Abstract/Details

Bayesian methods for finding sparse representations


2006 2006

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Abstract (summary)

Finding the sparsest or minimum ℓ0-norm representation of a signal given a (possibly) overcomplete dictionary of basis vectors is an important problem in many application domains, including neuroelectromagnetic source localization, compressed sensing, sparse component analysis, feature selection, image restoration/compression, and neural coding. Unfortunately, the required optimization is typically NP-hard, and so approximate procedures that succeed with high probability are sought.

Nearly all current approaches to this problem, including orthogonal matching pursuit (OMP), basis pursuit (BP) (or the LASSO), and minimum ℓ p quasi-norm methods, can be viewed in Bayesian terms as performing standard MAP estimation using a fixed, sparsity-inducing prior. In contrast, we advocate empirical Bayesian approaches such as sparse Bayesian learning (SBL), which use a parameterized prior to encourage sparsity through a process called evidence maximization. We prove several results about the associated SBL cost function that elucidate its general behavior and provide solid theoretical justification for using it to find maximally sparse representations. Specifically, we show that the global SBL minimum is always achieved at the maximally sparse solution, unlike the BP cost function, while often possessing a more limited constellation of local minima than comparable MAP methods which share this property. We also derive conditions, dependent on the distribution of the nonzero model weights embedded in the optimal representation, such that SBL has no local minima. Finally, we demonstrate how a generalized form of SBL, out of a large class of latent-variable models, uniquely satisfies two minimal performance criteria directly linked to sparsity. These results lead to a deeper understanding of the connections between various Bayesian-inspired strategies and suggest new sparse learning algorithms.

Several extensions of SBL are also considered for handling sparse representations that arise in spatio-temporal settings and in the context of covariance component estimation. Here we assume that a small set of common features underly the observed data collected over multiple instances. The theoretical properties of these SBL-based cost functions are examined and evaluated in the context of existing methods. The resulting algorithms display excellent performance on extremely large, ill-posed, and ill-conditioned problems in neuroimaging, suggesting a strong potential for impacting this field and others.

Indexing (details)


Subject
Electrical engineering;
Artificial intelligence;
Statistics;
Biomedical research
Classification
0544: Electrical engineering
0800: Artificial intelligence
0463: Statistics
0541: Biomedical research
Identifier / keyword
Applied sciences; Pure sciences; Bayesian methods; Latent variable models; Sparse representations; Underdetermined inverse problems
Title
Bayesian methods for finding sparse representations
Author
Wipf, David Paul
Number of pages
244
Publication year
2006
Degree date
2006
School code
0033
Source
DAI-B 67/10, Dissertation Abstracts International
Place of publication
Ann Arbor
Country of publication
United States
ISBN
9780542908958
Advisor
Rao, Bhaskar D.
University/institution
University of California, San Diego
University location
United States -- California
Degree
Ph.D.
Source type
Dissertations & Theses
Language
English
Document type
Dissertation/Thesis
Dissertation/thesis number
3237064
ProQuest document ID
305353761
Copyright
Database copyright ProQuest LLC; ProQuest does not claim copyright in the individual underlying works.
Document URL
http://search.proquest.com/docview/305353761
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