Multi-task compressive sensing with dirichlet process priors

Compressive sensing (CS) is an emerging £eld that, under appropriate conditions, can signi£cantly reduce the number of measurements required for a given signal. In many applications, one is interested in multiple signals that may be measured in multiple CS-type measurements, where here each signal corresponds to a sensing "task". In this paper we propose a novel multitask compressive sensing framework based on a Bayesian formalism, where a Dirichlet process (DP) prior is employed, yielding a principled means of simultaneously inferring the appropriate sharing mechanisms as well as CS inversion for each task. A variational Bayesian (VB) inference algorithm is employed to estimate the full posterior on the model parameters. Copyright 2008 by the author(s)/owner(s).