Sparsity vs. Statistical Independence in Adaptive Signal Representations: A Case Study
of the Spike Process
- Author(s): Benichou, Bertrand;
- Saito, Naoki
- et al.
Published Web Locationhttps://arxiv.org/pdf/math/0104083.pdf
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 $\ell^p$ norm, $0 < p \leq 1$) 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 $n \geq 5$ and the search of basis is restricted within all possible orthonormal bases in $R^n$; 2) If we extend our basis search in all possible invertible linear transformations in $R^n$, 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 $n > 2$.