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

Stable, Robust and Super Fast Reconstruction of Tensors Using Multi-Way Projections

In the framework of multidimensional Compressed Sensing (CS), we introduce an analytical reconstruction formula that allows one to recover an $N$th-order $(I_1\times I_2\times \cdots \times I_N)$ data tensor $\underline{\mathbf{X}}$ from a reduced set of multi-way compressive measurements by exploiting its low multilinear-rank structure. Moreover, we show that, an interesting property of multi-way measurements allows us to build the reconstruction based on compressive linear measurements taken only in two selected modes, independently of the tensor order $N$. In addition, it is proved that, in the matrix case and in a particular case with $3$rd-order tensors where the same 2D sensor operator is applied to all mode-3 slices, the proposed reconstruction $\underline{\mathbf{X}}_\tau$ is stable in the sense that the approximation error is comparable to the one provided by the best low-multilinear-rank approximation, where $\tau$ is a threshold parameter that controls the approximation error. Through the analysis of the upper bound of the approximation error we show that, in the 2D case, an optimal value for the threshold parameter $\tau=\tau_0 > 0$ exists, which is confirmed by our simulation results. On the other hand, our experiments on 3D datasets show that very good reconstructions are obtained using $\tau=0$, which means that this parameter does not need to be tuned. Our extensive simulation results demonstrate the stability and robustness of the method when it is applied to real-world 2D and 3D signals. A comparison with state-of-the-arts sparsity based CS methods specialized for multidimensional signals is also included. A very attractive characteristic of the proposed method is that it provides a direct computation, i.e. it is non-iterative in contrast to all existing sparsity based CS algorithms, thus providing super fast computations, even for large datasets.Comment: Submitted to IEEE Transactions on Signal Processin

Multi-modal dictionary learning for image separation with application in art investigation

In support of art investigation, we propose a new source separation method that unmixes a single X-ray scan acquired from double-sided paintings. In this problem, the X-ray signals to be separated have similar morphological characteristics, which brings previous source separation methods to their limits. Our solution is to use photographs taken from the front and back-side of the panel to drive the separation process. The crux of our approach relies on the coupling of the two imaging modalities (photographs and X-rays) using a novel coupled dictionary learning framework able to capture both common and disparate features across the modalities using parsimonious representations; the common component models features shared by the multi-modal images, whereas the innovation component captures modality-specific information. As such, our model enables the formulation of appropriately regularized convex optimization procedures that lead to the accurate separation of the X-rays. Our dictionary learning framework can be tailored both to a single- and a multi-scale framework, with the latter leading to a significant performance improvement. Moreover, to improve further on the visual quality of the separated images, we propose to train coupled dictionaries that ignore certain parts of the painting corresponding to craquelure. Experimentation on synthetic and real data - taken from digital acquisition of the Ghent Altarpiece (1432) - confirms the superiority of our method against the state-of-the-art morphological component analysis technique that uses either fixed or trained dictionaries to perform image separation.Comment: submitted to IEEE Transactions on Images Processin

Compressive Identification of Active OFDM Subcarriers in Presence of Timing Offset

In this paper we study the problem of identifying active subcarriers in an OFDM signal from compressive measurements sampled at sub-Nyquist rate. The problem is of importance in Cognitive Radio systems when secondary users (SUs) are looking for available spectrum opportunities to communicate over them while sensing at Nyquist rate sampling can be costly or even impractical in case of very wide bandwidth. We first study the effect of timing offset and derive the necessary and sufficient conditions for signal recovery in the oracle-assisted case when the true active sub-carriers are assumed known. Then we propose an Orthogonal Matching Pursuit (OMP)-based joint sparse recovery method for identifying active subcarriers when the timing offset is known. Finally we extend the problem to the case of unknown timing offset and develop a joint dictionary learning and sparse approximation algorithm, where in the dictionary learning phase the timing offset is estimated and in the sparse approximation phase active subcarriers are identified. The obtained results demonstrate that active subcarrier identification can be carried out reliably, by using the developed framework.Comment: To appear in the proceedings of the IEEE Global Communications Conference (GLOBECOM) 201