A Stochastic Particle Variational Bayesian Inference Inspired Deep-Unfolding Network for Non-Convex Parameter Estimation

TL;DR

This paper introduces a novel stochastic particle variational Bayesian inference algorithm and its deep-unfolding network version, significantly improving high-dimensional non-convex parameter estimation in wireless sensing.

Contribution

It proposes a flexible, high-precision PSPVBI algorithm with parallel stochastic updates and deep-unfolding, addressing intractability and complexity issues in non-convex Bayesian inference.

Findings

LPSPVBI outperforms existing solutions in wireless sensing tasks.

Deep-unfolding reduces iteration count and enhances estimation accuracy.

The method effectively handles high-dimensional, non-convex estimation problems.

Abstract

Future wireless networks are envisioned to provide ubiquitous sensing services, which also gives rise to a substantial demand for high-dimensional non-convex parameter estimation, i.e., the associated likelihood function is non-convex and contains numerous local optima. Variational Bayesian inference (VBI) provides a powerful tool for modeling complex estimation problems and reasoning with prior information, but poses a long-standing challenge on computing intractable posteriori distributions. Most existing variational methods generally rely on assumptions about specific distribution families to derive closed-form solutions, and are difficult to apply in high-dimensional, non-convex scenarios. Given these challenges, firstly, we propose a parallel stochastic particle variational Bayesian inference (PSPVBI) algorithm. Thanks to innovations such as particle approximation, additional updates of particle positions, and parallel stochastic successive convex approximation (PSSCA), PSPVBI can flexibly drive particles to fit the posteriori distribution with acceptable complexity, yielding high-precision estimates of the target parameters. Furthermore, additional speedup can be obtained by deep-unfolding (DU) the PSPVBI algorithm. Specifically, superior hyperparameters are learned to dramatically reduce the number of algorithmic iterations. In this PSPVBI-induced Deep-Unfolding Networks, some techniques related to gradient computation, data sub-sampling, differentiable sampling, and generalization ability are also employed to facilitate the practical deployment. Finally, we apply the LPSPVBI to solve several important parameter estimation problems in wireless sensing scenarios. Simulations indicate that the LPSPVBI algorithm outperforms existing solutions.