Blind Sensor Calibration using Approximate Message Passing

The ubiquity of approximately sparse data has led a variety of com- munities to great interest in compressed sensing algorithms. Although these are very successful and well understood for linear measurements with additive noise, applying them on real data can be problematic if imperfect sensing devices introduce deviations from this ideal signal ac- quisition process, caused by sensor decalibration or failure. We propose a message passing algorithm called calibration approximate message passing (Cal-AMP) that can treat a variety of such sensor-induced imperfections. In addition to deriving the general form of the algorithm, we numerically investigate two particular settings. In the first, a fraction of the sensors is faulty, giving readings unrelated to the signal. In the second, sensors are decalibrated and each one introduces a different multiplicative gain to the measures. Cal-AMP shares the scalability of approximate message passing, allowing to treat big sized instances of these problems, and ex- perimentally exhibits a phase transition between domains of success and failure.Comment: 27 pages, 9 figure

Inferring Sparsity: Compressed Sensing using Generalized Restricted Boltzmann Machines

In this work, we consider compressed sensing reconstruction from $M$ measurements of $K$-sparse structured signals which do not possess a writable correlation model. Assuming that a generative statistical model, such as a Boltzmann machine, can be trained in an unsupervised manner on example signals, we demonstrate how this signal model can be used within a Bayesian framework of signal reconstruction. By deriving a message-passing inference for general distribution restricted Boltzmann machines, we are able to integrate these inferred signal models into approximate message passing for compressed sensing reconstruction. Finally, we show for the MNIST dataset that this approach can be very effective, even for $M < K$.Comment: IEEE Information Theory Workshop, 201