Type I and Type II Bayesian Methods for Sparse Signal Recovery Using Scale Mixtures

DOI10.1109/TSP.2016.2546231zbMATH Open1414.94215arXiv1507.05087MaRDI QIDQ4619645FDOQ4619645

B. D. Rao, Ritwik Giri

Publication date: 7 February 2019

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Abstract: In this paper, we propose a generalized scale mixture family of distributions, namely the Power Exponential Scale Mixture (PESM) family, to model the sparsity inducing priors currently in use for sparse signal recovery (SSR). We show that the successful and popular methods such as LASSO, Reweighted $el{l}_1$ and Reweighted $el{l}_2$ methods can be formulated in an unified manner in a maximum a posteriori (MAP) or Type I Bayesian framework using an appropriate member of the PESM family as the sparsity inducing prior. In addition, exploiting the natural hierarchical framework induced by the PESM family, we utilize these priors in a Type II framework and develop the corresponding EM based estimation algorithms. Some insight into the differences between Type I and Type II methods is provided and of particular interest in the algorithmic development is the Type II variant of the popular and successful reweighted $el{l}_1$ method. Extensive empirical results are provided and they show that the Type II methods exhibit better support recovery than the corresponding Type I methods.

Full work available at URL: https://arxiv.org/abs/1507.05087

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Cited In (2)

• Estimation and Uncertainty Quantification for Piecewise Smooth Signal Recovery
• Detecting edges from non-uniform Fourier data via sparse Bayesian learning

This page was built for publication: Type I and Type II Bayesian Methods for Sparse Signal Recovery Using Scale Mixtures

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4619645)