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Multi-Task Compressive Sensing with Dirichlet Process Priors






Compressive sensing (CS) is an emerging field that, under appropriate conditions, can significantly reduce the number of measurements required for a given signal. In many applications, one is interested in multiple signals that may be measured in multiple CS-type measurements, where here each signal corresponds to a sensing "task". In this paper we propose a novel multi-task compressive sensing framework based on a Bayesian formalism, where a Dirichlet process (DP) prior is employed, yielding a principled means of simultaneously inferring the appropriate sharing mechanisms as well as CS inversion for each task. A variational Bayesian (VB) inference algorithm is employed to estimate the full posterior on the model parameters.
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Attribution: The Open Education Consortium
http://www.ocwconsortium.org/courses/view/528f3df067ca2c33bfddc7dc1aa53cc7/
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