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A Neural Architecture for Bayesian Compressive Sensing over the Simplex via Laplace Techniques

: Limmer, S.; Stanczak, S.


IEEE transactions on signal processing 66 (2018), Nr.22, S.6002-6015
ISSN: 0096-3518
ISSN: 0018-9278
ISSN: 0096-1620
ISSN: 1053-587X
ISSN: 1941-0476
Fraunhofer HHI ()

This paper presents a theoretical and conceptual framework to design neural architectures for Bayesian compressive sensing of simplex-constrained sparse stochastic vectors. First, we recast the problem of MMSE estimation (w.r.t. a pre-defined uniform input distribution over the simplex) as the problem of computing the centroid of a polytope that is equal to the intersection of the simplex and an affine subspace determined by compressive measurements. Then, we use multidimensional Laplace techniques to obtain a closed-form solution to this computation problem, and we show how to map this solution to a neural architecture comprising threshold functions, rectified linear (ReLU) and rectified polynomial activation functions. In the proposed architecture, the number of layers is equal to the number of measurements that allows for faster solutions in the low-measurement regime when compared to the integration by domain decomposition or Monte Carlo approximation. We also show by simulation that the proposed solution is robust to small model mismatches; furthermore, the proposed architecture yields superior approximations with less parameters when compared to a standard ReLU architecture in a supervised learning setting.