Combined modeling of sparse and dense noise improves Bayesian RVM. Sundin, M., Chatterjee, S., & Jansson, M. In 2014 22nd European Signal Processing Conference (EUSIPCO), pages 1841-1845, Sep., 2014.
Combined modeling of sparse and dense noise improves Bayesian RVM [pdf]Paper  abstract   bibtex   
Using a Bayesian approach, we consider the problem of recovering sparse signals under additive sparse and dense noise. Typically, sparse noise models outliers, impulse bursts or data loss. To handle sparse noise, existing methods simultaneously estimate sparse noise and sparse signal of interest. For estimating the sparse signal, without estimating the sparse noise, we construct a Relevance Vector Machine (RVM). In the RVM, sparse noise and ever present dense noise are treated through a combined noise model. Through simulations, we show the efficiency of new RVM for three applications: kernel regression, housing price prediction and compressed sensing.

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