Sparse Estimation using Bayesian Hierarchical Prior Modeling for Real and Complex Models

Details Sparse Estimation using Bayesian Hierarchical Prior Modeling for Real and Complex Models Sparse Estimation using Bayesian Hierarchical Prior Modeling for Real and Complex Models

2011-08-22

arxiv.org/abs/1108.4324v2

Statistics

Machine Learning

This work has been submitted to the IEEE Transactions on Signal Processing for possible publication

Scientific paper

This paper presents a sparse Bayesian inference approach that applies to sparse signal representation from overcomplete dictionaries in complex as well as real signal models. The approach is based on the two-layer hierarchical Bayesian prior representation of the Bessel K probability density function for the variable of interest. It allows for the Bayesian modeling of the l1-norm constraint for complex and real signals. In addition, the two-layer model leads to novel priors for the variable of interest that encourage more sparse representations than traditional prior models published in the literature do. An extension of the two-layer model to a three-layer model is also presented. Finally, we apply the fast Bayesian inference scheme by M. Tipping to the two- and three-layer hierarchical prior models to design iterative sparse estimators. We exploit the fact that the popular Fast Relevance Vector Machine (RVM) and Fast Laplace algorithms rely on the same inference scheme, yet on different hierarchical prior models, to compare the impact of the utilized prior model on the estimation performance. The numerical results show that the presented hierarchical prior models for sparse estimation effectively lead to sparse estimators with improved performance over Fast RVM and Fast Laplace in terms of convergence speed, sparseness and achieved mean-squared estimation error. In particular, our estimators show superior performance in low and moderate signal-to-noise ratio regimes, where state-of-the-art estimators fail to produce sparse signal representations.

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