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Sparse Bayesian learning (SBL) is a powerful framework for tackling the sparse coding problem while also providing uncertainty quantification. However, the most popular inference algorithms for SBL become too expensive for high-dimensional problems due to the need to maintain a large covariance matrix. To resolve this issue, we introduce a new SBL inference algorithm that avoids explicit computation of the covariance matrix, thereby saving significant time and space. Instead of performing costly matrix
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This study addresses the problem of discrete signal reconstruction from the perspective of sparse Bayesian learning (SBL). Generally, it is intractable to perform the Bayesian inference with the ideal discretization prior under the SBL framework. To overcome this challenge, we introduce a novel discretization enforcing prior to exploit the knowledge of the discrete nature of the signal-of-interest. By integrating the discretization enforcing prior into the SBL framework and applying the variational Bayesian inference (VBI) methodology, we devise an alternating update algorithm to jointly characterize the finite alphabet feature and reconstruct the unknown signal. When the measurement matrix is i.i.d. Gaussian per component, we further embed the generalized approximate message passing (GAMP) into the VBI-based method, so as to directly adopt the ideal prior and significantly reduce the computational burden. Simulation results demonstrate substantial performance improvement of the two proposed methods over existing schemes. Moreover, the GAMP-based variant outperforms the VBI-based method with an i.i.d. Gaussian measurement matrix but it fails to work for non i.i.d. Gaussian matrices.
Existing SAR tomography (TomoSAR) algorithms are mostly based on an inversion of the SAR imaging model, which are often computationally expensive. Previous study showed perspective of using data-driven methods like KPCA to decompose the signal and reduce the computational complexity. This paper gives a preliminary demonstration of a new data-driven method based on sparse Bayesian learning. Experiments on simulated data show that the proposed method significantly outperforms KPCA methods in estimating the steering vectors of the scatterers. This gives a perspective of data-drive approach or combining it with model-driven approach for high precision tomographic inversion of large areas.
Sparse Bayesian learning (SBL) can be implemented with low complexity based on the approximate message passing (AMP) algorithm. However, it does not work well for a generic measurement matrix, which may cause AMP to diverge. Damped AMP has been used for SBL to alleviate the problem at the cost of reducing convergence speed. In this work, we propose a new SBL algorithm based on structured variational inference, leveraging AMP with a unitary transformation (UAMP). Both single measurement vector and multiple measurement vector problems are investigated. It is shown that, compared to state-of-the-art AMP-based SBL algorithms, the proposed UAMP-SBL is more robust and efficient, leading to remarkably better performance.
We consider the problem of estimating high-dimensional covariance matrices of a particular structure, which is a summation of low rank and sparse matrices. This covariance structure has a wide range of applications including factor analysis and random effects models. We propose a Bayesian method of estimating the covariance matrices by representing the covariance model in the form of a factor model with unknown number of latent factors. We introduce binary indicators for factor selection and rank estimation for the low rank component combined with a Bayesian lasso method for the sparse component estimation. Simulation studies show that our method can recover the rank as well as the sparsity of the two components respectively. We further extend our method to a graphical factor model where the graphical model of the residuals as well as selecting the number of factors is of interest. We employ a hyper-inverse Wishart prior for modeling decomposable graphs of the residuals, and a Bayesian graphical lasso selection method for unrestricted graphs. We show through simulations that the extended models can recover both the number of latent factors and the graphical model of the residuals successfully when the sample size is sufficient relative to the dimension.
Purpose: Localizing the sources of electrical activity from electroencephalographic (EEG) data has gained considerable attention over the last few years. In this paper, we propose an innovative source localization method for EEG, based on Sparse Bayesian Learning (SBL). Methods: To better specify the sparsity profile and to ensure efficient source localization, the proposed approach considers grouping of the electrical current dipoles inside human brain. SBL is used to solve the localization problem in addition with imposed constraint that the electric current dipoles associated with the brain activity are isotropic. Results: Numerical experiments are conducted on a realistic head model that is obtained by segmentation of MRI images of the head and includes four major components, namely the scalp, the skull, the cerebrospinal fluid (CSF) and the brain, with appropriate relative conductivity values. The results demonstrate that the isotropy constraint significantly improves the performance of SBL. In a noiseless environment, the proposed method was 1 found to accurately (with accuracy of >75%) locate up to 6 simultaneously active sources, whereas for SBL without the isotropy constraint, the accuracy of finding just 3 simultaneously active sources was <75%. Conclusions: Compared to the state-of-the-art algorithms, the proposed method is potentially more consistent in specifying the sparsity profile of human brain activity and is able to produce better source localization for EEG.
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