Info-Greedy sequential adaptive compressed sensing

We present an information-theoretic framework for sequential adaptive compressed sensing, Info-Greedy Sensing, where measurements are chosen to maximize the extracted information conditioned on the previous measurements. We show that the widely used bisection approach is Info-Greedy for a family of $k$-sparse signals by connecting compressed sensing and blackbox complexity of sequential query algorithms, and present Info-Greedy algorithms for Gaussian and Gaussian Mixture Model (GMM) signals, as well as ways to design sparse Info-Greedy measurements. Numerical examples demonstrate the good performance of the proposed algorithms using simulated and real data: Info-Greedy Sensing shows significant improvement over random projection for signals with sparse and low-rank covariance matrices, and adaptivity brings robustness when there is a mismatch between the assumed and the true distributions.Comment: Preliminary results presented at Allerton Conference 2014. To appear in IEEE Journal Selected Topics on Signal Processin

Joint Reconstruction of Absorbed Optical Energy Density and Sound Speed Distribution in Photoacoustic Computed Tomography: A numerical Investigation

Photoacoustic computed tomography (PACT) is a rapidly emerging bioimaging modality that seeks to reconstruct an estimate of the absorbed optical energy density within an object. Conventional PACT image reconstruction methods assume a constant speed-of-sound (SOS), which can result in image artifacts when acoustic aberrations are significant. It has been demonstrated that incorporating knowledge of an object's SOS distribution into a PACT image reconstruction method can improve image quality. However, in many cases, the SOS distribution cannot be accurately and/or conveniently estimated prior to the PACT experiment. Because variations in the SOS distribution induce aberrations in the measured photoacoustic wavefields, certain information regarding an object's SOS distribution is encoded in the PACT measurement data. Based on this observation, a joint reconstruction (JR) problem has been proposed in which the SOS distribution is concurrently estimated along with the sought-after absorbed optical energy density from the photoacoustic measurement data. A broad understanding of the extent to which the JR problem can be accurately and reliably solved has not been reported. In this work, a series of numerical experiments is described that elucidate some important properties of the JR problem that pertain to its practical feasibility. To accomplish this, an optimization-based formulation of the JR problem is developed that yields a non-linear iterative algorithm that alternatingly updates the two image estimates. Heuristic analytic insights into the reconstruction problem are also provided. These results confirm the ill-conditioned nature of the joint reconstruction problem that will present significant challenges for practical applications.Comment: 13 pages, submitted to IEEE Transactions on Computational Imagin

Variational Bayesian Inference of Line Spectra

In this paper, we address the fundamental problem of line spectral estimation in a Bayesian framework. We target model order and parameter estimation via variational inference in a probabilistic model in which the frequencies are continuous-valued, i.e., not restricted to a grid; and the coefficients are governed by a Bernoulli-Gaussian prior model turning model order selection into binary sequence detection. Unlike earlier works which retain only point estimates of the frequencies, we undertake a more complete Bayesian treatment by estimating the posterior probability density functions (pdfs) of the frequencies and computing expectations over them. Thus, we additionally capture and operate with the uncertainty of the frequency estimates. Aiming to maximize the model evidence, variational optimization provides analytic approximations of the posterior pdfs and also gives estimates of the additional parameters. We propose an accurate representation of the pdfs of the frequencies by mixtures of von Mises pdfs, which yields closed-form expectations. We define the algorithm VALSE in which the estimates of the pdfs and parameters are iteratively updated. VALSE is a gridless, convergent method, does not require parameter tuning, can easily include prior knowledge about the frequencies and provides approximate posterior pdfs based on which the uncertainty in line spectral estimation can be quantified. Simulation results show that accounting for the uncertainty of frequency estimates, rather than computing just point estimates, significantly improves the performance. The performance of VALSE is superior to that of state-of-the-art methods and closely approaches the Cram\'er-Rao bound computed for the true model order.Comment: 15 pages, 8 figures, accepted for publication in IEEE Transactions on Signal Processin

No More Pesky Learning Rates

The performance of stochastic gradient descent (SGD) depends critically on how learning rates are tuned and decreased over time. We propose a method to automatically adjust multiple learning rates so as to minimize the expected error at any one time. The method relies on local gradient variations across samples. In our approach, learning rates can increase as well as decrease, making it suitable for non-stationary problems. Using a number of convex and non-convex learning tasks, we show that the resulting algorithm matches the performance of SGD or other adaptive approaches with their best settings obtained through systematic search, and effectively removes the need for learning rate tuning