A half-quadratic block-coordinate descent method for spectral estimation

International audienceIn short-time spectral estimation, Sacchi et al. (IEEE Trans. Signal Process. 46(1) (1998) 31) and Ciuciu et al. (IEEE Trans. Signal Process. 49 (2001) 2202) derived new nonlinear spectral estimators de4ned as minimizers ofpenalized criteria. The 4rst contributors have introduced separable penalizations for line spectra (LS) recovering, whereas the latter have proposed circular Gibbs–Markov functions for smooth spectra (SS) restoration, and combined both contributions for estimation of “mixed” spectra (MS), i.e., frequency peaks superimposed on a homogeneous background (Ciuciu et al., 2001). Sacchi et al. resorted to the iteratively reweighted least squares (IRLS) algorithm for the minimization stage. Here, we show that IRLS is a block-coordinate descent (BCD) method performing the minimization of a half-quadratic (HQ) energy. The latter, derived from the Geman and Reynolds construction, has the same minimizer as the initial criterion but depends on more variables. After proving that such a construction is not available for Gibbs–Markov penalizations, we extend the pioneering work ofGeman and Yang (IEEE Trans. Image Process. 4(7) (1995) 932) that leads to a suitable HQ energy for any kind ofpenalization encountered in Ciuciu et al. (2001). The BCD algorithm used for minimizing such HQ criteria is actually an original residual steepest descent (RSD) procedure (IEEE Trans. Acoust. Speech Signal Process. ASSP-33(1) (1985) 174) and thus converges in any convex case. A comparison between RSD, IRLS when available, and a pseudo-conjugate gradient algorithm is addressed in any case

Sparsity-Cognizant Total Least-Squares for Perturbed Compressive Sampling

Solving linear regression problems based on the total least-squares (TLS) criterion has well-documented merits in various applications, where perturbations appear both in the data vector as well as in the regression matrix. However, existing TLS approaches do not account for sparsity possibly present in the unknown vector of regression coefficients. On the other hand, sparsity is the key attribute exploited by modern compressive sampling and variable selection approaches to linear regression, which include noise in the data, but do not account for perturbations in the regression matrix. The present paper fills this gap by formulating and solving TLS optimization problems under sparsity constraints. Near-optimum and reduced-complexity suboptimum sparse (S-) TLS algorithms are developed to address the perturbed compressive sampling (and the related dictionary learning) challenge, when there is a mismatch between the true and adopted bases over which the unknown vector is sparse. The novel S-TLS schemes also allow for perturbations in the regression matrix of the least-absolute selection and shrinkage selection operator (Lasso), and endow TLS approaches with ability to cope with sparse, under-determined "errors-in-variables" models. Interesting generalizations can further exploit prior knowledge on the perturbations to obtain novel weighted and structured S-TLS solvers. Analysis and simulations demonstrate the practical impact of S-TLS in calibrating the mismatch effects of contemporary grid-based approaches to cognitive radio sensing, and robust direction-of-arrival estimation using antenna arrays.Comment: 30 pages, 10 figures, submitted to IEEE Transactions on Signal Processin

Regularized adaptive long autoregressive spectral analysis

This paper is devoted to adaptive long autoregressive spectral analysis when (i) very few data are available, (ii) information does exist beforehand concerning the spectral smoothness and time continuity of the analyzed signals. The contribution is founded on two papers by Kitagawa and Gersch. The first one deals with spectral smoothness, in the regularization framework, while the second one is devoted to time continuity, in the Kalman formalism. The present paper proposes an original synthesis of the two contributions: a new regularized criterion is introduced that takes both information into account. The criterion is efficiently optimized by a Kalman smoother. One of the major features of the method is that it is entirely unsupervised: the problem of automatically adjusting the hyperparameters that balance data-based versus prior-based information is solved by maximum likelihood. The improvement is quantified in the field of meteorological radar

Eigenvector Synchronization, Graph Rigidity and the Molecule Problem

The graph realization problem has received a great deal of attention in recent years, due to its importance in applications such as wireless sensor networks and structural biology. In this paper, we extend on previous work and propose the 3D-ASAP algorithm, for the graph realization problem in $\mathbb{R}^3$, given a sparse and noisy set of distance measurements. 3D-ASAP is a divide and conquer, non-incremental and non-iterative algorithm, which integrates local distance information into a global structure determination. Our approach starts with identifying, for every node, a subgraph of its 1-hop neighborhood graph, which can be accurately embedded in its own coordinate system. In the noise-free case, the computed coordinates of the sensors in each patch must agree with their global positioning up to some unknown rigid motion, that is, up to translation, rotation and possibly reflection. In other words, to every patch there corresponds an element of the Euclidean group Euc(3) of rigid transformations in $\mathbb{R}^3$, and the goal is to estimate the group elements that will properly align all the patches in a globally consistent way. Furthermore, 3D-ASAP successfully incorporates information specific to the molecule problem in structural biology, in particular information on known substructures and their orientation. In addition, we also propose 3D-SP-ASAP, a faster version of 3D-ASAP, which uses a spectral partitioning algorithm as a preprocessing step for dividing the initial graph into smaller subgraphs. Our extensive numerical simulations show that 3D-ASAP and 3D-SP-ASAP are very robust to high levels of noise in the measured distances and to sparse connectivity in the measurement graph, and compare favorably to similar state-of-the art localization algorithms.Comment: 49 pages, 8 figure

Sparse Modeling for Image and Vision Processing

In recent years, a large amount of multi-disciplinary research has been conducted on sparse models and their applications. In statistics and machine learning, the sparsity principle is used to perform model selection---that is, automatically selecting a simple model among a large collection of them. In signal processing, sparse coding consists of representing data with linear combinations of a few dictionary elements. Subsequently, the corresponding tools have been widely adopted by several scientific communities such as neuroscience, bioinformatics, or computer vision. The goal of this monograph is to offer a self-contained view of sparse modeling for visual recognition and image processing. More specifically, we focus on applications where the dictionary is learned and adapted to data, yielding a compact representation that has been successful in various contexts.Comment: 205 pages, to appear in Foundations and Trends in Computer Graphics and Visio

Sparse representation-based synthetic aperture radar imaging

There is increasing interest in using synthetic aperture radar (SAR) images in automated target recognition and decision-making tasks. The success of such tasks depends on how well the reconstructed SAR images exhibit certain features of the underlying scene. Based on the observation that typical underlying scenes usually exhibit sparsity in terms of such features, we develop an image formation method which formulates the SAR imaging problem as a sparse signal representation problem. Sparse signal representation, which has mostly been exploited in real-valued problems, has many capabilities such as superresolution and feature enhancement for various reconstruction and recognition tasks. However, for problems of complex-valued nature, such as SAR, a key challenge is how to choose the dictionary and the representation scheme for effective sparse representation. Since we are usually interested in features of the magnitude of the SAR reflectivity field, our new approach is designed to sparsely represent the magnitude of the complex-valued scattered field. This turns the image reconstruction problem into a joint optimization problem over the representation of magnitude and phase of the underlying field reflectivities. We develop the mathematical framework for this method and propose an iterative solution for the corresponding joint optimization problem. Our experimental results demonstrate the superiority of this method over previous approaches in terms of both producing high quality SAR images as well as exhibiting robustness to uncertain or limited data

Sparse representation-based SAR imaging

There is increasing interest in using synthetic aperture radar (SAR) images in automated target recognition and decision-making tasks. The success of such tasks depends on how well the reconstructed SAR images exhibit certain features of the underlying scene. Based on the observation that typical underlying scenes usually exhibit sparsity in terms of such features, we develop an image formation method which formulates the SAR imaging problem as a sparse signal representation problem. Sparse signal representation, which has mostly been exploited in real-valued problems, has many capabilities such as superresolution and feature enhancement for various reconstruction and recognition tasks. However, for problems of complex-valued nature, such as SAR, a key challenge is how to choose the dictionary and the representation scheme for effective sparse representation. Since we are usually interested in features of the magnitude of the SAR reflectivity field, our new approach is designed to sparsely represent the magnitude of the complex-valued scattered field. This turns the image reconstruction problem into a joint optimization problem over the representation of magnitude and phase of the underlying field reflectivities. We develop the mathematical framework for this method and propose an iterative solution for the corresponding joint optimization problem. Our experimental results demonstrate the superiority of this method over previous approaches in terms of both producing high quality SAR images as well as exhibiting robustness to uncertain or limited data

Correntropy Maximization via ADMM - Application to Robust Hyperspectral Unmixing

In hyperspectral images, some spectral bands suffer from low signal-to-noise ratio due to noisy acquisition and atmospheric effects, thus requiring robust techniques for the unmixing problem. This paper presents a robust supervised spectral unmixing approach for hyperspectral images. The robustness is achieved by writing the unmixing problem as the maximization of the correntropy criterion subject to the most commonly used constraints. Two unmixing problems are derived: the first problem considers the fully-constrained unmixing, with both the non-negativity and sum-to-one constraints, while the second one deals with the non-negativity and the sparsity-promoting of the abundances. The corresponding optimization problems are solved efficiently using an alternating direction method of multipliers (ADMM) approach. Experiments on synthetic and real hyperspectral images validate the performance of the proposed algorithms for different scenarios, demonstrating that the correntropy-based unmixing is robust to outlier bands.Comment: 23 page

A self-calibration approach for optical long baseline interferometry imaging

Current optical interferometers are affected by unknown turbulent phases on each telescope. In the field of radio-interferometry, the self-calibration technique is a powerful tool to process interferometric data with missing phase information. This paper intends to revisit the application of self-calibration to Optical Long Baseline Interferometry (OLBI). We cast rigorously the OLBI data processing problem into the self-calibration framework and demonstrate the efficiency of the method on real astronomical OLBI dataset

A Nonconvex Splitting Method for Symmetric Nonnegative Matrix Factorization: Convergence Analysis and Optimality

Symmetric nonnegative matrix factorization (SymNMF) has important applications in data analytics problems such as document clustering, community detection and image segmentation. In this paper, we propose a novel nonconvex variable splitting method for solving SymNMF. The proposed algorithm is guaranteed to converge to the set of Karush-Kuhn-Tucker (KKT) points of the nonconvex SymNMF problem. Furthermore, it achieves a global sublinear convergence rate. We also show that the algorithm can be efficiently implemented in parallel. Further, sufficient conditions are provided which guarantee the global and local optimality of the obtained solutions. Extensive numerical results performed on both synthetic and real data sets suggest that the proposed algorithm converges quickly to a local minimum solution.Comment: IEEE Transactions on Signal Processing (to appear