Bayesian orthogonal component analysis for sparse representation

Details Bayesian orthogonal component analysis for sparse representation Bayesian orthogonal component analysis for sparse representation

2009-08-31

arxiv.org/abs/0908.4489v3

IEEE Trans. Signal Processing, vol. 58. no. 5, pp. 2675-2685, May 2010

Statistics

Methodology

Revised version. Accepted to IEEE Trans. Signal Processing

Scientific paper

10.1109/TSP.2010.2041594

This paper addresses the problem of identifying a lower dimensional space where observed data can be sparsely represented. This under-complete dictionary learning task can be formulated as a blind separation problem of sparse sources linearly mixed with an unknown orthogonal mixing matrix. This issue is formulated in a Bayesian framework. First, the unknown sparse sources are modeled as Bernoulli-Gaussian processes. To promote sparsity, a weighted mixture of an atom at zero and a Gaussian distribution is proposed as prior distribution for the unobserved sources. A non-informative prior distribution defined on an appropriate Stiefel manifold is elected for the mixing matrix. The Bayesian inference on the unknown parameters is conducted using a Markov chain Monte Carlo (MCMC) method. A partially collapsed Gibbs sampler is designed to generate samples asymptotically distributed according to the joint posterior distribution of the unknown model parameters and hyperparameters. These samples are then used to approximate the joint maximum a posteriori estimator of the sources and mixing matrix. Simulations conducted on synthetic data are reported to illustrate the performance of the method for recovering sparse representations. An application to sparse coding on under-complete dictionary is finally investigated.

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