OptShrink: An algorithm for improved low-rank signal matrix denoising by optimal, data-driven singular value shrinkage

The truncated singular value decomposition (SVD) of the measurement matrix is the optimal solution to the_representation_ problem of how to best approximate a noisy measurement matrix using a low-rank matrix. Here, we consider the (unobservable)_denoising_ problem of how to best approximate a low-rank signal matrix buried in noise by optimal (re)weighting of the singular vectors of the measurement matrix. We exploit recent results from random matrix theory to exactly characterize the large matrix limit of the optimal weighting coefficients and show that they can be computed directly from data for a large class of noise models that includes the i.i.d. Gaussian noise case. Our analysis brings into sharp focus the shrinkage-and-thresholding form of the optimal weights, the non-convex nature of the associated shrinkage function (on the singular values) and explains why matrix regularization via singular value thresholding with convex penalty functions (such as the nuclear norm) will always be suboptimal. We validate our theoretical predictions with numerical simulations, develop an implementable algorithm (OptShrink) that realizes the predicted performance gains and show how our methods can be used to improve estimation in the setting where the measured matrix has missing entries.Comment: Published version. The algorithm can be downloaded from http://www.eecs.umich.edu/~rajnrao/optshrin

A Study on Clustering for Clustering Based Image De-Noising

In this paper, the problem of de-noising of an image contaminated with Additive White Gaussian Noise (AWGN) is studied. This subject is an open problem in signal processing for more than 50 years. Local methods suggested in recent years, have obtained better results than global methods. However by more intelligent training in such a way that first, important data is more effective for training, second, clustering in such way that training blocks lie in low-rank subspaces, we can design a dictionary applicable for image de-noising and obtain results near the state of the art local methods. In the present paper, we suggest a method based on global clustering of image constructing blocks. As the type of clustering plays an important role in clustering-based de-noising methods, we address two questions about the clustering. The first, which parts of the data should be considered for clustering? and the second, what data clustering method is suitable for de-noising.? Then clustering is exploited to learn an over complete dictionary. By obtaining sparse decomposition of the noisy image blocks in terms of the dictionary atoms, the de-noised version is achieved. In addition to our framework, 7 popular dictionary learning methods are simulated and compared. The results are compared based on two major factors: (1) de-noising performance and (2) execution time. Experimental results show that our dictionary learning framework outperforms its competitors in terms of both factors.Comment: 9 pages, 8 figures, Journal of Information Systems and Telecommunications (JIST

Most Likely Separation of Intensity and Warping Effects in Image Registration

This paper introduces a class of mixed-effects models for joint modeling of spatially correlated intensity variation and warping variation in 2D images. Spatially correlated intensity variation and warp variation are modeled as random effects, resulting in a nonlinear mixed-effects model that enables simultaneous estimation of template and model parameters by optimization of the likelihood function. We propose an algorithm for fitting the model which alternates estimation of variance parameters and image registration. This approach avoids the potential estimation bias in the template estimate that arises when treating registration as a preprocessing step. We apply the model to datasets of facial images and 2D brain magnetic resonance images to illustrate the simultaneous estimation and prediction of intensity and warp effects