In an exploratory approach to data analysis, it is often useful to consider the observations as generated from a set of latent generators or 'sources' via a generally unknown mapping. Reconstructing sources from their mixtures is an extremely ill-posed problem in general. However, solutions to such inverse problems can, in many cases, be achieved by incorporating prior knowledge about the problem, captured in the form of constraints. This setting is a natural candidate for the application of the Bayesian method- ology, allowing us to incorporate "soft" constraints in a natural manner. This Thesis proposes the use of sparse statistical decomposition methods for ex- ploratory analysis of datasets. We make use of the fact that many natural signals have a sparse representation in appropriate signal dictionaries. The work described in this Thesis is mainly driven by problems in the analysis of large datasets, such as those from functional magnetic resonance imaging of the brain for the neuro-scientific goal of extracting relevant 'maps' from the data. We first propose Bayesian Iterative Thresholding, a general method for solv- ing blind linear inverse problems under sparsity constraints, and we apply it to the problem of blind source separation. The algorithm is derived by maximiz- ing a variational lower-bound on the likelihood. The algorithm generalizes the recently proposed method of Iterative Thresholding. The probabilistic view en- ables us to automatically estimate various hyperparameters, such as those that control the shape of the prior and the threshold, in a principled manner. We then derive an efficient fully Bayesian sparse matrix factorization model for exploratory analysis and modelling of spatio-temporal data such as fMRI. We view sparse representation as a problem in Bayesian inference, following a ma- chine learning approach, and construct a structured generative latent-variable model employing adaptive sparsity-inducing priors. The construction allows for automatic complexity control and regularization as well as denoising. The performance and utility of the proposed algorithms is demonstrated on a variety of experiments using both simulated and real datasets. Experimental results with benchmark datasets show that the proposed algorithms outper- form state-of-the-art tools for model-free decompositions such as independent component analysis.
| Identifer | oai:union.ndltd.org:bl.uk/oai:ethos.bl.uk:589766 |
| Date | January 2012 |
| Creators | Roussos, Evangelos |
| Contributors | Roberts, Steven |
| Publisher | University of Oxford |
| Source Sets | Ethos UK |
| Detected Language | English |
| Type | Electronic Thesis or Dissertation |
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