Sparsity vs. Statistical Independence in Adaptive Signal Representations: A Case Study of the Spike Process

Abstract

Finding a basis/coordinate system that can efficiently represent an input data stream by viewing them as realizations of a stochastic process is of tremendous importance in many fields including data compression and computational neuroscience. Two popular measures of such efficiency of a basis are sparsity (measured by the expected p norm, 0 < p ≤ 1) and statistical independence (measured by the mutual information). Gaining deeper understanding of their intricate relationship, however, remains elusive. Therefore, we chose to study a simple synthetic stochastic process called the spike process, which puts a unit impulse at a random location in an n-dimensional vector for each realization. For this process, we obtained the following results: 1) The standard basis is the best both in terms of sparsity and statistical independence if n ≥ 5 and the search of basis is restricted within all possible orthonormal bases in Rn; 2) If we extend our basis search in all possible invertible linear transformations in Rn, then the best basis in statistical independence differs from the one in sparsity; 3) In either of the above, the best basis in statistical independence is not unique, and there even exist those which make the inputs completely dense; 4) There is no linear invertible transformation that achieves the true statistical independence for n > 2.

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