365 research outputs found
A Max-Product EM Algorithm for Reconstructing Markov-tree Sparse Signals from Compressive Samples
We propose a Bayesian expectation-maximization (EM) algorithm for
reconstructing Markov-tree sparse signals via belief propagation. The
measurements follow an underdetermined linear model where the
regression-coefficient vector is the sum of an unknown approximately sparse
signal and a zero-mean white Gaussian noise with an unknown variance. The
signal is composed of large- and small-magnitude components identified by
binary state variables whose probabilistic dependence structure is described by
a Markov tree. Gaussian priors are assigned to the signal coefficients given
their state variables and the Jeffreys' noninformative prior is assigned to the
noise variance. Our signal reconstruction scheme is based on an EM iteration
that aims at maximizing the posterior distribution of the signal and its state
variables given the noise variance. We construct the missing data for the EM
iteration so that the complete-data posterior distribution corresponds to a
hidden Markov tree (HMT) probabilistic graphical model that contains no loops
and implement its maximization (M) step via a max-product algorithm. This EM
algorithm estimates the vector of state variables as well as solves iteratively
a linear system of equations to obtain the corresponding signal estimate. We
select the noise variance so that the corresponding estimated signal and state
variables obtained upon convergence of the EM iteration have the largest
marginal posterior distribution. We compare the proposed and existing
state-of-the-art reconstruction methods via signal and image reconstruction
experiments.Comment: To appear in IEEE Transactions on Signal Processin
Recovery from Linear Measurements with Complexity-Matching Universal Signal Estimation
We study the compressed sensing (CS) signal estimation problem where an input
signal is measured via a linear matrix multiplication under additive noise.
While this setup usually assumes sparsity or compressibility in the input
signal during recovery, the signal structure that can be leveraged is often not
known a priori. In this paper, we consider universal CS recovery, where the
statistics of a stationary ergodic signal source are estimated simultaneously
with the signal itself. Inspired by Kolmogorov complexity and minimum
description length, we focus on a maximum a posteriori (MAP) estimation
framework that leverages universal priors to match the complexity of the
source. Our framework can also be applied to general linear inverse problems
where more measurements than in CS might be needed. We provide theoretical
results that support the algorithmic feasibility of universal MAP estimation
using a Markov chain Monte Carlo implementation, which is computationally
challenging. We incorporate some techniques to accelerate the algorithm while
providing comparable and in many cases better reconstruction quality than
existing algorithms. Experimental results show the promise of universality in
CS, particularly for low-complexity sources that do not exhibit standard
sparsity or compressibility.Comment: 29 pages, 8 figure
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