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

Sketching for Large-Scale Learning of Mixture Models

Learning parameters from voluminous data can be prohibitive in terms of memory and computational requirements. We propose a "compressive learning" framework where we estimate model parameters from a sketch of the training data. This sketch is a collection of generalized moments of the underlying probability distribution of the data. It can be computed in a single pass on the training set, and is easily computable on streams or distributed datasets. The proposed framework shares similarities with compressive sensing, which aims at drastically reducing the dimension of high-dimensional signals while preserving the ability to reconstruct them. To perform the estimation task, we derive an iterative algorithm analogous to sparse reconstruction algorithms in the context of linear inverse problems. We exemplify our framework with the compressive estimation of a Gaussian Mixture Model (GMM), providing heuristics on the choice of the sketching procedure and theoretical guarantees of reconstruction. We experimentally show on synthetic data that the proposed algorithm yields results comparable to the classical Expectation-Maximization (EM) technique while requiring significantly less memory and fewer computations when the number of database elements is large. We further demonstrate the potential of the approach on real large-scale data (over 10 8 training samples) for the task of model-based speaker verification. Finally, we draw some connections between the proposed framework and approximate Hilbert space embedding of probability distributions using random features. We show that the proposed sketching operator can be seen as an innovative method to design translation-invariant kernels adapted to the analysis of GMMs. We also use this theoretical framework to derive information preservation guarantees, in the spirit of infinite-dimensional compressive sensing

Sequential Sensing with Model Mismatch

We characterize the performance of sequential information guided sensing, Info-Greedy Sensing, when there is a mismatch between the true signal model and the assumed model, which may be a sample estimate. In particular, we consider a setup where the signal is low-rank Gaussian and the measurements are taken in the directions of eigenvectors of the covariance matrix in a decreasing order of eigenvalues. We establish a set of performance bounds when a mismatched covariance matrix is used, in terms of the gap of signal posterior entropy, as well as the additional amount of power required to achieve the same signal recovery precision. Based on this, we further study how to choose an initialization for Info-Greedy Sensing using the sample covariance matrix, or using an efficient covariance sketching scheme.Comment: Submitted to IEEE for publicatio

Source Separation with Side Information Based on Gaussian Mixture Models With Application in Art Investigation

In this paper, we propose an algorithm for source separation with side information where one observes the linear superposition of two source signals plus two additional signals that are correlated with the mixed ones. Our algorithm is based on two ingredients: first, we learn a Gaussian mixture model (GMM) for the joint distribution of a source signal and the corresponding correlated side information signal; second, we separate the signals using standard computationally efficient conditional mean estimators. The paper also puts forth new recovery guarantees for this source separation algorithm. In particular, under the assumption that the signals can be perfectly described by a GMM model, we characterize necessary and sufficient conditions for reliable source separation in the asymptotic regime of low-noise as a function of the geometry of the underlying signals and their interaction. It is shown that if the subspaces spanned by the innovation components of the source signals with respect to the side information signals have zero intersection, provided that we observe a certain number of linear measurements from the mixture, then we can reliably separate the sources; otherwise, we cannot. Our proposed framework -- which provides a new way to incorporate side information to aid the solution of source separation problems where the decoder has access to linear projections of superimposed sources and side information — is also employed in a real-world art investigation application involving the separation of mixtures of X-ray images. The simulation results showcase the superiority of our algorithm against other state-of-the-art algorithms

Compressed Sensing in Resource-Constrained Environments: From Sensing Mechanism Design to Recovery Algorithms

Compressed Sensing (CS) is an emerging field based on the revelation that a small collection of linear projections of a sparse signal contains enough information for reconstruction. It is promising that CS can be utilized in environments where the signal acquisition process is extremely difficult or costly, e.g., a resource-constrained environment like the smartphone platform, or a band-limited environment like visual sensor network (VSNs). There are several challenges to perform sensing due to the characteristic of these platforms, including, for example, needing active user involvement, computational and storage limitations and lower transmission capabilities. This dissertation focuses on the study of CS in resource-constrained environments. First, we try to solve the problem on how to design sensing mechanisms that could better adapt to the resource-limited smartphone platform. We propose the compressed phone sensing (CPS) framework where two challenging issues are studied, the energy drainage issue due to continuous sensing which may impede the normal functionality of the smartphones and the requirement of active user inputs for data collection that may place a high burden on the user. Second, we propose a CS reconstruction algorithm to be used in VSNs for recovery of frames/images. An efficient algorithm, NonLocal Douglas-Rachford (NLDR), is developed. NLDR takes advantage of self-similarity in images using nonlocal means (NL) filtering. We further formulate the nonlocal estimation as the low-rank matrix approximation problem and solve the constrained optimization problem using Douglas-Rachford splitting method. Third, we extend the NLDR algorithm to surveillance video processing in VSNs and propose recursive Low-rank and Sparse estimation through Douglas-Rachford splitting (rLSDR) method for recovery of the video frame into a low-rank background component and sparse component that corresponds to the moving object. The spatial and temporal low-rank features of the video frame, e.g., the nonlocal similar patches within the single video frame and the low-rank background component residing in multiple frames, are successfully exploited

Source Separation in the Presence of Side-information

The source separation problem involves the separation of unknown signals from their mixture. This problem is relevant in a wide range of applications from audio signal processing, communication, biomedical signal processing and art investigation to name a few. There is a vast literature on this problem which is based on either making strong assumption on the source signals or availability of additional data. This thesis proposes new algorithms for source separation with side information where one observes the linear superposition of two source signals plus two additional signals that are correlated with the mixed ones. The first algorithm is based on two ingredients: first, we learn a Gaussian mixture model (GMM) for the joint distribution of a source signal and the corresponding correlated side information signal; second, we separate the signals using standard computationally efficient conditional mean estimators. This also puts forth new recovery guarantees for this source separation algorithm. In particular, under the assumption that the signals can be perfectly described by a GMM model, we characterize necessary and sufficient conditions for reliable source separation in the asymptotic regime of low-noise as a function of the geometry of the underlying signals and their interaction. It is shown that if the subspaces spanned by the innovation components of the source signals with respect to the side information signals have zero intersection, provided that we observe a certain number of linear measurements from the mixture, then we can reliably separate the sources; otherwise we cannot. The second algorithms is based on deep learning where we introduce a novel self-supervised algorithm for the source separation problem. Source separation is intrinsically unsupervised and the lack of training data makes it a difficult task for artificial intelligence to solve. The proposed framework takes advantage of the available data and delivers near perfect separation results in real data scenarios. Our proposed frameworks – which provide new ways to incorporate side information to aid the solution of the source separation problem – are also employed in a real-world art investigation application involving the separation of mixtures of X-Ray images. The simulation results showcase the superiority of our algorithm against other state-of-the-art algorithms