Bayesian Matrix Completion via Adaptive Relaxed Spectral Regularization

Bayesian matrix completion has been studied based on a low-rank matrix factorization formulation with promising results. However, little work has been done on Bayesian matrix completion based on the more direct spectral regularization formulation. We fill this gap by presenting a novel Bayesian matrix completion method based on spectral regularization. In order to circumvent the difficulties of dealing with the orthonormality constraints of singular vectors, we derive a new equivalent form with relaxed constraints, which then leads us to design an adaptive version of spectral regularization feasible for Bayesian inference. Our Bayesian method requires no parameter tuning and can infer the number of latent factors automatically. Experiments on synthetic and real datasets demonstrate encouraging results on rank recovery and collaborative filtering, with notably good results for very sparse matrices.Comment: Accepted to AAAI 201

Large-scale wave-front reconstruction for adaptive optics systems by use of a recursive filtering algorithm

We propose a new recursive filtering algorithm for wave-front reconstruction in a large-scale adaptive optics system. An embedding step is used in this recursive filtering algorithm to permit fast methods to be used for wave-front reconstruction on an annular aperture. This embedding step can be used alone with a direct residual error updating procedure or used with the preconditioned conjugate-gradient method as a preconditioning step. We derive the Hudgin and Fried filters for spectral-domain filtering, using the eigenvalue decomposition method. Using Monte Carlo simulations, we compare the performance of discrete Fourier transform domain filtering, discrete cosine transform domain filtering, multigrid, and alternative-direction-implicit methods in the embedding step of the recursive filtering algorithm. We also simulate the performance of this recursive filtering in a closed-loop adaptive optics system

A Primal-Dual Proximal Algorithm for Sparse Template-Based Adaptive Filtering: Application to Seismic Multiple Removal

Unveiling meaningful geophysical information from seismic data requires to deal with both random and structured "noises". As their amplitude may be greater than signals of interest (primaries), additional prior information is especially important in performing efficient signal separation. We address here the problem of multiple reflections, caused by wave-field bouncing between layers. Since only approximate models of these phenomena are available, we propose a flexible framework for time-varying adaptive filtering of seismic signals, using sparse representations, based on inaccurate templates. We recast the joint estimation of adaptive filters and primaries in a new convex variational formulation. This approach allows us to incorporate plausible knowledge about noise statistics, data sparsity and slow filter variation in parsimony-promoting wavelet frames. The designed primal-dual algorithm solves a constrained minimization problem that alleviates standard regularization issues in finding hyperparameters. The approach demonstrates significantly good performance in low signal-to-noise ratio conditions, both for simulated and real field seismic data