Compressive Measurement Designs for Estimating Structured Signals in Structured Clutter: A Bayesian Experimental Design Approach

This work considers an estimation task in compressive sensing, where the goal is to estimate an unknown signal from compressive measurements that are corrupted by additive pre-measurement noise (interference, or clutter) as well as post-measurement noise, in the specific setting where some (perhaps limited) prior knowledge on the signal, interference, and noise is available. The specific aim here is to devise a strategy for incorporating this prior information into the design of an appropriate compressive measurement strategy. Here, the prior information is interpreted as statistics of a prior distribution on the relevant quantities, and an approach based on Bayesian Experimental Design is proposed. Experimental results on synthetic data demonstrate that the proposed approach outperforms traditional random compressive measurement designs, which are agnostic to the prior information, as well as several other knowledge-enhanced sensing matrix designs based on more heuristic notions.Comment: 5 pages, 4 figures. Accepted for publication at The Asilomar Conference on Signals, Systems, and Computers 201

Signal Recovery From 1-Bit Quantized Noisy Samples via Adaptive Thresholding

In this paper, we consider the problem of signal recovery from 1-bit noisy measurements. We present an efficient method to obtain an estimation of the signal of interest when the measurements are corrupted by white or colored noise. To the best of our knowledge, the proposed framework is the pioneer effort in the area of 1-bit sampling and signal recovery in providing a unified framework to deal with the presence of noise with an arbitrary covariance matrix including that of the colored noise. The proposed method is based on a constrained quadratic program (CQP) formulation utilizing an adaptive quantization thresholding approach, that further enables us to accurately recover the signal of interest from its 1-bit noisy measurements. In addition, due to the adaptive nature of the proposed method, it can recover both fixed and time-varying parameters from their quantized 1-bit samples.Comment: This is a pre-print version of the original conference paper that has been accepted at the 2018 IEEE Asilomar Conference on Signals, Systems, and Computer

Multiple and single snapshot compressive beamforming

For a sound field observed on a sensor array, compressive sensing (CS) reconstructs the direction-of-arrival (DOA) of multiple sources using a sparsity constraint. The DOA estimation is posed as an underdetermined problem by expressing the acoustic pressure at each sensor as a phase-lagged superposition of source amplitudes at all hypothetical DOAs. Regularizing with an $\ell_1$-norm constraint renders the problem solvable with convex optimization, and promoting sparsity gives high-resolution DOA maps. Here, the sparse source distribution is derived using maximum a posteriori (MAP) estimates for both single and multiple snapshots. CS does not require inversion of the data covariance matrix and thus works well even for a single snapshot where it gives higher resolution than conventional beamforming. For multiple snapshots, CS outperforms conventional high-resolution methods, even with coherent arrivals and at low signal-to-noise ratio. The superior resolution of CS is demonstrated with vertical array data from the SWellEx96 experiment for coherent multi-paths.Comment: In press Journal of Acoustical Society of Americ

Analysis of Fisher Information and the Cram\'{e}r-Rao Bound for Nonlinear Parameter Estimation after Compressed Sensing

In this paper, we analyze the impact of compressed sensing with complex random matrices on Fisher information and the Cram\'{e}r-Rao Bound (CRB) for estimating unknown parameters in the mean value function of a complex multivariate normal distribution. We consider the class of random compression matrices whose distribution is right-orthogonally invariant. The compression matrix whose elements are i.i.d. standard normal random variables is one such matrix. We show that for all such compression matrices, the Fisher information matrix has a complex matrix beta distribution. We also derive the distribution of CRB. These distributions can be used to quantify the loss in CRB as a function of the Fisher information of the non-compressed data. In our numerical examples, we consider a direction of arrival estimation problem and discuss the use of these distributions as guidelines for choosing compression ratios based on the resulting loss in CRB.Comment: 12 pages, 3figure

Compressive Privacy for a Linear Dynamical System

We consider a linear dynamical system in which the state vector consists of both public and private states. One or more sensors make measurements of the state vector and sends information to a fusion center, which performs the final state estimation. To achieve an optimal tradeoff between the utility of estimating the public states and protection of the private states, the measurements at each time step are linearly compressed into a lower dimensional space. Under the centralized setting where all measurements are collected by a single sensor, we propose an optimization problem and an algorithm to find the best compression matrix. Under the decentralized setting where measurements are made separately at multiple sensors, each sensor optimizes its own local compression matrix. We propose methods to separate the overall optimization problem into multiple sub-problems that can be solved locally at each sensor. We consider the cases where there is no message exchange between the sensors; and where each sensor takes turns to transmit messages to the other sensors. Simulations and empirical experiments demonstrate the efficiency of our proposed approach in allowing the fusion center to estimate the public states with good accuracy while preventing it from estimating the private states accurately

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