A fast and accurate first-order algorithm for compressed sensing

This paper introduces a new, fast and accurate algorithm for solving problems in the area of compressed sensing, and more generally, in the area of signal and image reconstruction from indirect measurements. This algorithm is inspired by recent progress in the development of novel first-order methods in convex optimization, most notably Nesterov’s smoothing technique. In particular, there is a crucial property thatmakes thesemethods extremely efficient for solving compressed sensing problems. Numerical experiments show the promising performance of our method to solve problems which involve the recovery of signals spanning a large dynamic range

Astronomical Data Analysis and Sparsity: from Wavelets to Compressed Sensing

Wavelets have been used extensively for several years now in astronomy for many purposes, ranging from data filtering and deconvolution, to star and galaxy detection or cosmic ray removal. More recent sparse representations such ridgelets or curvelets have also been proposed for the detection of anisotropic features such cosmic strings in the cosmic microwave background. We review in this paper a range of methods based on sparsity that have been proposed for astronomical data analysis. We also discuss what is the impact of Compressed Sensing, the new sampling theory, in astronomy for collecting the data, transferring them to the earth or reconstructing an image from incomplete measurements.Comment: Submitted. Full paper will figures available at http://jstarck.free.fr/IEEE09_SparseAstro.pd

Sparse and Non-Negative BSS for Noisy Data

Non-negative blind source separation (BSS) has raised interest in various fields of research, as testified by the wide literature on the topic of non-negative matrix factorization (NMF). In this context, it is fundamental that the sources to be estimated present some diversity in order to be efficiently retrieved. Sparsity is known to enhance such contrast between the sources while producing very robust approaches, especially to noise. In this paper we introduce a new algorithm in order to tackle the blind separation of non-negative sparse sources from noisy measurements. We first show that sparsity and non-negativity constraints have to be carefully applied on the sought-after solution. In fact, improperly constrained solutions are unlikely to be stable and are therefore sub-optimal. The proposed algorithm, named nGMCA (non-negative Generalized Morphological Component Analysis), makes use of proximal calculus techniques to provide properly constrained solutions. The performance of nGMCA compared to other state-of-the-art algorithms is demonstrated by numerical experiments encompassing a wide variety of settings, with negligible parameter tuning. In particular, nGMCA is shown to provide robustness to noise and performs well on synthetic mixtures of real NMR spectra.Comment: 13 pages, 18 figures, to be published in IEEE Transactions on Signal Processin

Sparsity and morphological diversity for hyperspectral data analysis

Recently morphological diversity and sparsity have emerged as new and effective sources of diversity for Blind Source Separation. Based on these new concepts, novelmethods such as Generalized Morphological Component Analysis have been put forward. The latter takes advantage of the very sparse representation of structured data in large overcomplete dictionaries, to separate sources based on their morphology. Building on GMCA, the purpose of this contribution is to describe a new algorithm for hyperspectral data processing. Large-scale hyperspectral data refers to collected data that exhibit sparse spectral signatures in addition to sparse spatial morphologies, in specified dictionaries of spectral and spatial waveforms. Numerical experiments are reported which demonstrate the validity of the proposed extension for solving source separation problems involving hyperspectral data

Sparse component separation for accurate CMB map estimation

The Cosmological Microwave Background (CMB) is of premier importance for the cosmologists to study the birth of our universe. Unfortunately, most CMB experiments such as COBE, WMAP or Planck do not provide a direct measure of the cosmological signal; CMB is mixed up with galactic foregrounds and point sources. For the sake of scientific exploitation, measuring the CMB requires extracting several different astrophysical components (CMB, Sunyaev-Zel'dovich clusters, galactic dust) form multi-wavelength observations. Mathematically speaking, the problem of disentangling the CMB map from the galactic foregrounds amounts to a component or source separation problem. In the field of CMB studies, a very large range of source separation methods have been applied which all differ from each other in the way they model the data and the criteria they rely on to separate components. Two main difficulties are i) the instrument's beam varies across frequencies and ii) the emission laws of most astrophysical components vary across pixels. This paper aims at introducing a very accurate modeling of CMB data, based on sparsity, accounting for beams variability across frequencies as well as spatial variations of the components' spectral characteristics. Based on this new sparse modeling of the data, a sparsity-based component separation method coined Local-Generalized Morphological Component Analysis (L-GMCA) is described. Extensive numerical experiments have been carried out with simulated Planck data. These experiments show the high efficiency of the proposed component separation methods to estimate a clean CMB map with a very low foreground contamination, which makes L-GMCA of prime interest for CMB studies.Comment: submitted to A&

Image Decomposition and Separation Using Sparse Representations: An Overview

This paper gives essential insights into the use of sparsity and morphological diversity in image decomposition and source separation by reviewing our recent work in this field. The idea to morphologically decompose a signal into its building blocks is an important problem in signal processing and has far-reaching applications in science and technology. Starck , proposed a novel decomposition method—morphological component analysis (MCA)—based on sparse representation of signals. MCA assumes that each (monochannel) signal is the linear mixture of several layers, the so-called morphological components, that are morphologically distinct, e.g., sines and bumps. The success of this method relies on two tenets: sparsity and morphological diversity. That is, each morphological component is sparsely represented in a specific transform domain, and the latter is highly inefficient in representing the other content in the mixture. Once such transforms are identified, MCA is an iterative thresholding algorithm that is capable of decoupling the signal content. Sparsity and morphological diversity have also been used as a novel and effective source of diversity for blind source separation (BSS), hence extending the MCA to multichannel data. Building on these ingredients, we will provide an overview the generalized MCA introduced by the authors in and as a fast and efficient BSS method. We will illustrate the application of these algorithms on several real examples. We conclude our tour by briefly describing our software toolboxes made available for download on the Internet for sparse signal and image decomposition and separation