39,008 research outputs found
Rectified Gaussian Scale Mixtures and the Sparse Non-Negative Least Squares Problem
In this paper, we develop a Bayesian evidence maximization framework to solve
the sparse non-negative least squares (S-NNLS) problem. We introduce a family
of probability densities referred to as the Rectified Gaussian Scale Mixture
(R- GSM) to model the sparsity enforcing prior distribution for the solution.
The R-GSM prior encompasses a variety of heavy-tailed densities such as the
rectified Laplacian and rectified Student- t distributions with a proper choice
of the mixing density. We utilize the hierarchical representation induced by
the R-GSM prior and develop an evidence maximization framework based on the
Expectation-Maximization (EM) algorithm. Using the EM based method, we estimate
the hyper-parameters and obtain a point estimate for the solution. We refer to
the proposed method as rectified sparse Bayesian learning (R-SBL). We provide
four R- SBL variants that offer a range of options for computational complexity
and the quality of the E-step computation. These methods include the Markov
chain Monte Carlo EM, linear minimum mean-square-error estimation, approximate
message passing and a diagonal approximation. Using numerical experiments, we
show that the proposed R-SBL method outperforms existing S-NNLS solvers in
terms of both signal and support recovery performance, and is also very robust
against the structure of the design matrix.Comment: Under Review by IEEE Transactions on Signal Processin
Stochastic Behavior of the Nonnegative Least Mean Fourth Algorithm for Stationary Gaussian Inputs and Slow Learning
Some system identification problems impose nonnegativity constraints on the
parameters to estimate due to inherent physical characteristics of the unknown
system. The nonnegative least-mean-square (NNLMS) algorithm and its variants
allow to address this problem in an online manner. A nonnegative least mean
fourth (NNLMF) algorithm has been recently proposed to improve the performance
of these algorithms in cases where the measurement noise is not Gaussian. This
paper provides a first theoretical analysis of the stochastic behavior of the
NNLMF algorithm for stationary Gaussian inputs and slow learning. Simulation
results illustrate the accuracy of the proposed analysis.Comment: 11 pages, 8 figures, submitted for publicatio
Performance Analysis of l_0 Norm Constraint Least Mean Square Algorithm
As one of the recently proposed algorithms for sparse system identification,
norm constraint Least Mean Square (-LMS) algorithm modifies the cost
function of the traditional method with a penalty of tap-weight sparsity. The
performance of -LMS is quite attractive compared with its various
precursors. However, there has been no detailed study of its performance. This
paper presents all-around and throughout theoretical performance analysis of
-LMS for white Gaussian input data based on some reasonable assumptions.
Expressions for steady-state mean square deviation (MSD) are derived and
discussed with respect to algorithm parameters and system sparsity. The
parameter selection rule is established for achieving the best performance.
Approximated with Taylor series, the instantaneous behavior is also derived. In
addition, the relationship between -LMS and some previous arts and the
sufficient conditions for -LMS to accelerate convergence are set up.
Finally, all of the theoretical results are compared with simulations and are
shown to agree well in a large range of parameter setting.Comment: 31 pages, 8 figure
Dictionary-based Tensor Canonical Polyadic Decomposition
To ensure interpretability of extracted sources in tensor decomposition, we
introduce in this paper a dictionary-based tensor canonical polyadic
decomposition which enforces one factor to belong exactly to a known
dictionary. A new formulation of sparse coding is proposed which enables high
dimensional tensors dictionary-based canonical polyadic decomposition. The
benefits of using a dictionary in tensor decomposition models are explored both
in terms of parameter identifiability and estimation accuracy. Performances of
the proposed algorithms are evaluated on the decomposition of simulated data
and the unmixing of hyperspectral images
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