Online Group-Sparse Regression Using the Covariance Fitting Criterion
Kronvall, Ted; Adalbjörnsson, Stefan Ingi; Nadig, Santhosh; Jakobsson, Andreas (2017). Online Group-Sparse Regression Using the Covariance Fitting Criterion Proceedings of the 25th European Signal Processing Conference (EUSIPCO), CFP1740S-USB,: EURASIP
Conference Proceeding/Paper
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Published
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English
Authors:
Kronvall, Ted
;
Adalbjörnsson, Stefan Ingi
;
Nadig, Santhosh
;
Jakobsson, Andreas
Department:
Mathematical Statistics
Statistical Signal Processing Group
Mathematics (Faculty of Engineering)
Biomedical Modelling and Computation
Research Group:
Statistical Signal Processing Group
Biomedical Modelling and Computation
Abstract:
In this paper, we present a time-recursive implementation of a recent hyperparameter-free group-sparse estimation technique. This is achieved byr eformulating the original method, termed group-SPICE, as a square-root group-LASSO with a suitable regularization level, for which a time-recursive implementation is derived. Using a proximal gradient step for lowering the computational cost, the proposed method may effectively cope with data sequences consisting of both stationary and non-stationary signals, such as transients, and/or amplitude modulated signals. Numerical examples illustrates the efficacy of the proposed method for both coherent Gaussian dictionaries and for the multi-pitch estimation problem.
Keywords:
Signal Processing ;
Probability Theory and Statistics
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