7,399 research outputs found
Generalized SURE for Exponential Families: Applications to Regularization
Stein's unbiased risk estimate (SURE) was proposed by Stein for the
independent, identically distributed (iid) Gaussian model in order to derive
estimates that dominate least-squares (LS). In recent years, the SURE criterion
has been employed in a variety of denoising problems for choosing
regularization parameters that minimize an estimate of the mean-squared error
(MSE). However, its use has been limited to the iid case which precludes many
important applications. In this paper we begin by deriving a SURE counterpart
for general, not necessarily iid distributions from the exponential family.
This enables extending the SURE design technique to a much broader class of
problems. Based on this generalization we suggest a new method for choosing
regularization parameters in penalized LS estimators. We then demonstrate its
superior performance over the conventional generalized cross validation
approach and the discrepancy method in the context of image deblurring and
deconvolution. The SURE technique can also be used to design estimates without
predefining their structure. However, allowing for too many free parameters
impairs the performance of the resulting estimates. To address this inherent
tradeoff we propose a regularized SURE objective. Based on this design
criterion, we derive a wavelet denoising strategy that is similar in sprit to
the standard soft-threshold approach but can lead to improved MSE performance.Comment: to appear in the IEEE Transactions on Signal Processin
Blind deconvolution of medical ultrasound images: parametric inverse filtering approach
Ā©2007 IEEE. Personal use of this material is permitted. However, permission to reprint/republish this material for advertising or promotional purposes or for creating new collective works for resale or distribution to servers or lists, or to reuse any copyrighted component of this work in other works must be obtained from the IEEE. This material is presented to ensure timely dissemination of scholarly and technical work. Copyright and all rights therein are retained by authors or by other copyright holders. All persons copying this information are expected to adhere to the terms and constraints invoked by each author's copyright. In most cases, these works may not be reposted without the explicit permission of the copyright holder.DOI: 10.1109/TIP.2007.910179The problem of reconstruction of ultrasound images by means of blind deconvolution has long been recognized as one of the central problems in medical ultrasound imaging. In this paper, this problem is addressed via proposing a blind deconvolution method which is innovative in several ways. In particular, the method is based on parametric inverse filtering, whose parameters are optimized using two-stage processing. At the first stage, some partial information on the point spread function is recovered. Subsequently, this information is used to explicitly constrain the spectral shape of the inverse filter. From this perspective, the proposed methodology can be viewed as a ldquohybridizationrdquo of two standard strategies in blind deconvolution, which are based on either concurrent or successive estimation of the point spread function and the image of interest. Moreover, evidence is provided that the ldquohybridrdquo approach can outperform the standard ones in a number of important practical cases. Additionally, the present study introduces a different approach to parameterizing the inverse filter. Specifically, we propose to model the inverse transfer function as a member of a principal shift-invariant subspace. It is shown that such a parameterization results in considerably more stable reconstructions as compared to standard parameterization methods. Finally, it is shown how the inverse filters designed in this way can be used to deconvolve the images in a nonblind manner so as to further improve their quality. The usefulness and practicability of all the introduced innovations are proven in a series of both in silico and in vivo experiments. Finally, it is shown that the proposed deconvolution algorithms are capable of improving the resolution of ultrasound images by factors of 2.24 or 6.52 (as judged by the autocorrelation criterion) depending on the type of regularization method used
Robust PCA as Bilinear Decomposition with Outlier-Sparsity Regularization
Principal component analysis (PCA) is widely used for dimensionality
reduction, with well-documented merits in various applications involving
high-dimensional data, including computer vision, preference measurement, and
bioinformatics. In this context, the fresh look advocated here permeates
benefits from variable selection and compressive sampling, to robustify PCA
against outliers. A least-trimmed squares estimator of a low-rank bilinear
factor analysis model is shown closely related to that obtained from an
-(pseudo)norm-regularized criterion encouraging sparsity in a matrix
explicitly modeling the outliers. This connection suggests robust PCA schemes
based on convex relaxation, which lead naturally to a family of robust
estimators encompassing Huber's optimal M-class as a special case. Outliers are
identified by tuning a regularization parameter, which amounts to controlling
sparsity of the outlier matrix along the whole robustification path of (group)
least-absolute shrinkage and selection operator (Lasso) solutions. Beyond its
neat ties to robust statistics, the developed outlier-aware PCA framework is
versatile to accommodate novel and scalable algorithms to: i) track the
low-rank signal subspace robustly, as new data are acquired in real time; and
ii) determine principal components robustly in (possibly) infinite-dimensional
feature spaces. Synthetic and real data tests corroborate the effectiveness of
the proposed robust PCA schemes, when used to identify aberrant responses in
personality assessment surveys, as well as unveil communities in social
networks, and intruders from video surveillance data.Comment: 30 pages, submitted to IEEE Transactions on Signal Processin
Local Regularization Assisted Orthogonal Least Squares Regression
A locally regularized orthogonal least squares (LROLS) algorithm is proposed for constructing parsimonious or sparse regression models that generalize well. By associating each orthogonal weight in the regression model with an individual regularization parameter, the ability for the orthogonal least squares (OLS) model selection to produce a very sparse model with good generalization performance is greatly enhanced. Furthermore, with the assistance of local regularization, when to terminate the model selection procedure becomes much clearer. This LROLS algorithm has computational advantages over the recently introduced relevance vector machine (RVM) method
Maximum Entropy Vector Kernels for MIMO system identification
Recent contributions have framed linear system identification as a
nonparametric regularized inverse problem. Relying on -type
regularization which accounts for the stability and smoothness of the impulse
response to be estimated, these approaches have been shown to be competitive
w.r.t classical parametric methods. In this paper, adopting Maximum Entropy
arguments, we derive a new penalty deriving from a vector-valued
kernel; to do so we exploit the structure of the Hankel matrix, thus
controlling at the same time complexity, measured by the McMillan degree,
stability and smoothness of the identified models. As a special case we recover
the nuclear norm penalty on the squared block Hankel matrix. In contrast with
previous literature on reweighted nuclear norm penalties, our kernel is
described by a small number of hyper-parameters, which are iteratively updated
through marginal likelihood maximization; constraining the structure of the
kernel acts as a (hyper)regularizer which helps controlling the effective
degrees of freedom of our estimator. To optimize the marginal likelihood we
adapt a Scaled Gradient Projection (SGP) algorithm which is proved to be
significantly computationally cheaper than other first and second order
off-the-shelf optimization methods. The paper also contains an extensive
comparison with many state-of-the-art methods on several Monte-Carlo studies,
which confirms the effectiveness of our procedure
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