Matching Pursuits with Random Sequential Subdictionaries

Matching pursuits are a class of greedy algorithms commonly used in signal processing, for solving the sparse approximation problem. They rely on an atom selection step that requires the calculation of numerous projections, which can be computationally costly for large dictionaries and burdens their competitiveness in coding applications. We propose using a non adaptive random sequence of subdictionaries in the decomposition process, thus parsing a large dictionary in a probabilistic fashion with no additional projection cost nor parameter estimation. A theoretical modeling based on order statistics is provided, along with experimental evidence showing that the novel algorithm can be efficiently used on sparse approximation problems. An application to audio signal compression with multiscale time-frequency dictionaries is presented, along with a discussion of the complexity and practical implementations.Comment: 20 pages - accepted 2nd April 2012 at Elsevier Signal Processin

Computational Methods for Sparse Solution of Linear Inverse Problems

The goal of the sparse approximation problem is to approximate a target signal using a linear combination of a few elementary signals drawn from a fixed collection. This paper surveys the major practical algorithms for sparse approximation. Specific attention is paid to computational issues, to the circumstances in which individual methods tend to perform well, and to the theoretical guarantees available. Many fundamental questions in electrical engineering, statistics, and applied mathematics can be posed as sparse approximation problems, making these algorithms versatile and relevant to a plethora of applications

Conditioning of Random Block Subdictionaries with Applications to Block-Sparse Recovery and Regression

The linear model, in which a set of observations is assumed to be given by a linear combination of columns of a matrix, has long been the mainstay of the statistics and signal processing literature. One particular challenge for inference under linear models is understanding the conditions on the dictionary under which reliable inference is possible. This challenge has attracted renewed attention in recent years since many modern inference problems deal with the "underdetermined" setting, in which the number of observations is much smaller than the number of columns in the dictionary. This paper makes several contributions for this setting when the set of observations is given by a linear combination of a small number of groups of columns of the dictionary, termed the "block-sparse" case. First, it specifies conditions on the dictionary under which most block subdictionaries are well conditioned. This result is fundamentally different from prior work on block-sparse inference because (i) it provides conditions that can be explicitly computed in polynomial time, (ii) the given conditions translate into near-optimal scaling of the number of columns of the block subdictionaries as a function of the number of observations for a large class of dictionaries, and (iii) it suggests that the spectral norm and the quadratic-mean block coherence of the dictionary (rather than the worst-case coherences) fundamentally limit the scaling of dimensions of the well-conditioned block subdictionaries. Second, this paper investigates the problems of block-sparse recovery and block-sparse regression in underdetermined settings. Near-optimal block-sparse recovery and regression are possible for certain dictionaries as long as the dictionary satisfies easily computable conditions and the coefficients describing the linear combination of groups of columns can be modeled through a mild statistical prior.Comment: 39 pages, 3 figures. A revised and expanded version of the paper published in IEEE Transactions on Information Theory (DOI: 10.1109/TIT.2015.2429632); this revision includes corrections in the proofs of some of the result

Multi-task additive models with shared transfer functions based on dictionary learning

Additive models form a widely popular class of regression models which represent the relation between covariates and response variables as the sum of low-dimensional transfer functions. Besides flexibility and accuracy, a key benefit of these models is their interpretability: the transfer functions provide visual means for inspecting the models and identifying domain-specific relations between inputs and outputs. However, in large-scale problems involving the prediction of many related tasks, learning independently additive models results in a loss of model interpretability, and can cause overfitting when training data is scarce. We introduce a novel multi-task learning approach which provides a corpus of accurate and interpretable additive models for a large number of related forecasting tasks. Our key idea is to share transfer functions across models in order to reduce the model complexity and ease the exploration of the corpus. We establish a connection with sparse dictionary learning and propose a new efficient fitting algorithm which alternates between sparse coding and transfer function updates. The former step is solved via an extension of Orthogonal Matching Pursuit, whose properties are analyzed using a novel recovery condition which extends existing results in the literature. The latter step is addressed using a traditional dictionary update rule. Experiments on real-world data demonstrate that our approach compares favorably to baseline methods while yielding an interpretable corpus of models, revealing structure among the individual tasks and being more robust when training data is scarce. Our framework therefore extends the well-known benefits of additive models to common regression settings possibly involving thousands of tasks

Motor imagery classification using sparse representation of EEG signals

The human brain is unquestionably the most complex organ of the body as it controls and processes its movement and senses. A healthy brain is able to generate responses to the signals it receives, and transmit messages to the body. Some neural disorders can impair the communication between the brain and the body preventing the transmission of these messages. Brain Computer Interfaces (BCIs) are devices that hold immense potential to assist patients with such disorders by analyzing brain signals, translating and classifying various brain responses, and relaying them to external devices and potentially back to the body. Classifying motor imagery brain signals where the signals are obtained based on imagined movement of the limbs is a major, yet very challenging, step in developing Brain Computer Interfaces (BCIs). Of primary importance is to use less data and computationally efficient algorithms to support real-time BCI. To this end, in this thesis we explore and develop algorithms that exploit the sparse characteristics of EEGs to classify these signals. Different feature vectors are extracted from EEG trials recorded by electrodes placed on the scalp. In this thesis, features from a small spatial region are approximated by a sparse linear combination of few atoms from a multi-class dictionary constructed from the features of the EEG training signals for each class. This is used to classify the signals based on the pattern of their sparse representation using a minimum-residual decision rule. We first attempt to use all the available electrodes to verify the effectiveness of the proposed methods. To support real time BCI, the electrodes are reduced to those near the sensorimotor cortex which are believed to be crucial for motor preparation and imagination. In a second approach, we try to incorporate the effect of spatial correlation across the neighboring electrodes near the sensorimotor cortex. To this end, instead of considering one feature vector at a time, we use a collection of feature vectors simultaneously to find the joint sparse representation of these vectors. Although we were not able to see much improvement with respect to the first approach, we envision that such improvements could be achieved using more refined models that can be subject of future works. The performance of the proposed approaches is evaluated using different features, including wavelet coefficients, energy of the signals in different frequency sub-bands, and also entropy of the signals. The results obtained from real data demonstrate that the combination of energy and entropy features enable efficient classification of motor imagery EEG trials related to hand and foot movements. This underscores the relevance of the energies and their distribution in different frequency sub-bands for classifying movement-specific EEG patterns in agreement with the existence of different levels within the alpha band. The proposed approach is also shown to outperform the state-of-the-art algorithm that uses feature vectors obtained from energies of multiple spatial projections

Sparse image approximation with application to flexible image coding

Natural images are often modeled through piecewise-smooth regions. Region edges, which correspond to the contours of the objects, become, in this model, the main information of the signal. Contours have the property of being smooth functions along the direction of the edge, and irregularities on the perpendicular direction. Modeling edges with the minimum possible number of terms is of key importance for numerous applications, such as image coding, segmentation or denoising. Standard separable basis fail to provide sparse enough representation of contours, due to the fact that this kind of basis do not see the regularity of edges. In order to be able to detect this regularity, a new method based on (possibly redundant) sets of basis functions able to capture the geometry of images is needed. This thesis presents, in a first stage, a study about the features that basis functions should have in order to provide sparse representations of a piecewise-smooth image. This study emphasizes the need for edge-adapted basis functions, capable to accurately capture local orientation and anisotropic scaling of image structures. The need of different anisotropy degrees and orientations in the basis function set leads to the use of redundant dictionaries. However, redundant dictionaries have the inconvenience of giving no unique sparse image decompositions, and from all the possible decompositions of a signal in a redundant dictionary, just the sparsest is needed. There are several algorithms that allow to find sparse decompositions over redundant dictionaries, but most of these algorithms do not always guarantee that the optimal approximation has been recovered. To cope with this problem, a mathematical study about the properties of sparse approximations is performed. From this, a test to check whether a given sparse approximation is the sparsest is provided. The second part of this thesis presents a novel image approximation scheme, based on the use of a redundant dictionary. This scheme allows to have a good approximation of an image with a number of terms much smaller than the dimension of the signal. This novel approximation scheme is based on a dictionary formed by a combination of anisotropically refined and rotated wavelet-like mother functions and Gaussians. An efficient Full Search Matching Pursuit algorithm to perform the image decomposition in such a dictionary is designed. Finally, a geometric image coding scheme based on the image approximated over the anisotropic and rotated dictionary of basis functions is designed. The coding performances of this dictionary are studied. Coefficient quantization appears to be of crucial importance in the design of a Matching Pursuit based coding scheme. Thus, a quantization scheme for the MP coefficients has been designed, based on the theoretical energy upper bound of the MP algorithm and the empirical observations of the coefficient distribution and evolution. Thanks to this quantization, our image coder provides low to medium bit-rate image approximations, while it allows for on the fly resolution switching and several other affine image transformations to be performed directly in the transformed domain

Exploiting Prior Knowledge in Compressed Sensing Wireless ECG Systems

Recent results in telecardiology show that compressed sensing (CS) is a promising tool to lower energy consumption in wireless body area networks for electrocardiogram (ECG) monitoring. However, the performance of current CS-based algorithms, in terms of compression rate and reconstruction quality of the ECG, still falls short of the performance attained by state-of-the-art wavelet based algorithms. In this paper, we propose to exploit the structure of the wavelet representation of the ECG signal to boost the performance of CS-based methods for compression and reconstruction of ECG signals. More precisely, we incorporate prior information about the wavelet dependencies across scales into the reconstruction algorithms and exploit the high fraction of common support of the wavelet coefficients of consecutive ECG segments. Experimental results utilizing the MIT-BIH Arrhythmia Database show that significant performance gains, in terms of compression rate and reconstruction quality, can be obtained by the proposed algorithms compared to current CS-based methods.Comment: Accepted for publication at IEEE Journal of Biomedical and Health Informatic