Blind Source Separation with Compressively Sensed Linear Mixtures

This work studies the problem of simultaneously separating and reconstructing signals from compressively sensed linear mixtures. We assume that all source signals share a common sparse representation basis. The approach combines classical Compressive Sensing (CS) theory with a linear mixing model. It allows the mixtures to be sampled independently of each other. If samples are acquired in the time domain, this means that the sensors need not be synchronized. Since Blind Source Separation (BSS) from a linear mixture is only possible up to permutation and scaling, factoring out these ambiguities leads to a minimization problem on the so-called oblique manifold. We develop a geometric conjugate subgradient method that scales to large systems for solving the problem. Numerical results demonstrate the promising performance of the proposed algorithm compared to several state of the art methods.Comment: 9 pages, 2 figure

Sparsity and adaptivity for the blind separation of partially correlated sources

Blind source separation (BSS) is a very popular technique to analyze multichannel data. In this context, the data are modeled as the linear combination of sources to be retrieved. For that purpose, standard BSS methods all rely on some discrimination principle, whether it is statistical independence or morphological diversity, to distinguish between the sources. However, dealing with real-world data reveals that such assumptions are rarely valid in practice: the signals of interest are more likely partially correlated, which generally hampers the performances of standard BSS methods. In this article, we introduce a novel sparsity-enforcing BSS method coined Adaptive Morphological Component Analysis (AMCA), which is designed to retrieve sparse and partially correlated sources. More precisely, it makes profit of an adaptive re-weighting scheme to favor/penalize samples based on their level of correlation. Extensive numerical experiments have been carried out which show that the proposed method is robust to the partial correlation of sources while standard BSS techniques fail. The AMCA algorithm is evaluated in the field of astrophysics for the separation of physical components from microwave data.Comment: submitted to IEEE Transactions on signal processin

Blind Source Separation: the Sparsity Revolution

International audienceOver the last few years, the development of multi-channel sensors motivated interest in methods for the coherent processing of multivariate data. Some specific issues have already been addressed as testified by the wide literature on the so-called blind source separation (BSS) problem. In this context, as clearly emphasized by previous work, it is fundamental that the sources to be retrieved present some quantitatively measurable diversity. Recently, sparsity and morphological diversity have emerged as a novel and effective source of diversity for BSS. We give here some essential insights into the use of sparsity in source separation and we outline the essential role of morphological diversity as being a source of diversity or contrast between the sources. This paper overviews a sparsity-based BSS method coined Generalized Morphological Component Analysis (GMCA) that takes advantages of both morphological diversity and sparsity, using recent sparse overcomplete or redundant signal representations. GMCA is a fast and efficient blind source separation method. In remote sensing applications, the specificity of hyperspectral data should be accounted for. We extend the proposed GMCA framework to deal with hyperspectral data. In a general framework, GMCA provides a basis for multivariate data analysis in the scope of a wide range of classical multivariate data restorate. Numerical results are given in color image denoising and inpainting. Finally, GMCA is applied to the simulated ESA/Planck data. It is shown to give effective astrophysical component separation

Blind Multilinear Identification

We discuss a technique that allows blind recovery of signals or blind identification of mixtures in instances where such recovery or identification were previously thought to be impossible: (i) closely located or highly correlated sources in antenna array processing, (ii) highly correlated spreading codes in CDMA radio communication, (iii) nearly dependent spectra in fluorescent spectroscopy. This has important implications --- in the case of antenna array processing, it allows for joint localization and extraction of multiple sources from the measurement of a noisy mixture recorded on multiple sensors in an entirely deterministic manner. In the case of CDMA, it allows the possibility of having a number of users larger than the spreading gain. In the case of fluorescent spectroscopy, it allows for detection of nearly identical chemical constituents. The proposed technique involves the solution of a bounded coherence low-rank multilinear approximation problem. We show that bounded coherence allows us to establish existence and uniqueness of the recovered solution. We will provide some statistical motivation for the approximation problem and discuss greedy approximation bounds. To provide the theoretical underpinnings for this technique, we develop a corresponding theory of sparse separable decompositions of functions, including notions of rank and nuclear norm that specialize to the usual ones for matrices and operators but apply to also hypermatrices and tensors.Comment: 20 pages, to appear in IEEE Transactions on Information Theor

Tensor Decompositions for Signal Processing Applications From Two-way to Multiway Component Analysis

The widespread use of multi-sensor technology and the emergence of big datasets has highlighted the limitations of standard flat-view matrix models and the necessity to move towards more versatile data analysis tools. We show that higher-order tensors (i.e., multiway arrays) enable such a fundamental paradigm shift towards models that are essentially polynomial and whose uniqueness, unlike the matrix methods, is guaranteed under verymild and natural conditions. Benefiting fromthe power ofmultilinear algebra as theirmathematical backbone, data analysis techniques using tensor decompositions are shown to have great flexibility in the choice of constraints that match data properties, and to find more general latent components in the data than matrix-based methods. A comprehensive introduction to tensor decompositions is provided from a signal processing perspective, starting from the algebraic foundations, via basic Canonical Polyadic and Tucker models, through to advanced cause-effect and multi-view data analysis schemes. We show that tensor decompositions enable natural generalizations of some commonly used signal processing paradigms, such as canonical correlation and subspace techniques, signal separation, linear regression, feature extraction and classification. We also cover computational aspects, and point out how ideas from compressed sensing and scientific computing may be used for addressing the otherwise unmanageable storage and manipulation problems associated with big datasets. The concepts are supported by illustrative real world case studies illuminating the benefits of the tensor framework, as efficient and promising tools for modern signal processing, data analysis and machine learning applications; these benefits also extend to vector/matrix data through tensorization. Keywords: ICA, NMF, CPD, Tucker decomposition, HOSVD, tensor networks, Tensor Train

Sparse component separation for accurate CMB map estimation

The Cosmological Microwave Background (CMB) is of premier importance for the cosmologists to study the birth of our universe. Unfortunately, most CMB experiments such as COBE, WMAP or Planck do not provide a direct measure of the cosmological signal; CMB is mixed up with galactic foregrounds and point sources. For the sake of scientific exploitation, measuring the CMB requires extracting several different astrophysical components (CMB, Sunyaev-Zel'dovich clusters, galactic dust) form multi-wavelength observations. Mathematically speaking, the problem of disentangling the CMB map from the galactic foregrounds amounts to a component or source separation problem. In the field of CMB studies, a very large range of source separation methods have been applied which all differ from each other in the way they model the data and the criteria they rely on to separate components. Two main difficulties are i) the instrument's beam varies across frequencies and ii) the emission laws of most astrophysical components vary across pixels. This paper aims at introducing a very accurate modeling of CMB data, based on sparsity, accounting for beams variability across frequencies as well as spatial variations of the components' spectral characteristics. Based on this new sparse modeling of the data, a sparsity-based component separation method coined Local-Generalized Morphological Component Analysis (L-GMCA) is described. Extensive numerical experiments have been carried out with simulated Planck data. These experiments show the high efficiency of the proposed component separation methods to estimate a clean CMB map with a very low foreground contamination, which makes L-GMCA of prime interest for CMB studies.Comment: submitted to A&

Dictionary Learning for Sparse Representations With Applications to Blind Source Separation.

During the past decade, sparse representation has attracted much attention in the signal processing community. It aims to represent a signal as a linear combination of a small number of elementary signals called atoms. These atoms constitute a dictionary so that a signal can be expressed by the multiplication of the dictionary and a sparse coefficients vector. This leads to two main challenges that are studied in the literature, i.e. sparse coding (find the coding coefficients based on a given dictionary) and dictionary design (find an appropriate dictionary to fit the data). Dictionary design is the focus of this thesis. Traditionally, the signals can be decomposed by the predefined mathematical transform, such as discrete cosine transform (DCT), which forms the so-called analytical approach. In recent years, learning-based methods have been introduced to adapt the dictionary from a set of training data, leading to the technique of dictionary learning. Although this may involve a higher computational complexity, learned dictionaries have the potential to offer improved performance as compared with predefined dictionaries. Dictionary learning algorithm is often achieved by iteratively executing two operations: sparse approximation and dictionary update. We focus on the dictionary update step, where the dictionary is optimized with a given sparsity pattern. A novel framework is proposed to generalize benchmark mechanisms such as the method of optimal directions (MOD) and K-SVD where an arbitrary set of codewords and the corresponding sparse coefficients are simultaneously updated, hence the term simultaneous codeword optimization (SimCO). Moreover, its extended formulation ‘regularized SimCO’ mitigates the major bottleneck of dictionary update caused by the singular points. First and second order optimization procedures are designed to solve the primitive and regularized SimCO. In addition, a tree-structured multi-level representation of dictionary based on clustering is used to speed up the optimization process in the sparse coding stage. This novel dictionary learning algorithm is also applied for solving the underdetermined blind speech separation problem, leading to a multi-stage method, where the separation problem is reformulated as a sparse coding problem, with the dictionary being learned by an adaptive algorithm. Using mutual coherence and sparsity index, the performance of a variety of dictionaries for underdetermined speech separation is compared and analyzed, such as the dictionaries learned from speech mixtures and ground truth speech sources, as well as those predefined by mathematical transforms. Finally, we propose a new method for joint dictionary learning and source separation. Different from the multistage method, the proposed method can simultaneously estimate the mixing matrix, the dictionary and the sources in an alternating and blind manner. The advantages of all the proposed methods are demonstrated over the state-of-the-art methods using extensive numerical tests

Anomaly detection: sparse representation for high dimensional data

In this thesis, I investigated in three different anomaly aware sparse representation approaches. The first approach focuses on algorithmic development for the low-rank matrix completion problem. It has been shown that in the l0-search for low- rank matrix completion, the singular points in the objective function are the major reasons for failures. While different methods have been proposed to handle singular points, rigorous analysis has shown that there is a need for further improvement. To address the singularity issue, we propose a new objective function that is continuous everywhere. The new objective function is a good approximation of the original objective function in the sense that in the limit, the lower level sets of the new objective function are the closure of those of the original objective function. We formulate the matrix completion problem as the minimization of the new objective function and design a quasi-Newton method to solve it. Simulations demonstrate that the new method achieves excellent numerical performance. The second part discusses dictionary learning algorithms to solve the blind source separation (BSS) problem. For the proof of concepts, the focus is on the scenario where the number of mixtures is not less than that of sources. Based on the assumption that the sources are sparsely represented by some dictionaries, we present a joint source separation and dictionary learning algorithm (SparseBSS) to separate the noise corrupted mixed sources with very little extra information. We also discuss the singularity issue in the dictionary learning process which is one major reason for algorithm failure. Finally, two approaches are presented to address the singularity issue. The last approach focuses on algorithmic approaches to solve the robust face recognition problem where the test face image can be corrupted by arbitrary sparse noise. The standard approach is to formulate the problem as a sparse recovery problem and solve it using l1-minimization. As an alternative, the approximate message passing (AMP) algorithm had been tested but resulted in pessimistic results. The contribution of this part is to successfully solve the robust face recognition problem using the AMP framework. The recently developed adaptive damping technique has been adopted to address the issue that AMP normally only works well with Gaussian matrices. Statistical models are designed to capture the nature of the signal more authentically. Expectation maximization (EM) method has been used to learn the unknown hyper-parameters of the statistical model in an online fashion. Simulations demonstrate that our method achieves better recognition performance than the already impressive benchmark l1-minimization, is robust to the initial values of hyper-parameters, and exhibits low computational cost.Open Acces