Learning the Right Model from the Data

Abstract

Summary. In this chapter we discuss the problem of finding the shift-invariant space model that best fits a given class of observed data F. If the data is known to belong to a fixed—but unknown—shift-invariant space V (Φ) generated by a vector function Φ, then we can probe the data F to find out whether the data is sufficiently rich for determining the shift-invariant space. If it is determined that the data is not sufficient to find the underlying shift-invariant space V , then we need to acquire more data. If we cannot acquire more data, then instead we can determine a shiftinvariant subspace S ⊂ V whose elements are generated by the data. For the case where the observed data is corrupted by noise, or the data does not belong to a shift-invariant space V (Φ), then we can determine a space V (Φ) that fits the data in some optimal way. This latter case is more realistic and can be useful in applications, e.g., finding a shift-invariant space with a small number of generators that describes the class of chest X-rays.