Empirical Bayesian Inference using Joint Sparsity

Jiahui Zhang; Anne Gelb; Theresa Scarnati

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arXiv · 2103.15618

Empirical Bayesian Inference using Joint Sparsity

Jiahui Zhang·Anne Gelb·Theresa Scarnati

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Abstract

This paper develops a new empirical Bayesian inference algorithm for solving a linear inverse problem given multiple measurement vectors (MMV) of under-sampled and noisy observable data. Specifically, by exploiting the joint sparsity across the multiple measurements in the sparse domain of the underlying signal or image, we construct a new support informed sparsity promoting prior. Several applications can be modeled using this framework, and as a prototypical example we consider reconstructing an image from synthetic aperture radar (SAR) observations using nearby azimuth angles. Our numerical experiments demonstrate that using this new prior not only improves accuracy of the recovery, but also reduces the uncertainty in the posterior when compared to standard sparsity producing priors.

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Jiahui Zhang, Anne Gelb, Theresa Scarnati. 2021-03-29. Empirical Bayesian Inference using Joint Sparsity. https://arxiv.org/abs/2103.15618

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