13,811 research outputs found
Sparsity and adaptivity for the blind separation of partially correlated sources
Blind source separation (BSS) is a very popular technique to analyze
multichannel data. In this context, the data are modeled as the linear
combination of sources to be retrieved. For that purpose, standard BSS methods
all rely on some discrimination principle, whether it is statistical
independence or morphological diversity, to distinguish between the sources.
However, dealing with real-world data reveals that such assumptions are rarely
valid in practice: the signals of interest are more likely partially
correlated, which generally hampers the performances of standard BSS methods.
In this article, we introduce a novel sparsity-enforcing BSS method coined
Adaptive Morphological Component Analysis (AMCA), which is designed to retrieve
sparse and partially correlated sources. More precisely, it makes profit of an
adaptive re-weighting scheme to favor/penalize samples based on their level of
correlation. Extensive numerical experiments have been carried out which show
that the proposed method is robust to the partial correlation of sources while
standard BSS techniques fail. The AMCA algorithm is evaluated in the field of
astrophysics for the separation of physical components from microwave data.Comment: submitted to IEEE Transactions on signal processin
Toward accurate polynomial evaluation in rounded arithmetic
Given a multivariate real (or complex) polynomial and a domain ,
we would like to decide whether an algorithm exists to evaluate
accurately for all using rounded real (or complex) arithmetic.
Here ``accurately'' means with relative error less than 1, i.e., with some
correct leading digits. The answer depends on the model of rounded arithmetic:
We assume that for any arithmetic operator , for example or , its computed value is , where is bounded by some constant where , but
is otherwise arbitrary. This model is the traditional one used to
analyze the accuracy of floating point algorithms.Our ultimate goal is to
establish a decision procedure that, for any and , either exhibits
an accurate algorithm or proves that none exists. In contrast to the case where
numbers are stored and manipulated as finite bit strings (e.g., as floating
point numbers or rational numbers) we show that some polynomials are
impossible to evaluate accurately. The existence of an accurate algorithm will
depend not just on and , but on which arithmetic operators and
which constants are are available and whether branching is permitted. Toward
this goal, we present necessary conditions on for it to be accurately
evaluable on open real or complex domains . We also give sufficient
conditions, and describe progress toward a complete decision procedure. We do
present a complete decision procedure for homogeneous polynomials with
integer coefficients, {\cal D} = \C^n, and using only the arithmetic
operations , and .Comment: 54 pages, 6 figures; refereed version; to appear in Foundations of
Computational Mathematics: Santander 2005, Cambridge University Press, March
200
Rectified Gaussian Scale Mixtures and the Sparse Non-Negative Least Squares Problem
In this paper, we develop a Bayesian evidence maximization framework to solve
the sparse non-negative least squares (S-NNLS) problem. We introduce a family
of probability densities referred to as the Rectified Gaussian Scale Mixture
(R- GSM) to model the sparsity enforcing prior distribution for the solution.
The R-GSM prior encompasses a variety of heavy-tailed densities such as the
rectified Laplacian and rectified Student- t distributions with a proper choice
of the mixing density. We utilize the hierarchical representation induced by
the R-GSM prior and develop an evidence maximization framework based on the
Expectation-Maximization (EM) algorithm. Using the EM based method, we estimate
the hyper-parameters and obtain a point estimate for the solution. We refer to
the proposed method as rectified sparse Bayesian learning (R-SBL). We provide
four R- SBL variants that offer a range of options for computational complexity
and the quality of the E-step computation. These methods include the Markov
chain Monte Carlo EM, linear minimum mean-square-error estimation, approximate
message passing and a diagonal approximation. Using numerical experiments, we
show that the proposed R-SBL method outperforms existing S-NNLS solvers in
terms of both signal and support recovery performance, and is also very robust
against the structure of the design matrix.Comment: Under Review by IEEE Transactions on Signal Processin
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