Hyperspectral Unmixing Overview: Geometrical, Statistical, and Sparse Regression-Based Approaches

Imaging spectrometers measure electromagnetic energy scattered in their instantaneous field view in hundreds or thousands of spectral channels with higher spectral resolution than multispectral cameras. Imaging spectrometers are therefore often referred to as hyperspectral cameras (HSCs). Higher spectral resolution enables material identification via spectroscopic analysis, which facilitates countless applications that require identifying materials in scenarios unsuitable for classical spectroscopic analysis. Due to low spatial resolution of HSCs, microscopic material mixing, and multiple scattering, spectra measured by HSCs are mixtures of spectra of materials in a scene. Thus, accurate estimation requires unmixing. Pixels are assumed to be mixtures of a few materials, called endmembers. Unmixing involves estimating all or some of: the number of endmembers, their spectral signatures, and their abundances at each pixel. Unmixing is a challenging, ill-posed inverse problem because of model inaccuracies, observation noise, environmental conditions, endmember variability, and data set size. Researchers have devised and investigated many models searching for robust, stable, tractable, and accurate unmixing algorithms. This paper presents an overview of unmixing methods from the time of Keshava and Mustard's unmixing tutorial [1] to the present. Mixing models are first discussed. Signal-subspace, geometrical, statistical, sparsity-based, and spatial-contextual unmixing algorithms are described. Mathematical problems and potential solutions are described. Algorithm characteristics are illustrated experimentally.Comment: This work has been accepted for publication in IEEE Journal of Selected Topics in Applied Earth Observations and Remote Sensin

Simultaneously Sparse Solutions to Linear Inverse Problems with Multiple System Matrices and a Single Observation Vector

A linear inverse problem is proposed that requires the determination of multiple unknown signal vectors. Each unknown vector passes through a different system matrix and the results are added to yield a single observation vector. Given the matrices and lone observation, the objective is to find a simultaneously sparse set of unknown vectors that solves the system. We will refer to this as the multiple-system single-output (MSSO) simultaneous sparsity problem. This manuscript contrasts the MSSO problem with other simultaneous sparsity problems and conducts a thorough initial exploration of algorithms with which to solve it. Seven algorithms are formulated that approximately solve this NP-Hard problem. Three greedy techniques are developed (matching pursuit, orthogonal matching pursuit, and least squares matching pursuit) along with four methods based on a convex relaxation (iteratively reweighted least squares, two forms of iterative shrinkage, and formulation as a second-order cone program). The algorithms are evaluated across three experiments: the first and second involve sparsity profile recovery in noiseless and noisy scenarios, respectively, while the third deals with magnetic resonance imaging radio-frequency excitation pulse design.Comment: 36 pages; manuscript unchanged from July 21, 2008, except for updated references; content appears in September 2008 PhD thesi

Fast randomized iteration: diffusion Monte Carlo through the lens of numerical linear algebra

We review the basic outline of the highly successful diffusion Monte Carlo technique commonly used in contexts ranging from electronic structure calculations to rare event simulation and data assimilation, and propose a new class of randomized iterative algorithms based on similar principles to address a variety of common tasks in numerical linear algebra. From the point of view of numerical linear algebra, the main novelty of the Fast Randomized Iteration schemes described in this article is that they work in either linear or constant cost per iteration (and in total, under appropriate conditions) and are rather versatile: we will show how they apply to solution of linear systems, eigenvalue problems, and matrix exponentiation, in dimensions far beyond the present limits of numerical linear algebra. While traditional iterative methods in numerical linear algebra were created in part to deal with instances where a matrix (of size $\mathcal{O}(n^2)$) is too big to store, the algorithms that we propose are effective even in instances where the solution vector itself (of size $\mathcal{O}(n)$) may be too big to store or manipulate. In fact, our work is motivated by recent DMC based quantum Monte Carlo schemes that have been applied to matrices as large as $10^{108} \times 10^{108}$. We provide basic convergence results, discuss the dependence of these results on the dimension of the system, and demonstrate dramatic cost savings on a range of test problems.Comment: 44 pages, 7 figure

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