C-HiLasso: A Collaborative Hierarchical Sparse Modeling Framework

Sparse modeling is a powerful framework for data analysis and processing. Traditionally, encoding in this framework is performed by solving an L1-regularized linear regression problem, commonly referred to as Lasso or Basis Pursuit. In this work we combine the sparsity-inducing property of the Lasso model at the individual feature level, with the block-sparsity property of the Group Lasso model, where sparse groups of features are jointly encoded, obtaining a sparsity pattern hierarchically structured. This results in the Hierarchical Lasso (HiLasso), which shows important practical modeling advantages. We then extend this approach to the collaborative case, where a set of simultaneously coded signals share the same sparsity pattern at the higher (group) level, but not necessarily at the lower (inside the group) level, obtaining the collaborative HiLasso model (C-HiLasso). Such signals then share the same active groups, or classes, but not necessarily the same active set. This model is very well suited for applications such as source identification and separation. An efficient optimization procedure, which guarantees convergence to the global optimum, is developed for these new models. The underlying presentation of the new framework and optimization approach is complemented with experimental examples and theoretical results regarding recovery guarantees for the proposed models

Compressive Source Separation: Theory and Methods for Hyperspectral Imaging

With the development of numbers of high resolution data acquisition systems and the global requirement to lower the energy consumption, the development of efficient sensing techniques becomes critical. Recently, Compressed Sampling (CS) techniques, which exploit the sparsity of signals, have allowed to reconstruct signal and images with less measurements than the traditional Nyquist sensing approach. However, multichannel signals like Hyperspectral images (HSI) have additional structures, like inter-channel correlations, that are not taken into account in the classical CS scheme. In this paper we exploit the linear mixture of sources model, that is the assumption that the multichannel signal is composed of a linear combination of sources, each of them having its own spectral signature, and propose new sampling schemes exploiting this model to considerably decrease the number of measurements needed for the acquisition and source separation. Moreover, we give theoretical lower bounds on the number of measurements required to perform reconstruction of both the multichannel signal and its sources. We also proposed optimization algorithms and extensive experimentation on our target application which is HSI, and show that our approach recovers HSI with far less measurements and computational effort than traditional CS approaches.Comment: 32 page

Rectified Gaussian Scale Mixtures and the Sparse Non-Negative Least Squares Problem

In this paper, we develop a Bayesian evidence maximization framework to solve the sparse non-negative least squares (S-NNLS) problem. We introduce a family of probability densities referred to as the Rectified Gaussian Scale Mixture (R- GSM) to model the sparsity enforcing prior distribution for the solution. The R-GSM prior encompasses a variety of heavy-tailed densities such as the rectified Laplacian and rectified Student- t distributions with a proper choice of the mixing density. We utilize the hierarchical representation induced by the R-GSM prior and develop an evidence maximization framework based on the Expectation-Maximization (EM) algorithm. Using the EM based method, we estimate the hyper-parameters and obtain a point estimate for the solution. We refer to the proposed method as rectified sparse Bayesian learning (R-SBL). We provide four R- SBL variants that offer a range of options for computational complexity and the quality of the E-step computation. These methods include the Markov chain Monte Carlo EM, linear minimum mean-square-error estimation, approximate message passing and a diagonal approximation. Using numerical experiments, we show that the proposed R-SBL method outperforms existing S-NNLS solvers in terms of both signal and support recovery performance, and is also very robust against the structure of the design matrix.Comment: Under Review by IEEE Transactions on Signal Processin

Recovering Sparse Signals Using Sparse Measurement Matrices in Compressed DNA Microarrays

Microarrays (DNA, protein, etc.) are massively parallel affinity-based biosensors capable of detecting and quantifying a large number of different genomic particles simultaneously. Among them, DNA microarrays comprising tens of thousands of probe spots are currently being employed to test multitude of targets in a single experiment. In conventional microarrays, each spot contains a large number of copies of a single probe designed to capture a single target, and, hence, collects only a single data point. This is a wasteful use of the sensing resources in comparative DNA microarray experiments, where a test sample is measured relative to a reference sample. Typically, only a fraction of the total number of genes represented by the two samples is differentially expressed, and, thus, a vast number of probe spots may not provide any useful information. To this end, we propose an alternative design, the so-called compressed microarrays, wherein each spot contains copies of several different probes and the total number of spots is potentially much smaller than the number of targets being tested. Fewer spots directly translates to significantly lower costs due to cheaper array manufacturing, simpler image acquisition and processing, and smaller amount of genomic material needed for experiments. To recover signals from compressed microarray measurements, we leverage ideas from compressive sampling. For sparse measurement matrices, we propose an algorithm that has significantly lower computational complexity than the widely used linear-programming-based methods, and can also recover signals with less sparsity

Bayesian compressive sensing framework for spectrum reconstruction in Rayleigh fading channels

Compressive sensing (CS) is a novel digital signal processing technique that has found great interest in many applications including communication theory and wireless communications. In wireless communications, CS is particularly suitable for its application in the area of spectrum sensing for cognitive radios, where the complete spectrum under observation, with many spectral holes, can be modeled as a sparse wide-band signal in the frequency domain. Considering the initial works performed to exploit the benefits of Bayesian CS in spectrum sensing, the fading characteristic of wireless communications has not been considered yet to a great extent, although it is an inherent feature for all sorts of wireless communications and it must be considered for the design of any practically viable wireless system. In this paper, we extend the Bayesian CS framework for the recovery of a sparse signal, whose nonzero coefficients follow a Rayleigh distribution. It is then demonstrated via simulations that mean square error significantly improves when appropriate prior distribution is used for the faded signal coefficients and thus, in turns, the spectrum reconstruction improves. Different parameters of the system model, e.g., sparsity level and number of measurements, are then varied to show the consistency of the results for different cases

Info-Greedy sequential adaptive compressed sensing

We present an information-theoretic framework for sequential adaptive compressed sensing, Info-Greedy Sensing, where measurements are chosen to maximize the extracted information conditioned on the previous measurements. We show that the widely used bisection approach is Info-Greedy for a family of $k$-sparse signals by connecting compressed sensing and blackbox complexity of sequential query algorithms, and present Info-Greedy algorithms for Gaussian and Gaussian Mixture Model (GMM) signals, as well as ways to design sparse Info-Greedy measurements. Numerical examples demonstrate the good performance of the proposed algorithms using simulated and real data: Info-Greedy Sensing shows significant improvement over random projection for signals with sparse and low-rank covariance matrices, and adaptivity brings robustness when there is a mismatch between the assumed and the true distributions.Comment: Preliminary results presented at Allerton Conference 2014. To appear in IEEE Journal Selected Topics on Signal Processin