithmen basierend auf Sparse Coding erwiesen sich dabei als besonders effizient im Vergleich zu Standard-Methoden.(Spatio-temporal) Blind Source Separation (BSS) provides a large potential to process distorted multichannel biosignal measurements in the context of novel contact-less recording techniques for separating distortions from the cardiac signal of interest. This potential can only be practically utilized (1) if a BSS model is applied that matches the complexity of the measurement, i.e. the signal mixture and (2) if permutation indeterminacy is solved among the BSS output components, i.e the component of interest can be practically selected. The present work, first, designs a framework to assess the efficacy of BSS algorithms in the context of the camera-based photoplethysmogram (cbPPG) and characterizes multiple BSS algorithms, accordingly. Algorithm selection recommendations for certain mixture characteristics are derived. Second, the present work develops and evaluates concepts to solve permutation indeterminacy for BSS outputs of contact-less electrocardiogram (ECG) recordings. The novel approach based on sparse coding is shown to outperform the existing concepts of higher order moments and frequency-domain features

Dictionary Learning for Sparse Representations With Applications to Blind Source Separation.

During the past decade, sparse representation has attracted much attention in the signal processing community. It aims to represent a signal as a linear combination of a small number of elementary signals called atoms. These atoms constitute a dictionary so that a signal can be expressed by the multiplication of the dictionary and a sparse coefficients vector. This leads to two main challenges that are studied in the literature, i.e. sparse coding (find the coding coefficients based on a given dictionary) and dictionary design (find an appropriate dictionary to fit the data). Dictionary design is the focus of this thesis. Traditionally, the signals can be decomposed by the predefined mathematical transform, such as discrete cosine transform (DCT), which forms the so-called analytical approach. In recent years, learning-based methods have been introduced to adapt the dictionary from a set of training data, leading to the technique of dictionary learning. Although this may involve a higher computational complexity, learned dictionaries have the potential to offer improved performance as compared with predefined dictionaries. Dictionary learning algorithm is often achieved by iteratively executing two operations: sparse approximation and dictionary update. We focus on the dictionary update step, where the dictionary is optimized with a given sparsity pattern. A novel framework is proposed to generalize benchmark mechanisms such as the method of optimal directions (MOD) and K-SVD where an arbitrary set of codewords and the corresponding sparse coefficients are simultaneously updated, hence the term simultaneous codeword optimization (SimCO). Moreover, its extended formulation ‘regularized SimCO’ mitigates the major bottleneck of dictionary update caused by the singular points. First and second order optimization procedures are designed to solve the primitive and regularized SimCO. In addition, a tree-structured multi-level representation of dictionary based on clustering is used to speed up the optimization process in the sparse coding stage. This novel dictionary learning algorithm is also applied for solving the underdetermined blind speech separation problem, leading to a multi-stage method, where the separation problem is reformulated as a sparse coding problem, with the dictionary being learned by an adaptive algorithm. Using mutual coherence and sparsity index, the performance of a variety of dictionaries for underdetermined speech separation is compared and analyzed, such as the dictionaries learned from speech mixtures and ground truth speech sources, as well as those predefined by mathematical transforms. Finally, we propose a new method for joint dictionary learning and source separation. Different from the multistage method, the proposed method can simultaneously estimate the mixing matrix, the dictionary and the sources in an alternating and blind manner. The advantages of all the proposed methods are demonstrated over the state-of-the-art methods using extensive numerical tests