3,135 research outputs found
Structure-Based Bayesian Sparse Reconstruction
Sparse signal reconstruction algorithms have attracted research attention due
to their wide applications in various fields. In this paper, we present a
simple Bayesian approach that utilizes the sparsity constraint and a priori
statistical information (Gaussian or otherwise) to obtain near optimal
estimates. In addition, we make use of the rich structure of the sensing matrix
encountered in many signal processing applications to develop a fast sparse
recovery algorithm. The computational complexity of the proposed algorithm is
relatively low compared with the widely used convex relaxation methods as well
as greedy matching pursuit techniques, especially at a low sparsity rate.Comment: 29 pages, 15 figures, accepted in IEEE Transactions on Signal
Processing (July 2012
Optimization viewpoint on Kalman smoothing, with applications to robust and sparse estimation
In this paper, we present the optimization formulation of the Kalman
filtering and smoothing problems, and use this perspective to develop a variety
of extensions and applications. We first formulate classic Kalman smoothing as
a least squares problem, highlight special structure, and show that the classic
filtering and smoothing algorithms are equivalent to a particular algorithm for
solving this problem. Once this equivalence is established, we present
extensions of Kalman smoothing to systems with nonlinear process and
measurement models, systems with linear and nonlinear inequality constraints,
systems with outliers in the measurements or sudden changes in the state, and
systems where the sparsity of the state sequence must be accounted for. All
extensions preserve the computational efficiency of the classic algorithms, and
most of the extensions are illustrated with numerical examples, which are part
of an open source Kalman smoothing Matlab/Octave package.Comment: 46 pages, 11 figure
Hierarchical Bayesian sparse image reconstruction with application to MRFM
This paper presents a hierarchical Bayesian model to reconstruct sparse
images when the observations are obtained from linear transformations and
corrupted by an additive white Gaussian noise. Our hierarchical Bayes model is
well suited to such naturally sparse image applications as it seamlessly
accounts for properties such as sparsity and positivity of the image via
appropriate Bayes priors. We propose a prior that is based on a weighted
mixture of a positive exponential distribution and a mass at zero. The prior
has hyperparameters that are tuned automatically by marginalization over the
hierarchical Bayesian model. To overcome the complexity of the posterior
distribution, a Gibbs sampling strategy is proposed. The Gibbs samples can be
used to estimate the image to be recovered, e.g. by maximizing the estimated
posterior distribution. In our fully Bayesian approach the posteriors of all
the parameters are available. Thus our algorithm provides more information than
other previously proposed sparse reconstruction methods that only give a point
estimate. The performance of our hierarchical Bayesian sparse reconstruction
method is illustrated on synthetic and real data collected from a tobacco virus
sample using a prototype MRFM instrument.Comment: v2: final version; IEEE Trans. Image Processing, 200
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