The weekly SILO Seminar Series is made possible through the generous support of the 3M Company and its Advanced Technology Group


with additional support from the Analytics Group of the Northwestern Mutual Life Insurance Company

Northwestern Mutual

Compressed Sensing with Structured Sparsity | Canonical Estimation in a Rare-Events Regime

Nikhil Rao and Vincent Tan, Graduate Student and Postdoc in ECE respectively

Date and Time: Oct 05, 2011 (12:30 PM)
Location: Orchard room (3280) at the Wisconsin Institute for Discovery Building


Title: Canonical Estimation in a Rare-Events Regime
by Vincent Tan

We propose a general methodology for performing statistical inference within a `rare-events regime' that was recently suggested by Wagner, Viswanath and Kulkarni. Our approach allows one to easily establish consistent estimators for a very large class of canonical estimation problems, in a large alphabet setting. These include the problems studied in the original paper, such as entropy and probability estimation, in addition to many other interesting ones. We particularly illustrate this approach by consistently estimating the size of the alphabet and the range of the probabilities. We start by proposing an abstract methodology based on constructing a probability measure with the desired asymptotic properties. We then demonstrate two concrete constructions by casting the Good-Turing estimator as a pseudo-empirical measure, and by using the theory of mixture model estimation.

Title: Compressed Sensing with Structured Sparsity
by Nikhil Rao

Standard compressive sensing results state that to exactly recover an s sparse signal in Rp , one requires O (s log p ) measurements. While this bound is extremely useful in practice, often real world signals are not only sparse, but also exhibit structure in the sparsity pattern. We focus on group-structured patterns. Under this model, groups of signal coefficients are active (or inactive) together. The groups are predefined, but the particular set of groups that are active (i.e., in the signal support) must be learned from measurements. We show that exploiting knowledge of groups can further reduce the number of measurements required for exact signal recovery, and derive bounds for the same. The number of measurements needed only depends on the number of groups under consideration, and not the particulars of the groups (e.g., compositions, sizes, extents, overlaps, etc.). The results are also shown to predict experimental performance quite well.