2,944 research outputs found
Large Scale Variational Bayesian Inference for Structured Scale Mixture Models
Natural image statistics exhibit hierarchical dependencies across multiple
scales. Representing such prior knowledge in non-factorial latent tree models
can boost performance of image denoising, inpainting, deconvolution or
reconstruction substantially, beyond standard factorial "sparse" methodology.
We derive a large scale approximate Bayesian inference algorithm for linear
models with non-factorial (latent tree-structured) scale mixture priors.
Experimental results on a range of denoising and inpainting problems
demonstrate substantially improved performance compared to MAP estimation or to
inference with factorial priors.Comment: Appears in Proceedings of the 29th International Conference on
Machine Learning (ICML 2012
Dynamic Compressive Sensing of Time-Varying Signals via Approximate Message Passing
In this work the dynamic compressive sensing (CS) problem of recovering
sparse, correlated, time-varying signals from sub-Nyquist, non-adaptive, linear
measurements is explored from a Bayesian perspective. While there has been a
handful of previously proposed Bayesian dynamic CS algorithms in the
literature, the ability to perform inference on high-dimensional problems in a
computationally efficient manner remains elusive. In response, we propose a
probabilistic dynamic CS signal model that captures both amplitude and support
correlation structure, and describe an approximate message passing algorithm
that performs soft signal estimation and support detection with a computational
complexity that is linear in all problem dimensions. The algorithm, DCS-AMP,
can perform either causal filtering or non-causal smoothing, and is capable of
learning model parameters adaptively from the data through an
expectation-maximization learning procedure. We provide numerical evidence that
DCS-AMP performs within 3 dB of oracle bounds on synthetic data under a variety
of operating conditions. We further describe the result of applying DCS-AMP to
two real dynamic CS datasets, as well as a frequency estimation task, to
bolster our claim that DCS-AMP is capable of offering state-of-the-art
performance and speed on real-world high-dimensional problems.Comment: 32 pages, 7 figure
Learning sparse representations of depth
This paper introduces a new method for learning and inferring sparse
representations of depth (disparity) maps. The proposed algorithm relaxes the
usual assumption of the stationary noise model in sparse coding. This enables
learning from data corrupted with spatially varying noise or uncertainty,
typically obtained by laser range scanners or structured light depth cameras.
Sparse representations are learned from the Middlebury database disparity maps
and then exploited in a two-layer graphical model for inferring depth from
stereo, by including a sparsity prior on the learned features. Since they
capture higher-order dependencies in the depth structure, these priors can
complement smoothness priors commonly used in depth inference based on Markov
Random Field (MRF) models. Inference on the proposed graph is achieved using an
alternating iterative optimization technique, where the first layer is solved
using an existing MRF-based stereo matching algorithm, then held fixed as the
second layer is solved using the proposed non-stationary sparse coding
algorithm. This leads to a general method for improving solutions of state of
the art MRF-based depth estimation algorithms. Our experimental results first
show that depth inference using learned representations leads to state of the
art denoising of depth maps obtained from laser range scanners and a time of
flight camera. Furthermore, we show that adding sparse priors improves the
results of two depth estimation methods: the classical graph cut algorithm by
Boykov et al. and the more recent algorithm of Woodford et al.Comment: 12 page
A Max-Product EM Algorithm for Reconstructing Markov-tree Sparse Signals from Compressive Samples
We propose a Bayesian expectation-maximization (EM) algorithm for
reconstructing Markov-tree sparse signals via belief propagation. The
measurements follow an underdetermined linear model where the
regression-coefficient vector is the sum of an unknown approximately sparse
signal and a zero-mean white Gaussian noise with an unknown variance. The
signal is composed of large- and small-magnitude components identified by
binary state variables whose probabilistic dependence structure is described by
a Markov tree. Gaussian priors are assigned to the signal coefficients given
their state variables and the Jeffreys' noninformative prior is assigned to the
noise variance. Our signal reconstruction scheme is based on an EM iteration
that aims at maximizing the posterior distribution of the signal and its state
variables given the noise variance. We construct the missing data for the EM
iteration so that the complete-data posterior distribution corresponds to a
hidden Markov tree (HMT) probabilistic graphical model that contains no loops
and implement its maximization (M) step via a max-product algorithm. This EM
algorithm estimates the vector of state variables as well as solves iteratively
a linear system of equations to obtain the corresponding signal estimate. We
select the noise variance so that the corresponding estimated signal and state
variables obtained upon convergence of the EM iteration have the largest
marginal posterior distribution. We compare the proposed and existing
state-of-the-art reconstruction methods via signal and image reconstruction
experiments.Comment: To appear in IEEE Transactions on Signal Processin
Hybrid approximate message passing
Gaussian and quadratic approximations of message passing algorithms on graphs have attracted considerable recent attention due to their computational simplicity, analytic tractability, and wide applicability in optimization and statistical inference problems. This paper presents a systematic framework for incorporating such approximate message passing (AMP) methods in general graphical models. The key concept is a partition of dependencies of a general graphical model into strong and weak edges, with the weak edges representing interactions through aggregates of small, linearizable couplings of variables. AMP approximations based on the Central Limit Theorem can be readily applied to aggregates of many weak edges and integrated with standard message passing updates on the strong edges. The resulting algorithm, which we call hybrid generalized approximate message passing (HyGAMP), can yield significantly simpler implementations of sum-product and max-sum loopy belief propagation. By varying the partition of strong and weak edges, a performance--complexity trade-off can be achieved. Group sparsity and multinomial logistic regression problems are studied as examples of the proposed methodology.The work of S. Rangan was supported in part by the National Science Foundation under Grants 1116589, 1302336, and 1547332, and in part by the industrial affiliates of NYU WIRELESS. The work of A. K. Fletcher was supported in part by the National Science Foundation under Grants 1254204 and 1738286 and in part by the Office of Naval Research under Grant N00014-15-1-2677. The work of V. K. Goyal was supported in part by the National Science Foundation under Grant 1422034. The work of E. Byrne and P. Schniter was supported in part by the National Science Foundation under Grant CCF-1527162. (1116589 - National Science Foundation; 1302336 - National Science Foundation; 1547332 - National Science Foundation; 1254204 - National Science Foundation; 1738286 - National Science Foundation; 1422034 - National Science Foundation; CCF-1527162 - National Science Foundation; NYU WIRELESS; N00014-15-1-2677 - Office of Naval Research
Energy-efficient information inference in wireless sensor networks based on graphical modeling
This dissertation proposes a systematic approach, based on a probabilistic graphical model, to infer missing observations in wireless sensor networks (WSNs) for sustaining environmental monitoring. This enables us to effectively address two critical challenges in WSNs: (1) energy-efficient data gathering through planned communication disruptions resulting from energy-saving sleep cycles, and (2) sensor-node failure tolerance in harsh environments. In our approach, we develop a pairwise Markov Random Field (MRF) to model the spatial correlations in a sensor network. Our MRF model is first constructed through automatic learning from historical sensed data, by using Iterative Proportional Fitting (IPF). When the MRF model is constructed, Loopy Belief Propagation (LBP) is then employed to perform information inference to estimate the missing data given incomplete network observations. The proposed approach is then improved in terms of energy-efficiency and robustness from three aspects: model building, inference and parameter learning. The model and methods are empirically evaluated using multiple real-world sensor network data sets. The results demonstrate the merits of our proposed approaches
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