Diffusion Adaptation Strategies for Distributed Estimation over Gaussian Markov Random Fields

The aim of this paper is to propose diffusion strategies for distributed estimation over adaptive networks, assuming the presence of spatially correlated measurements distributed according to a Gaussian Markov random field (GMRF) model. The proposed methods incorporate prior information about the statistical dependency among observations, while at the same time processing data in real-time and in a fully decentralized manner. A detailed mean-square analysis is carried out in order to prove stability and evaluate the steady-state performance of the proposed strategies. Finally, we also illustrate how the proposed techniques can be easily extended in order to incorporate thresholding operators for sparsity recovery applications. Numerical results show the potential advantages of using such techniques for distributed learning in adaptive networks deployed over GMRF.Comment: Submitted to IEEE Transactions on Signal Processing. arXiv admin note: text overlap with arXiv:1206.309

Sparse Volterra and Polynomial Regression Models: Recoverability and Estimation

Volterra and polynomial regression models play a major role in nonlinear system identification and inference tasks. Exciting applications ranging from neuroscience to genome-wide association analysis build on these models with the additional requirement of parsimony. This requirement has high interpretative value, but unfortunately cannot be met by least-squares based or kernel regression methods. To this end, compressed sampling (CS) approaches, already successful in linear regression settings, can offer a viable alternative. The viability of CS for sparse Volterra and polynomial models is the core theme of this work. A common sparse regression task is initially posed for the two models. Building on (weighted) Lasso-based schemes, an adaptive RLS-type algorithm is developed for sparse polynomial regressions. The identifiability of polynomial models is critically challenged by dimensionality. However, following the CS principle, when these models are sparse, they could be recovered by far fewer measurements. To quantify the sufficient number of measurements for a given level of sparsity, restricted isometry properties (RIP) are investigated in commonly met polynomial regression settings, generalizing known results for their linear counterparts. The merits of the novel (weighted) adaptive CS algorithms to sparse polynomial modeling are verified through synthetic as well as real data tests for genotype-phenotype analysis.Comment: 20 pages, to appear in IEEE Trans. on Signal Processin

Sparse Distributed Learning Based on Diffusion Adaptation

This article proposes diffusion LMS strategies for distributed estimation over adaptive networks that are able to exploit sparsity in the underlying system model. The approach relies on convex regularization, common in compressive sensing, to enhance the detection of sparsity via a diffusive process over the network. The resulting algorithms endow networks with learning abilities and allow them to learn the sparse structure from the incoming data in real-time, and also to track variations in the sparsity of the model. We provide convergence and mean-square performance analysis of the proposed method and show under what conditions it outperforms the unregularized diffusion version. We also show how to adaptively select the regularization parameter. Simulation results illustrate the advantage of the proposed filters for sparse data recovery.Comment: to appear in IEEE Trans. on Signal Processing, 201

Learning Adaptive Discriminative Correlation Filters via Temporal Consistency Preserving Spatial Feature Selection for Robust Visual Tracking

With efficient appearance learning models, Discriminative Correlation Filter (DCF) has been proven to be very successful in recent video object tracking benchmarks and competitions. However, the existing DCF paradigm suffers from two major issues, i.e., spatial boundary effect and temporal filter degradation. To mitigate these challenges, we propose a new DCF-based tracking method. The key innovations of the proposed method include adaptive spatial feature selection and temporal consistent constraints, with which the new tracker enables joint spatial-temporal filter learning in a lower dimensional discriminative manifold. More specifically, we apply structured spatial sparsity constraints to multi-channel filers. Consequently, the process of learning spatial filters can be approximated by the lasso regularisation. To encourage temporal consistency, the filter model is restricted to lie around its historical value and updated locally to preserve the global structure in the manifold. Last, a unified optimisation framework is proposed to jointly select temporal consistency preserving spatial features and learn discriminative filters with the augmented Lagrangian method. Qualitative and quantitative evaluations have been conducted on a number of well-known benchmarking datasets such as OTB2013, OTB50, OTB100, Temple-Colour, UAV123 and VOT2018. The experimental results demonstrate the superiority of the proposed method over the state-of-the-art approaches

Exploiting Image Local And Nonlocal Consistency For Mixed Gaussian-Impulse Noise Removal

Most existing image denoising algorithms can only deal with a single type of noise, which violates the fact that the noisy observed images in practice are often suffered from more than one type of noise during the process of acquisition and transmission. In this paper, we propose a new variational algorithm for mixed Gaussian-impulse noise removal by exploiting image local consistency and nonlocal consistency simultaneously. Specifically, the local consistency is measured by a hyper-Laplace prior, enforcing the local smoothness of images, while the nonlocal consistency is measured by three-dimensional sparsity of similar blocks, enforcing the nonlocal self-similarity of natural images. Moreover, a Split-Bregman based technique is developed to solve the above optimization problem efficiently. Extensive experiments for mixed Gaussian plus impulse noise show that significant performance improvements over the current state-of-the-art schemes have been achieved, which substantiates the effectiveness of the proposed algorithm.Comment: 6 pages, 4 figures, 3 tables, to be published at IEEE Int. Conf. on Multimedia & Expo (ICME) 201

Blind MultiChannel Identification and Equalization for Dereverberation and Noise Reduction based on Convolutive Transfer Function

This paper addresses the problems of blind channel identification and multichannel equalization for speech dereverberation and noise reduction. The time-domain cross-relation method is not suitable for blind room impulse response identification, due to the near-common zeros of the long impulse responses. We extend the cross-relation method to the short-time Fourier transform (STFT) domain, in which the time-domain impulse responses are approximately represented by the convolutive transfer functions (CTFs) with much less coefficients. The CTFs suffer from the common zeros caused by the oversampled STFT. We propose to identify CTFs based on the STFT with the oversampled signals and the critical sampled CTFs, which is a good compromise between the frequency aliasing of the signals and the common zeros problem of CTFs. In addition, a normalization of the CTFs is proposed to remove the gain ambiguity across sub-bands. In the STFT domain, the identified CTFs is used for multichannel equalization, in which the sparsity of speech signals is exploited. We propose to perform inverse filtering by minimizing the $\ell_1$-norm of the source signal with the relaxed $\ell_2$-norm fitting error between the micophone signals and the convolution of the estimated source signal and the CTFs used as a constraint. This method is advantageous in that the noise can be reduced by relaxing the $\ell_2$-norm to a tolerance corresponding to the noise power, and the tolerance can be automatically set. The experiments confirm the efficiency of the proposed method even under conditions with high reverberation levels and intense noise.Comment: 13 pages, 5 figures, 5 table