Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: An Empirical-Bayes Approach to Recovering Linearly Constrained
  Non-Negative Sparse Signals   We propose two novel approaches to the recovery of an (approximately) sparse
signal from noisy linear measurements in the case that the signal is a priori
known to be non-negative and obey given linear equality constraints, such as
simplex signals. This problem arises in, e.g., hyperspectral imaging, portfolio
optimization, density estimation, and certain cases of compressive imaging. Our
first approach solves a linearly constrained non-negative version of LASSO
using the max-sum version of the generalized approximate message passing (GAMP)
algorithm, where we consider both quadratic and absolute loss, and where we
propose a novel approach to tuning the LASSO regularization parameter via the
expectation maximization (EM) algorithm. Our second approach is based on the
sum-product version of the GAMP algorithm, where we propose the use of a
Bernoulli non-negative Gaussian-mixture signal prior and a Laplacian
likelihood, and propose an EM-based approach to learning the underlying
statistical parameters. In both approaches, the linear equality constraints are
enforced by augmenting GAMP's generalized-linear observation model with
noiseless pseudo-measurements. Extensive numerical experiments demonstrate the
state-of-the-art performance of our proposed approaches.

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The categories of this paper are: nucl-th
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The categories of this paper are: hep-ph
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The categories of this paper are: stat
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The categories of this paper are: astro-ph
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The categories of this paper are: acc-phys
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The categories of this paper are: quant-ph
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The categories of this paper are: eess
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The categories of this paper are: solv-int
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The categories of this paper are: bayes-an
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The categories of this paper are: hep-lat
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The categories of this paper are: patt-sol
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The categories of this paper are: dg-ga
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The categories of this paper are: gr-qc
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The categories of this paper are: nucl-ex
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The categories of this paper are: econ
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The categories of this paper are: atom-ph