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36
Matching Pursuit With Time-Frequency Dictionaries
- IEEE Transactions on Signal Processing
, 1993
"... We introduce an algorithm, called matching pursuit, that decomposes any signal into a linear expansion of waveforms that are selected from a redundant dictionary of functions. These waveforms are chosen in order to best match the signal structures. Matching pursuits are general procedures to compute ..."
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Cited by 699 (13 self)
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We introduce an algorithm, called matching pursuit, that decomposes any signal into a linear expansion of waveforms that are selected from a redundant dictionary of functions. These waveforms are chosen in order to best match the signal structures. Matching pursuits are general procedures to compute adaptive signal representations. With a dictionary of Gabor functions, a matching pursuit defines an adaptive time-frequency transform. We derive a signal energy distribution in the time-frequency plane, which does not include interference terms, unlike Wigner and Cohen class distributions [1]. A matching pursuit isolates the signal structures that are coherent with respect to a given dictionary. An application to pattern extraction from noisy signals is described. We compare a matching pursuit decomposition with a signal expansion over an optimized wavepacket orthonormal basis, selected with the algorithm of Coifman and Wickerhauser [4]. 1 This work was supported by the AFOSR grant F49620...
Greed is good: Algorithmic results for sparse approximation
- IEEE Trans. Inform. Theory
, 2004
"... Abstract. This article presents new results on using a greedy algorithm, Orthogonal Matching Pursuit (OMP), to solve the sparse approximation problem over redundant dictionaries. It contains a single sufficient condition under which both OMP and Donoho’s Basis Pursuit paradigm (BP) can recover an ex ..."
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Cited by 326 (6 self)
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Abstract. This article presents new results on using a greedy algorithm, Orthogonal Matching Pursuit (OMP), to solve the sparse approximation problem over redundant dictionaries. It contains a single sufficient condition under which both OMP and Donoho’s Basis Pursuit paradigm (BP) can recover an exactly sparse signal. It leverages this theory to show that both OMP and BP can recover all exactly sparse signals from a wide class of dictionaries. These quasi-incoherent dictionaries offer a natural generalization of incoherent dictionaries, and the Babel function is introduced to quantify the level of incoherence. Indeed, this analysis unifies all the recent results on BP and extends them to OMP. Furthermore, the paper develops a sufficient condition under which OMP can retrieve the common atoms from all optimal representations of a nonsparse signal. From there, it argues that Orthogonal Matching Pursuit is an approximation algorithm for the sparse problem over a quasiincoherent dictionary. That is, for every input signal, OMP can calculate a sparse approximant whose error is only a small factor worse than the optimal error which can be attained with the same number of terms. 1.
A nonparametric approach to pricing and hedging derivative securities via learning networks
- Journal of Finance
, 1994
"... http://www.jstor.org/about/terms.html. JSTOR's Terms and Conditions of Use provides, in part, that unless you have obtained prior permission, you may not download an entire issue of a journal or multiple copies of articles, and you may use content in the JSTOR archive only for your personal, non-com ..."
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Cited by 84 (4 self)
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http://www.jstor.org/about/terms.html. JSTOR's Terms and Conditions of Use provides, in part, that unless you have obtained prior permission, you may not download an entire issue of a journal or multiple copies of articles, and you may use content in the JSTOR archive only for your personal, non-commercial use. Please contact the publisher regarding any further use of this work. Publisher contact information may be obtained at
Adaptive Greedy Approximations
"... The problem of optimally approximating a function with a linear expansion over a redundant dictionary of waveforms is NP-hard. The greedy matching pursuit algorithm and its orthogonalized variant produce sub-optimal function expansions by iteratively choosing dictionary waveforms that best match the ..."
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Cited by 75 (0 self)
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The problem of optimally approximating a function with a linear expansion over a redundant dictionary of waveforms is NP-hard. The greedy matching pursuit algorithm and its orthogonalized variant produce sub-optimal function expansions by iteratively choosing dictionary waveforms that best match the function's structures. A matching pursuit provides a means of quickly computing compact, adaptive function approximations. Numerical experiments show that the approximation errors from matching pursuits initially decrease rapidly, but the asymptotic decay rate of the errors is slow. We explain this behavior by showing that matching pursuits are chaotic, ergodic maps. The statistical properties of the approximation errors of a pursuit can be obtained from the invariant measure of the pursuit. We characterize these measures using group symmetries of dictionaries and by constructing a stochastic differential equation model. We derive a notion of the coherence of a signal with respect to a dict...
Regression Modeling in Back-Propagation and Projection Pursuit Learning
, 1994
"... We studied and compared two types of connectionist learning methods for model-free regression problems in this paper. One is the popular back-propagation learning (BPL) well known in the artificial neural networks literature; the other is the projection pursuit learning (PPL) emerged in recent years ..."
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Cited by 61 (1 self)
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We studied and compared two types of connectionist learning methods for model-free regression problems in this paper. One is the popular back-propagation learning (BPL) well known in the artificial neural networks literature; the other is the projection pursuit learning (PPL) emerged in recent years in the statistical estimation literature. Both the BPL and the PPL are based on projections of the data in directions determined from interconnection weights. However, unlike the use of fixed nonlinear activations (usually sigmoidal) for the hidden neurons in BPL, the PPL systematically approximates the unknown nonlinear activations. Moreover, the BPL estimates all the weights simultaneously at each iteration, while the PPL estimates the weights cyclically (neuron-by-neuron and layer-by-layer) at each iteration. Although the BPL and the PPL have comparable training speed when based on a Gauss-Newton optimization algorithm, the PPL proves more parsimonious in that the PPL requires a fewer hi...
Constructive Algorithms for Structure Learning in Feedforward Neural Networks for Regression Problems
- IEEE Transactions on Neural Networks
, 1997
"... In this survey paper, we review the constructive algorithms for structure learning in feedforward neural networks for regression problems. The basic idea is to start with a small network, then add hidden units and weights incrementally until a satisfactory solution is found. By formulating the whole ..."
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Cited by 47 (2 self)
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In this survey paper, we review the constructive algorithms for structure learning in feedforward neural networks for regression problems. The basic idea is to start with a small network, then add hidden units and weights incrementally until a satisfactory solution is found. By formulating the whole problem as a state space search, we first describe the general issues in constructive algorithms, with special emphasis on the search strategy. A taxonomy, based on the differences in the state transition mapping, the training algorithm and the network architecture, is then presented. Keywords--- Constructive algorithm, structure learning, state space search, dynamic node creation, projection pursuit regression, cascade-correlation, resource-allocating network, group method of data handling. I. Introduction A. Problems with Fixed Size Networks I N recent years, many neural network models have been proposed for pattern classification, function approximation and regression problems. Among...
Adaptive Nonlinear Approximations
, 1994
"... The problem of optimally approximating a function with a linear expansion over a redundant dictionary of waveforms is NP-hard. The greedy matching pursuit algorithm and its orthogonalized variant produce sub-optimal function expansions by iteratively choosing the dictionary waveforms which best matc ..."
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Cited by 44 (1 self)
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The problem of optimally approximating a function with a linear expansion over a redundant dictionary of waveforms is NP-hard. The greedy matching pursuit algorithm and its orthogonalized variant produce sub-optimal function expansions by iteratively choosing the dictionary waveforms which best match the function's structures. Matching pursuits provide a means of quickly computing compact, adaptive function approximations. Numerical experiments show that the approximation errors from matching pursuits initially decrease rapidly, but the asymptotic decay rate of the errors is slow. We explain this behavior by showing that matching pursuits are chaotic, ergodic maps. The statistical properties of the approximation errors of a pursuit can be obtained from the invariant measure of the pursuit. We characterize these measures using group symmetries of dictionaries and using a stochastic differential equation model. These invariant measures define a noise with respect to a given dictionary. ...
Matching Pursuit of Images
, 1995
"... A crucial problem in image analysis is to construct efficient low-level representations of an image, providing precise characterization of features wich compose it, such as edges and texture components. ..."
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Cited by 33 (0 self)
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A crucial problem in image analysis is to construct efficient low-level representations of an image, providing precise characterization of features wich compose it, such as edges and texture components.
A review of dimension reduction techniques
, 1997
"... The problem of dimension reduction is introduced as a way to overcome the curse of the dimensionality when dealing with vector data in high-dimensional spaces and as a modelling tool for such data. It is defined as the search for a low-dimensional manifold that embeds the high-dimensional data. A cl ..."
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Cited by 29 (4 self)
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The problem of dimension reduction is introduced as a way to overcome the curse of the dimensionality when dealing with vector data in high-dimensional spaces and as a modelling tool for such data. It is defined as the search for a low-dimensional manifold that embeds the high-dimensional data. A classification of dimension reduction problems is proposed. A survey of several techniques for dimension reduction is given, including principal component analysis, projection pursuit and projection pursuit regression, principal curves and methods based on topologically continuous maps, such as Kohonen’s maps or the generalised topographic mapping. Neural network implementations for several of these techniques are also reviewed, such as the projection pursuit learning network and the BCM neuron with an objective function. Several appendices complement the mathematical treatment of the main text.
Approximating by Ridge Functions
- J. Approx. Theory
, 1997
"... . This paper surveys certain aspects of the study of ridge functions. We hope it will also encourage some readers to consider researching problems in this area. After first explaining what ridge functions are and giving various motivations for their study, we turn to the problem of presenting algori ..."
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Cited by 29 (5 self)
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. This paper surveys certain aspects of the study of ridge functions. We hope it will also encourage some readers to consider researching problems in this area. After first explaining what ridge functions are and giving various motivations for their study, we turn to the problem of presenting algorithms for approximating by ridge functions. We then touch upon the topic of determining the degree of approximation by ridge functions, and that of recognizing functions which are linear combinations of ridge functions. x1. Introduction This short paper is an introduction to certain aspects of the study of ridge functions. After first explaining what ridge functions are and giving various motivations for their study, we turn to the problem of presenting algorithms for approximating by ridge functions. We then touch upon the topic of determining the degree of approximation by ridge functions, and that of recognizing when we have a function which is a linear combination of ridge functions. Thi...

