Title: Noise Level Estimation for Overcomplete Dictionary Learning Based on Tight Asymptotic Bounds
ArXiv ID: 1712.03381
Date: 2017-12-12
Authors: Researchers from original ArXiv paper
📝 Abstract
In this letter, we address the problem of estimating Gaussian noise level from the trained dictionaries in update stage. We first provide rigorous statistical analysis on the eigenvalue distributions of a sample covariance matrix. Then we propose an interval-bounded estimator for noise variance in high dimensional setting. To this end, an effective estimation method for noise level is devised based on the boundness and asymptotic behavior of noise eigenvalue spectrum. The estimation performance of our method has been guaranteed both theoretically and empirically. The analysis and experiment results have demonstrated that the proposed algorithm can reliably infer true noise levels, and outperforms the relevant existing methods.
💡 Deep Analysis
Deep Dive into Noise Level Estimation for Overcomplete Dictionary Learning Based on Tight Asymptotic Bounds.
In this letter, we address the problem of estimating Gaussian noise level from the trained dictionaries in update stage. We first provide rigorous statistical analysis on the eigenvalue distributions of a sample covariance matrix. Then we propose an interval-bounded estimator for noise variance in high dimensional setting. To this end, an effective estimation method for noise level is devised based on the boundness and asymptotic behavior of noise eigenvalue spectrum. The estimation performance of our method has been guaranteed both theoretically and empirically. The analysis and experiment results have demonstrated that the proposed algorithm can reliably infer true noise levels, and outperforms the relevant existing methods.
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1
Abstract—In this letter, we address the problem of estimating
Gaussian noise level from the trained dictionaries in update stage.
We first provide rigorous statistical analysis on the eigenvalue
distributions of a sample covariance matrix. Then we propose an
interval-bounded estimator for noise variance in high dimensional
setting. To this end, an effective estimation method for noise level
is devised based on the boundness and asymptotic behavior of
noise eigenvalue spectrum. The estimation performance of our
method has been guaranteed both theoretically and empirically.
The analysis and experiment results have demonstrated that the
proposed algorithm can reliably infer true noise levels, and
outperforms the relevant existing methods.
Index Terms—Dictionary learning, sample covariance matrix,
random matrix theory, noise level estimation.
I. INTRODUCTION
HE dictionary learning is a matrix factorization problem
that amounts to finding the linear combination of a given
signal
N
M
Y
with only a few atoms selected from columns
of the dictionary
N
K
D
In an overcomplete setting, the
dictionary matrix D has more columns than rows
,
K
N
and
the corresponding coefficient matrix
K
M
X
is assumed to be
sparse. For most practical tasks in the presence of noise, we
consider a contamination form of the measurement signal
,
Y
DX w where the elements of noise w are independent
realizations from the Gaussian distribution
2
(0,
)
n
N
. The basic
dictionary learning problem is formulated as:
2
0
,
min
. .
F
i
s t
L
i
D X Y
DX
x
(1)
Therein, L is the maximal number of non-zero elements in the
coefficient vector
ix . Starting with an initial dictionary, this
minimization task can be solved by the popular alternating
approaches such as the method of optimal directions (MOD) [1]
and K-SVD [2]. The dictionary training on noisy samples can
incorporate the denoising together into one iterative process. In
general, the residual errors of learning process are determined
Manuscript received December XX, 2017; revised XX, 2017; accepted XX,
2017. Date of publication XX, 2017; date of current version XX, 2017. This
work was supported by Beijing major science and technology projects under
Grant Z171100000117008. The associate editor coordinating the review of this
manuscript and approving it for publication was Prof. XXXX.
R. chen is with the School of Microelectronics, Tianjin University, Tianjin
300072, China (e-mail: rchen@jdl.ac.cn).
C. Yang* (Corresponding author), H. Jia and X. Xie are with National
Engineering Laboratory for Video Technology, Peking University, Beijing
100871, China (e-mail: {csyang, hzjia, donxie}@pku.edu.cn).
Color versions of one or more of the figures in this paper are available online
at http://ieeexplore.ieee.org
.
Digital Object Identifier 10.1109/LSP.2015.2448732
by noise levels [3]. Noise incursion in a trained dictionary can
affect the stability and accuracy of sparse representation [4]. So
the performance of dictionary learning highly depends on the
estimation accuracy of unknown noise level
2n
when the noise
characteristics of trained dictionaries are unavailable. The main challenge of estimating the noise level lies in
effectively distinguishing the signal from noise by exploiting
sufficient prior information. The most existing methods have
been developed to estimate the noise level from image signals
based on specific image characteristics [5]-[8]. Generally, these
works assume that a sufficient amount of homogeneous areas or
self-similarity patches are contained in natural images. Thus
empirical observations, singular value decomposition (SVD) or
statistical properties can be applied on carefully selected
patches. However, it is not suitable for estimating the noise
level in dictionary update stage because only few atoms for
sparse representation cannot guarantee the usual assumptions.
To enable wider applications and less assumptions, more recent
methods estimate the noise level based on principal component
analysis (PCA) [9], [10]. These methods underestimate the
noise level since they only take the smallest eigenvalue of block
covariance matrix. Although later work [11] has made efforts to
tackle these problems by spanning low dimensional subspace,
the optimal estimation for true noise variance is still not
achieved due to the inaccuracy of subspace segmentation. As
for estimating the noise variance techniques, the scaled median
absolute deviation of wavelet coefficients has been widely
adopted [12]. Leveraging the results from random matrix
theory (RMT), the median of sample eigenvalues is also used as
an estimator of noise variance [13]. However, these estimators
are no longer consistent and unbiased when the dictionary
matrix ha