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ADAPTIVE MATCHING PURSUIT FOR SPARSE SIGNAL RECOVERY

Abstract: 

Spike and Slab priors have been of much recent interest in signal processing as a means of inducing sparsity in Bayesian inference. Applications domains that benefit from the use of these priors include sparse recovery, regression and classification. It is well-known that solving for the sparse coefficient vector to maximize these priors results in a hard non-convex and mixed integer programming problem. Most existing solutions to this optimization problem either involve simplifying assumptions/relaxations or are computationally expensive. We propose a new greedy and adaptive matching pursuit (AMP) algorithm to directly solve this hard problem. Essentially, in each step of the algorithm, the set of active elements would be updated by either adding or removing one index, whichever results in better improvement. In addition, the intermediate steps of the algorithm are calculated via an inexpensive Cholesky decomposition which makes the algorithm much faster. Results on simulated data sets as well as real-world image recovery challenges confirm the benefits of the proposed AMP, particularly in providing a superior cost-quality trade-off over existing alternatives.

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Paper Details

Authors:
Tiep H. Vu, Hojjat S. Mousavi, Vishal Monga
Submitted On:
27 February 2017 - 9:59pm
Short Link:
Type:
Poster
Event:
Presenter's Name:
Tiep Vu
Paper Code:
2168
Document Year:
2017
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Document Files

Poster_ICASSP_2017_AMP.pdf

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[1] Tiep H. Vu, Hojjat S. Mousavi, Vishal Monga, "ADAPTIVE MATCHING PURSUIT FOR SPARSE SIGNAL RECOVERY", IEEE SigPort, 2017. [Online]. Available: http://sigport.org/1467. Accessed: May. 28, 2017.
@article{1467-17,
url = {http://sigport.org/1467},
author = {Tiep H. Vu; Hojjat S. Mousavi; Vishal Monga },
publisher = {IEEE SigPort},
title = {ADAPTIVE MATCHING PURSUIT FOR SPARSE SIGNAL RECOVERY},
year = {2017} }
TY - EJOUR
T1 - ADAPTIVE MATCHING PURSUIT FOR SPARSE SIGNAL RECOVERY
AU - Tiep H. Vu; Hojjat S. Mousavi; Vishal Monga
PY - 2017
PB - IEEE SigPort
UR - http://sigport.org/1467
ER -
Tiep H. Vu, Hojjat S. Mousavi, Vishal Monga. (2017). ADAPTIVE MATCHING PURSUIT FOR SPARSE SIGNAL RECOVERY. IEEE SigPort. http://sigport.org/1467
Tiep H. Vu, Hojjat S. Mousavi, Vishal Monga, 2017. ADAPTIVE MATCHING PURSUIT FOR SPARSE SIGNAL RECOVERY. Available at: http://sigport.org/1467.
Tiep H. Vu, Hojjat S. Mousavi, Vishal Monga. (2017). "ADAPTIVE MATCHING PURSUIT FOR SPARSE SIGNAL RECOVERY." Web.
1. Tiep H. Vu, Hojjat S. Mousavi, Vishal Monga. ADAPTIVE MATCHING PURSUIT FOR SPARSE SIGNAL RECOVERY [Internet]. IEEE SigPort; 2017. Available from : http://sigport.org/1467