Sparsity Constrained and Robust Time-series Signal Estimation

Here, we address sparse signal recovery in a Bayesian framework where sparsity is enforced on reconstruction coefficients via probabilistic priors. In particular, we focus on the setup of Yen et al. who employ a variant of spike and slab prior to encourage sparsity. The optimization problem resulting from this model has broad applicability in recovery and regression problems and is known to be a hard non-convex problem whose existing solutions involve simplifying assumptions and/or relaxations. Read More

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. Read More

Despite the fact that different objects possess distinct class-specific features, they also usually share common patterns. This observation has been exploited partially in a recently proposed dictionary learning framework by separating the particularity and the commonality (COPAR).Inspired by this, we propose a novel method to explicitly and simultaneously learn a set of common patterns as well as class-specific features for classification with more intuitive constraints. Read More