Robust Linear Spectral Unmixing using Anomaly Detection

This paper presents a Bayesian algorithm for linear spectral unmixing of hyperspectral images that accounts for anomalies present in the data. The model proposed assumes that the pixel reflectances are linear mixtures of unknown endmembers, corrupted by an additional nonlinear term modelling anomalies and additive Gaussian noise. A Markov random field is used for anomaly detection based on the spatial and spectral structures of the anomalies. This allows outliers to be identified in particular regions and wavelengths of the data cube. A Bayesian algorithm is proposed to estimate the parameters involved in the model yielding a joint linear unmixing and anomaly detection algorithm. Simulations conducted with synthetic and real hyperspectral images demonstrate the accuracy of the proposed unmixing and outlier detection strategy for the analysis of hyperspectral images

Distributed Gaussian Processes

To scale Gaussian processes (GPs) to large data sets we introduce the robust Bayesian Committee Machine (rBCM), a practical and scalable product-of-experts model for large-scale distributed GP regression. Unlike state-of-the-art sparse GP approximations, the rBCM is conceptually simple and does not rely on inducing or variational parameters. The key idea is to recursively distribute computations to independent computational units and, subsequently, recombine them to form an overall result. Efficient closed-form inference allows for straightforward parallelisation and distributed computations with a small memory footprint. The rBCM is independent of the computational graph and can be used on heterogeneous computing infrastructures, ranging from laptops to clusters. With sufficient computing resources our distributed GP model can handle arbitrarily large data sets.Comment: 10 pages, 5 figures. Appears in Proceedings of ICML 201

PRISM: Sparse Recovery of the Primordial Power Spectrum

The primordial power spectrum describes the initial perturbations in the Universe which eventually grew into the large-scale structure we observe today, and thereby provides an indirect probe of inflation or other structure-formation mechanisms. Here, we introduce a new method to estimate this spectrum from the empirical power spectrum of cosmic microwave background (CMB) maps. A sparsity-based linear inversion method, coined \textbf{PRISM}, is presented. This technique leverages a sparsity prior on features in the primordial power spectrum in a wavelet basis to regularise the inverse problem. This non-parametric approach does not assume a strong prior on the shape of the primordial power spectrum, yet is able to correctly reconstruct its global shape as well as localised features. These advantages make this method robust for detecting deviations from the currently favoured scale-invariant spectrum. We investigate the strength of this method on a set of WMAP 9-year simulated data for three types of primordial power spectra: a nearly scale-invariant spectrum, a spectrum with a small running of the spectral index, and a spectrum with a localised feature. This technique proves to easily detect deviations from a pure scale-invariant power spectrum and is suitable for distinguishing between simple models of the inflation. We process the WMAP 9-year data and find no significant departure from a nearly scale-invariant power spectrum with the spectral index $n_s = 0.972$. A high resolution primordial power spectrum can be reconstructed with this technique, where any strong local deviations or small global deviations from a pure scale-invariant spectrum can easily be detected