Přepis řeči - MAXIMUM A POSTERIORI BASED REGULARIZATION PARAMETER SELECTION

0:00:14	K a uh had a of on and the thank you for it and that is saying to my presentation
0:00:19	of
0:00:20	max is very their is the regularization at a selection and uh basically it's about uh a of based estimations
0:00:27	generally
0:00:28	but uh we are going to
0:00:31	i i explain our results in the context of of uh you a estimation
0:00:35	and uh
0:00:37	for this reason
0:00:39	you a problem
0:00:40	and how we can solve by
0:00:43	uh a sparse representation
0:00:46	and then yeah
0:00:48	we address the regularization parameter uh estimation problem
0:00:52	and we introduce a method to solve uh this problem and finally we compare the different method
0:01:00	oh
0:01:02	uh
0:01:03	particularly a problem we have a set of sources
0:01:06	and the
0:01:07	a set of uh a small area of sensors
0:01:10	and we are to uh estimated directions of the sources direction of arrival of the signals
0:01:16	uh to the sensors
0:01:18	only by having
0:01:19	uh
0:01:20	uh
0:01:22	the uh at the uh area point
0:01:25	so what our assumptions are that uh
0:01:28	the signals are narrow and and uh they are
0:01:30	and the the sources are very for
0:01:33	so that
0:01:35	we can write the uh there is a a a a
0:01:38	as the in your model of the sense that that so if you assume a source from a certain direction
0:01:44	fit
0:01:44	in the space
0:01:46	and we can write uh the received data
0:01:49	uh as a multiplication of a is to as you knowing the car which is dependent on the configuration of
0:01:54	this uh uh sensor are ready for a linear or and do with and that the at the
0:01:59	a a big to are we introduce here
0:02:02	so if we have any source
0:02:04	uh uh the total received that will be
0:02:07	uh uh
0:02:10	by a super per uh was super imposing posing a different elements will be a a linear combination of
0:02:15	uh uh the terms of which can be with in a matrix form
0:02:19	oh of course uh are we have a
0:02:21	always a noise
0:02:23	there
0:02:26	so are many ways to solve this problem
0:02:28	but uh and
0:02:30	many of them like subspace so as what we have able but a for uh the problem that the are
0:02:35	not general for example in one assumption option and one that are at case
0:02:38	it they fail
0:02:39	so uh uh the most general a solution is the loss of a solution
0:02:45	and that we are going to explain now
0:02:47	uh for uh a base estimation we need to discrete time this space
0:02:51	and the uh
0:02:52	then uh
0:02:54	we have some that the sources are uh
0:02:57	i mean uh we with a very fine estimation are you will get a a a a a a a
0:03:02	a estimation of so this is the quantization noise introduced by discrete i in the space
0:03:06	uh but
0:03:08	that
0:03:09	we introduce
0:03:11	many many in real sources for each grid point in the space
0:03:15	uh most of them are sending zero except to the the the sources that are we are interested in
0:03:21	so we are introducing a very lying uh a vector of sources
0:03:25	and most of them or zero
0:03:28	and then we can write a model that method by the previous
0:03:31	uh a a a a uh as a a linear combination of the source
0:03:36	and now a G is the vector a is that matrix use of all the steering vectors and a for
0:03:40	the degree
0:03:41	and it is very five trees
0:03:43	so even if there is no noise this model cannot be solve this get it because a is not a
0:03:48	veritable
0:03:50	so we need a a a a constraint obviously as about uh uh the number of sources number of sources
0:03:55	uh uh or uh a constrained to a a a to you know i mean the to signal is uh
0:04:00	a sparse and the number of men and nonzero elements are know
0:04:04	uh uh to express it in a general
0:04:06	and situation when we have many a snapshots is the usual way is that
0:04:10	uh we look at the
0:04:12	a extended sources
0:04:14	in the direction direction wise can we introduce
0:04:18	yeah
0:04:19	average average power from each direction of a space
0:04:22	given "'em" by their average energy of the sources from that direction for the direction that there's no source
0:04:27	yeah a it will be zero
0:04:29	so is your norm of uh uh this come a vector which is long in itself
0:04:33	uh gives the the number of source
0:04:37	then
0:04:38	the maximum likelihood
0:04:39	is to can be written as
0:04:42	this this is the usual max some like to this is
0:04:46	uh related to the model and the constrained about the number of nonzero L
0:04:52	so it's it's a hard to solve this problem is as hard as solving a use maximum like to in
0:04:57	in nineteen your
0:04:58	a square
0:04:59	and uh what
0:05:00	has been done is that you can write it in this uh
0:05:04	equivalent form and then
0:05:06	replace this zero norm which one or
0:05:10	and uh this is a a an approximation but it works
0:05:13	uh and the reason is that a which is explained by teacher and so
0:05:17	uh
0:05:19	the reason is that
0:05:20	with so in its optimization it's more probable to heat for uh this is
0:05:25	corners like here
0:05:27	uh in the diamond shape to the damage that uh
0:05:31	sort is introduced by the one or
0:05:34	so
0:05:34	if it's not this one
0:05:37	or you can buy use of and that so here we have a lot line one skit hand uh the
0:05:41	number of nonzero elements here
0:05:43	well it will see that on the controls a number of the sparsity of the source so uh if you
0:05:47	have a
0:05:48	more uh uh i i highest that higher value of long
0:05:51	and then we have a less source
0:05:53	the active uh in in the model so uh the question a would be phones estimation point of view
0:05:58	uh the question would be uh a how to choose the proper value of land
0:06:03	a for example in this example of we have a three
0:06:06	i sources and uh
0:06:08	probably this point should be chosen chosen by a method
0:06:12	but before going to the but a uh i need to
0:06:15	and reviews review some a a a points about the last so
0:06:19	so uh two
0:06:20	a estimate the number of sources if you want the simulation will get such an eight spectrum of or this
0:06:26	space
0:06:26	and then we need a special thing to choose which ones i active and which one is the psyche but
0:06:31	is not a problem because difference is very high
0:06:34	and uh
0:06:36	it the lasso so based estimation is a good estimate or or of the direction but uh it's biased for
0:06:41	or sources
0:06:42	and the
0:06:44	so well if you want to good estimation of the sources is that the product of the
0:06:48	i is the part of the main problem but
0:06:50	if you are interested in that then you have to solve a
0:06:54	and uh another estimation again by
0:06:56	assuming and known direction as and it will be a usual uh max and uh
0:07:01	usual
0:07:02	the uh it is a square
0:07:04	my
0:07:05	and now we are uh to the problem of the regularization parameter selection uh first like just
0:07:11	we use some concepts in a a estimation to especially for the maximum a posteriori estimator
0:07:16	so i uh if you write the log out
0:07:18	exactly
0:07:19	scale bombs
0:07:22	can maybe like
0:07:25	and uh the combination of the prime your
0:07:27	and the the model we have a
0:07:29	so uh the question of how to choose the prior
0:07:32	there are two ways to think about it a one way is that the the prior
0:07:35	is the
0:07:38	uh the point you're is given by the physics i i
0:07:41	a it's given by the nature and uh it's a part of the model
0:07:44	but the the way that uh the prime or is the two
0:07:47	two
0:07:48	apply some properties to the estimation
0:07:52	so how we uh uh do the in the second way of thinking
0:07:56	uh a to illustrate it uh
0:07:59	a will show this
0:08:00	uh graph which
0:08:01	well uh one of the axes
0:08:03	the
0:08:03	probably there are for an estimator
0:08:05	uh when the the but the values of true parameter values or to come one and S one
0:08:10	and the the other their as would be a problem to of error white this estimator
0:08:14	i when the true by do the parameters of to to to an S two and that there is a
0:08:17	tradeoff between a this to you cannot be good as a whole something
0:08:21	and by choosing the prior are actually moving the score
0:08:25	uh and the probably you need to a you want to be here if you don't have any preference
0:08:31	uh you want to be good
0:08:32	for all of them and that's why we choose the prior
0:08:36	usually a a a from prior what works well but that's always and
0:08:41	uh a here you can see that
0:08:43	if if a a are good and one at them to the case where than for example the noise
0:08:46	was a zero or the number of just go to infinity
0:08:49	then uh it's possible to get a better estimation the mute a new this man i mean a
0:08:55	at the same time you will get a good estimation for all the
0:08:58	uh
0:08:59	but
0:09:01	so uh one uh a hard uh example a the selection with which we are interested because we want to
0:09:06	know how to choose the right land uh which is equivalent to choosing the
0:09:10	right model order
0:09:11	uh uh and the uh and you can see uh a
0:09:14	choosing a uniform will be and over feet there has been a and
0:09:18	many
0:09:19	uh discussions is about how to choose a prior a good prior and that there are there have been some
0:09:24	would prior or as a based an asymptotic case
0:09:27	uh for for example for
0:09:28	no a but uh
0:09:30	number of snapshots
0:09:31	which given by a i I C or and the L
0:09:35	and here we introduce the and the uh
0:09:37	and which uh chooses the best model
0:09:40	uh as the model that describes the date i mean less number of bits
0:09:44	and this can be expressed is one
0:09:47	uh
0:09:47	a term is related to the number of bits
0:09:50	of the parameters and this one is the number of
0:09:53	they'd have it's
0:09:55	with respect to the
0:09:56	parameters we chose
0:09:58	and that you can see there is a relation between
0:10:01	a a maximum likelihood and
0:10:03	uh the
0:10:05	and here for our problem in be at given by
0:10:08	this for me a no
0:10:10	and
0:10:10	you at them all
0:10:12	as you can see for mean is not as work will work very about what uh for a low number
0:10:16	of snapshots doesn't work
0:10:19	so
0:10:20	uh
0:10:22	as we are are for a in the case of one a snapshot it's
0:10:25	tends to well were fit the model again
0:10:28	and yeah we need to one to choose and don't the prior
0:10:32	the good way to choose or a prior is to look at the last it's so because lots of works
0:10:36	so
0:10:36	probably uh it will it is it gives us a good prior as well so if you we compare the
0:10:41	maximum likelihood we a lot so
0:10:43	uh formulation you will see that
0:10:45	if we choose
0:10:49	uh a laplacian prior then
0:10:51	we can compare
0:10:55	i some likelihood we are K and then you can use the maximum likelihood or
0:10:59	uh choosing a that
0:11:02	it give this estimator or it is is actually
0:11:04	uh discuss in a in many papers that
0:11:08	this doesn't work
0:11:09	it actually works but the the problem is that only works for a high snrs where you are very close
0:11:15	to the case
0:11:15	where actually every prior may more
0:11:18	uh uh and the as you can see now it follows the right answer the minimum is related to the
0:11:23	true number of sources
0:11:25	but it as the tracker so
0:11:27	so what the problem the problem is that we are doing in a giving uh a high probability to not
0:11:32	desired values
0:11:33	uh uh actually a we we are not interested in be high dimensional uh speech but the laplacian prior gives
0:11:39	us a
0:11:40	uh
0:11:41	the the main problem the probability is given to very high dimension space
0:11:46	so remove that or
0:11:48	and we constraint the
0:11:49	a probability density function
0:11:51	the for the prior
0:11:52	to the don't a low dimensional space and is given my
0:11:58	this is not there's one
0:11:59	this an up there shown where the uh but only over
0:12:02	though that a low dimensional space that
0:12:04	and then uh solving for uh maximum likelihood would get such a a a a a a as which or
0:12:09	but at something and and six more
0:12:12	uh a deterministic but unknown parameters and then you can use
0:12:16	the rubber the estimation of sick man and
0:12:18	uh as explained before
0:12:22	to get an image
0:12:23	and as a result you can compare it to the and the uh
0:12:27	so we have a uh
0:12:29	the maps estimate i mismatch
0:12:31	with at that is made
0:12:33	by playing with the optimized actually
0:12:35	a a you have we can have many queen wasn't forms of a optimisation and all of them can can
0:12:40	interpret it in different friend
0:12:42	uh
0:12:44	by using in four
0:12:45	so uh
0:12:47	and uh i there is a long discussion the paper or i'm not going to be the that's really but
0:12:51	then
0:12:52	that you can see by plane with optimized the will get you different priors but all of them
0:12:57	or
0:12:58	working very well
0:13:00	uh but as you can see uh there is like slightly different related to
0:13:05	and
0:13:07	the prior your
0:13:08	that you play and you change the point in your career
0:13:11	but and and he does not work and it
0:13:13	probably works for
0:13:15	i mission
0:13:16	oh are there is a
0:13:18	uh uh at the conclusion a uh we have the less so can and uh
0:13:23	it's words
0:13:24	and
0:13:24	you can choose a uh two
0:13:26	i uh use the
0:13:28	you a model order selection but you also can choose the asymptotic here
0:13:32	uh you can choose uh uh the law that so as a
0:13:34	uh
0:13:35	prior
0:13:36	to
0:13:37	the the model order and
0:13:38	in this case what of what's much more it
0:13:40	so thank you
0:13:42	and
0:13:49	yeah so
0:14:01	yeah
0:14:02	maximum
0:14:06	this is me
0:14:07	less
0:14:08	but i guess you i think what right
0:14:10	that look at all probably to should be max maximum of problem to you
0:14:15	and arabic bic which are usually are
0:14:17	so you're using the mike the negative like
0:14:20	so you're writing then
0:14:21	mean
0:14:29	since your
0:14:30	discrete C
0:14:31	don't
0:14:32	uh why is it that you to detect search clear peaks
0:14:35	should be able to to sure should shouldn't
0:14:37	yeah by
0:14:38	cool fishing P R to kick
0:14:43	or in one of
0:14:45	much previous slide
0:14:47	yeah
0:14:48	uh
0:14:49	actually a that there there are some proof that
0:14:52	well
0:14:55	i
0:14:55	zero no and one or might but and some you but looks order to show that there is a low
0:15:00	correlations between the columns of your
0:15:03	a a or in this case your discrete choice in space so
0:15:06	to see mark are conditionally all right that's
0:15:09	actually i i i
0:15:10	well as you
0:15:12	proof that this case
0:15:14	right
0:15:15	image matrix
0:15:16	oh
0:15:17	from
0:15:18	that man
0:15:19	is K
0:15:20	do you we have a sparse
0:15:22	still
0:15:24	okay
0:15:26	and you have the question
0:15:31	i do have a question
0:15:33	oh it seems that you have some kind of mixture between uh that's a deterministic
0:15:38	approach and a bayesian approach so what why don't you go to yeah
0:15:42	a long to full by way assuming that
0:15:44	um guys
0:15:46	i by
0:15:47	we some
0:15:48	should
0:15:49	yeah
0:15:50	or way that
0:15:51	i i mean
0:15:52	i i the first approach that
0:15:54	and
0:15:56	right
0:15:57	prior you know
0:15:59	is a way to look at
0:16:00	but the it doesn't work and
0:16:02	in the literature are some paper that used for some or prior
0:16:06	and and it's by jeanne
0:16:08	a
0:16:09	but uh
0:16:13	i i want to say that uh
0:16:15	there is no way to think
0:16:16	you can go back what the back get and you always choose a of the prior you want is a
0:16:20	higher elevation
0:16:22	uh
0:16:23	oh at some extent should
0:16:25	i thought
0:16:27	okay thank you

MAXIMUM A POSTERIORI BASED REGULARIZATION PARAMETER SELECTION

Detection and Estimation

Přednášející: Ashkan Panahi, Autoři: Ashkan Panahi, Mats Viberg, Chalmers University of Technology, Sweden