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Hyperparameter-free...
Hyperparameter-free sparse regression of grouped variables
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- Kronvall, Ted (författare)
- Lund University,Lunds universitet,Statistical Signal Processing Group,Forskargrupper vid Lunds universitet,Lund University Research Groups
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- Adalbjornsson, Stefan Ingi (författare)
- Lund University,Lunds universitet,Matematik LTH,Matematikcentrum,Institutioner vid LTH,Lunds Tekniska Högskola,Mathematics (Faculty of Engineering),Centre for Mathematical Sciences,Departments at LTH,Faculty of Engineering, LTH
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- Nadig, Santhosh (författare)
- Lund University
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- Jakobsson, Andreas (författare)
- Lund University,Lunds universitet,Statistical Signal Processing Group,Forskargrupper vid Lunds universitet,Lund University Research Groups
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(creator_code:org_t)
- 2017
- 2017
- Engelska 5 s.
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Ingår i: Conference Record of the 50th Asilomar Conference on Signals, Systems and Computers, ACSSC 2016. - 9781538639542 ; , s. 394-398
- Relaterad länk:
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http://dx.doi.org/10...
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https://lup.lub.lu.s...
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https://doi.org/10.1...
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Abstract
Ämnesord
Stäng
- In this paper, we introduce a novel framework for semi-parametric estimation of an unknown number of signals, each parametrized by a group of components. Via a reformulation of the covariance fitting criteria, we formulate a convex optimization problem over a grid of candidate representations, promoting solutions with only a few active groups. Utilizing the covariance fitting allows for a hyperparameter-free estimation procedure, highly robust against coherency between candidates, while still allowing for a computationally efficient implementation. Numerical simulations illustrate how the proposed method offers a performance similar to the group-LASSO for incoherent dictionaries, and superior performance for coherent dictionaries.
Ämnesord
- NATURVETENSKAP -- Matematik -- Sannolikhetsteori och statistik (hsv//swe)
- NATURAL SCIENCES -- Mathematics -- Probability Theory and Statistics (hsv//eng)
- TEKNIK OCH TEKNOLOGIER -- Elektroteknik och elektronik -- Signalbehandling (hsv//swe)
- ENGINEERING AND TECHNOLOGY -- Electrical Engineering, Electronic Engineering, Information Engineering -- Signal Processing (hsv//eng)
Nyckelord
- convex optimization
- covariance fitting
- group sparsity
- multi-pitch estimation
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- kon (ämneskategori)
- ref (ämneskategori)
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