Title :
Map estimation for Bayesian mixture models with submodular priors
Author :
El Halabi, Marwa ; Baldassarre, Leonetta ; Cevher, Volkan
Author_Institution :
LIONS, Ecole Polytech. Fed. de Lausanne, Lausanne, Switzerland
Abstract :
We propose a Bayesian approach where the signal structure can be represented by a mixture model with a submodular prior. We consider an observation model that leads to Lipschitz functions. Due to its combinatorial nature, computing the maximum a posteriori estimate for this model is NP-Hard, nonetheless our converging majorization-minimization scheme yields approximate estimates that, in practice, outperform state-of-the-art methods.
Keywords :
combinatorial mathematics; compressed sensing; computational complexity; mixture models; Bayesian approach; Bayesian mixture models; Lipschitz functions; NP-Hard; combinatorial nature; majorization-minimization scheme; map estimation; observation model; posteriori estimation; signal structure; submodular priors; Bayes methods; Compressed sensing; Computational modeling; Hidden Markov models; Matching pursuit algorithms; Minimization; Vectors; Compressive sensing; MAP estimate; Mixture models; Submodular;
Conference_Titel :
Machine Learning for Signal Processing (MLSP), 2014 IEEE International Workshop on
Conference_Location :
Reims
DOI :
10.1109/MLSP.2014.6958846