MDL Denoising Revisited

We refine and extend an earlier MDL denoising criterion for wavelet-based denoising. We start by showing that the denoising problem can be reformulated as a clustering problem, where the goal is to obtain separate clusters for informative and non-informative wavelet coefficients, respectively. This suggests two refinements, adding a code-length for the model index, and extending the model in order to account for subband-dependent coefficient distributions. A third refinement is derivation of soft thresholding inspired by predictive universal coding with weighted mixtures. We propose a practical method incorporating all three refinements, which is shown to achieve good performance and robustness in denoising both artificial and natural signals.Comment: Submitted to IEEE Transactions on Information Theory, June 200

Model Selection in High-Dimensional Block-Sparse Linear Regression

Model selection is an indispensable part of data analysis dealing very frequently with fitting and prediction purposes. In this paper, we tackle the problem of model selection in a general linear regression where the parameter matrix possesses a block-sparse structure, i.e., the non-zero entries occur in clusters or blocks and the number of such non-zero blocks is very small compared to the parameter dimension. Furthermore, a high-dimensional setting is considered where the parameter dimension is quite large compared to the number of available measurements. To perform model selection in this setting, we present an information criterion that is a generalization of the Extended Bayesian Information Criterion-Robust (EBIC-R) and it takes into account both the block structure and the high-dimensionality scenario. The analytical steps for deriving the EBIC-R for this setting are provided. Simulation results show that the proposed method performs considerably better than the existing state-of-the-art methods and achieves empirical consistency at large sample sizes and/or at high-SNR.Comment: 5 pages, 2 figure

Model Selection for Geometric Fitting: Geometric Ale and Geometric MDL

Contrasting "geometric fitting", for which the noise level is taken as the asymptotic variable, with "statistical inference", for which the number of observations is taken as the asymptotic variable, we give a new definition of the "geometric AIC" and the "geometric MDL" as the counterparts of Akaike's AIC and Rissanen's MDL. We discuss various theoretical and practical problems that emerge from our analysis. Finally, we show, doing experiments using synthetic and real images, that the geometric MDL does not necessarily outperform the geometric AIC and that the two criteria have very different characteristics