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Sparse signal recovery using a Bernoulli generalized Gaussian prior

Chaari, Lotfi and Tourneret, Jean-Yves and Chaux, Caroline Sparse signal recovery using a Bernoulli generalized Gaussian prior. (2015) In: 23rd European Signal Processing Conference (EUSIPCO 2015), 31 August 2015 - 4 September 2015 (Nice, France).

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Official URL: http://dx.doi.org/10.1109/EUSIPCO.2015.7362676


Bayesian sparse signal recovery has been widely investigated during the last decade due to its ability to automatically estimate regularization parameters. Prior based on mixtures of Bernoulli and continuous distributions have recently been used in a number of recent works to model the target signals, often leading to complicated posteriors. Inference is therefore usually performed using Markov chain Monte Carlo algorithms. In this paper, a Bernoulli-generalized Gaussian distribution is used in a sparse Bayesian regularization framework to promote a two-level flexible sparsity. Since the resulting conditional posterior has anon-differentiable energy function, the inference is conducted using the recently proposed non-smooth Hamiltonian Monte Carlo algorithm. Promising results obtained with synthetic data show the efficiency of the proposed regularization scheme.

Item Type:Conference or Workshop Item (Paper)
Additional Information:Thanks to IEEE editor. The definitive version is available at http://ieeexplore.ieee.org This papers appears in Proceedings of EUSIPCO 2015. Electronic ISBN: 978-0-9928-6263-3 Electronic ISSN: 2076-1465 The original PDF of the article can be found at: http://ieeexplore.ieee.org/document/7362676/ Personal use of this material is permitted. Permission from IEEE must be obtained for all other uses, in any current or future media, including reprinting/republishing this material for advertising or promotional purposes, creating new collective works, for resale or redistribution to servers or lists, or reuse of any copyrighted component of this work in other works.
Audience (conference):International conference proceedings
Uncontrolled Keywords:
Institution:Other partners > Aix-Marseille Université - AMU (FRANCE)
French research institutions > Centre National de la Recherche Scientifique - CNRS (FRANCE)
Université de Toulouse > Institut National Polytechnique de Toulouse - Toulouse INP (FRANCE)
Université de Toulouse > Université Toulouse III - Paul Sabatier - UT3 (FRANCE)
Université de Toulouse > Université Toulouse - Jean Jaurès - UT2J (FRANCE)
Université de Toulouse > Université Toulouse 1 Capitole - UT1 (FRANCE)
Laboratory name:
Deposited On:27 Feb 2017 10:21

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