Sparse deconvolution using support vector machines

Sparse deconvolution is a classical subject in digital signal processing, having many practical applications. Support vector machine (SVM) algorithms show a series of characteristics, such as sparse solutions and implicit regularization, which make them attractive for solving sparse deconvolution problems. Here, a sparse deconvolution algorithm based on the SVM framework for signal processing is presented and analyzed, including comparative evaluations of its performance from the points of view of estimation and detection capabilities, and of robustness with respect to non-Gaussian additive noise.Publicad

Sparse Predictive Structure of Deconvolved Functional Brain Networks

The functional and structural representation of the brain as a complex network is marked by the fact that the comparison of noisy and intrinsically correlated high-dimensional structures between experimental conditions or groups shuns typical mass univariate methods. Furthermore most network estimation methods cannot distinguish between real and spurious correlation arising from the convolution due to nodes' interaction, which thus introduces additional noise in the data. We propose a machine learning pipeline aimed at identifying multivariate differences between brain networks associated to different experimental conditions. The pipeline (1) leverages the deconvolved individual contribution of each edge and (2) maps the task into a sparse classification problem in order to construct the associated "sparse deconvolved predictive network", i.e., a graph with the same nodes of those compared but whose edge weights are defined by their relevance for out of sample predictions in classification. We present an application of the proposed method by decoding the covert attention direction (left or right) based on the single-trial functional connectivity matrix extracted from high-frequency magnetoencephalography (MEG) data. Our results demonstrate how network deconvolution matched with sparse classification methods outperforms typical approaches for MEG decoding

New convergence results for the scaled gradient projection method

The aim of this paper is to deepen the convergence analysis of the scaled gradient projection (SGP) method, proposed by Bonettini et al. in a recent paper for constrained smooth optimization. The main feature of SGP is the presence of a variable scaling matrix multiplying the gradient, which may change at each iteration. In the last few years, an extensive numerical experimentation showed that SGP equipped with a suitable choice of the scaling matrix is a very effective tool for solving large scale variational problems arising in image and signal processing. In spite of the very reliable numerical results observed, only a weak, though very general, convergence theorem is provided, establishing that any limit point of the sequence generated by SGP is stationary. Here, under the only assumption that the objective function is convex and that a solution exists, we prove that the sequence generated by SGP converges to a minimum point, if the scaling matrices sequence satisfies a simple and implementable condition. Moreover, assuming that the gradient of the objective function is Lipschitz continuous, we are also able to prove the O(1/k) convergence rate with respect to the objective function values. Finally, we present the results of a numerical experience on some relevant image restoration problems, showing that the proposed scaling matrix selection rule performs well also from the computational point of view