Bayesian sparse solutions to linear inverse problems with non-stationary noise with Student-t priors

• Bayesian sparsity enforcing inference for linear inverse problems.
• Non-stationary noise modelled via Gaussian with unknown varying variances.
• A generalized Student-t prior model for enforcing sparsity.
• Application in sparse signal deconvolution.
• Application in periodic components estimation in biological time series.

Bayesian approach has become a commonly used method for inverse problems arising in signal and image processing. One of the main advantages of the Bayesian approach is the possibility to propose unsupervised methods where the likelihood and prior model parameters can be estimated jointly with the main unknowns. In this paper, we propose to consider linear inverse problems in which the noise may be non-stationary and where we are looking for a sparse solution. To consider both of these requirements, we propose to use Student-t prior model both for the noise of the forward model and the unknown signal or image. The main interest of the Student-t prior model is its Infinite Gaussian Scale Mixture (IGSM) property. Using the resulted hierarchical prior models we obtain a joint posterior probability distribution of the unknowns of interest (input signal or image) and their associated hidden variables. To be able to propose practical methods, we use either a Joint Maximum A Posteriori (JMAP) estimator or an appropriate Variational Bayesian Approximation (VBA) technique to compute the Posterior Mean (PM) values. The proposed method is applied in many inverse problems such as deconvolution, image restoration and computed tomography. In this paper, we show only some results in signal deconvolution and in periodic components estimation of some biological signals related to circadian clock dynamics for cancer studies.

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