Efficient estimation of compressible state-space models with application to calcium signal deconvolution

Abbas Kazemipour, Ji Liu, Patric Kanold, Min Wu, Behtash Babadi

Research output: Chapter in Book/Report/Conference proceedingConference contribution

2 Scopus citations

Abstract

In this paper, we consider linear state-space models with compressible innovations and convergent transition matrices in order to model spatiotemporally sparse transient events. We perform parameter and state estimation using a dynamic compressed sensing framework and develop an efficient solution consisting of two nested Expectation-Maximization (EM) algorithms. Under suitable sparsity assumptions on the innovations, we prove recovery guarantees and derive confidence bounds for the state estimates. We provide simulation studies as well as application to spike deconvolution from calcium imaging data which verify our theoretical results and show significant improvement over existing algorithms.

Original languageEnglish (US)
Title of host publication2016 IEEE Global Conference on Signal and Information Processing, GlobalSIP 2016 - Proceedings
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages1176-1180
Number of pages5
ISBN (Electronic)9781509045457
DOIs
StatePublished - Apr 19 2017
Externally publishedYes
Event2016 IEEE Global Conference on Signal and Information Processing, GlobalSIP 2016 - Washington, United States
Duration: Dec 7 2016Dec 9 2016

Publication series

Name2016 IEEE Global Conference on Signal and Information Processing, GlobalSIP 2016 - Proceedings

Conference

Conference2016 IEEE Global Conference on Signal and Information Processing, GlobalSIP 2016
Country/TerritoryUnited States
CityWashington
Period12/7/1612/9/16

Keywords

  • Calcium imaging
  • Compressed sensing
  • Signal deconvolution
  • State-space models

ASJC Scopus subject areas

  • Signal Processing
  • Computer Networks and Communications

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