Sparse Estimation using Bayesian Hierarchical Prior Modeling for Real and Complex Linear Models

In sparse Bayesian learning (SBL), Gaussian scale mixtures (GSMs) have been used to model sparsity-inducing priors that realize a class of concave penalty functions for the regression task in real-valued signal models. Motivated by the relative scarcity of formal tools for SBL in complex-valued models, this paper proposes a GSM model - the Bessel K model - that induces concave penalty functions for the estimation of complex sparse signals. The properties of the Bessel K model are analyzed when it is applied to Type I and Type II estimation. This analysis reveals that, by tuning the parameters of the mixing pdf different penalty functions are invoked depending on the estimation type used, the value of the noise variance, and whether real or complex signals are estimated. Using the Bessel K model, we derive a sparse estimator based on a modification of the expectation-maximization algorithm formulated for Type II estimation. The estimator includes as a special instance the algorithms proposed by Tipping and Faul [1] and by Babacan et al. [2]. Numerical results show the superiority of the proposed estimator over these state-of-the-art estimators in terms of convergence speed, sparseness, reconstruction error, and robustness in low and medium signal-to-noise ratio regimes.Comment: The paper provides a new comprehensive analysis of the theoretical foundations of the proposed estimators. Minor modification of the titl

Testing for Homogeneity in Mixture Models

Statistical models of unobserved heterogeneity are typically formalized as mixtures of simple parametric models and interest naturally focuses on testing for homogeneity versus general mixture alternatives. Many tests of this type can be interpreted as $C(\alpha)$ tests, as in Neyman (1959), and shown to be locally, asymptotically optimal. These $C(\alpha)$ tests will be contrasted with a new approach to likelihood ratio testing for general mixture models. The latter tests are based on estimation of general nonparametric mixing distribution with the Kiefer and Wolfowitz (1956) maximum likelihood estimator. Recent developments in convex optimization have dramatically improved upon earlier EM methods for computation of these estimators, and recent results on the large sample behavior of likelihood ratios involving such estimators yield a tractable form of asymptotic inference. Improvement in computation efficiency also facilitates the use of a bootstrap methods to determine critical values that are shown to work better than the asymptotic critical values in finite samples. Consistency of the bootstrap procedure is also formally established. We compare performance of the two approaches identifying circumstances in which each is preferred

A Comparison of Nature Inspired Algorithms for Multi-threshold Image Segmentation

In the field of image analysis, segmentation is one of the most important preprocessing steps. One way to achieve segmentation is by mean of threshold selection, where each pixel that belongs to a determined class islabeled according to the selected threshold, giving as a result pixel groups that share visual characteristics in the image. Several methods have been proposed in order to solve threshold selectionproblems; in this work, it is used the method based on the mixture of Gaussian functions to approximate the 1D histogram of a gray level image and whose parameters are calculated using three nature inspired algorithms (Particle Swarm Optimization, Artificial Bee Colony Optimization and Differential Evolution). Each Gaussian function approximates thehistogram, representing a pixel class and therefore a threshold point. Experimental results are shown, comparing in quantitative and qualitative fashion as well as the main advantages and drawbacks of each algorithm, applied to multi-threshold problem.Comment: 16 pages, this is a draft of the final version of the article sent to the Journa