Approximating Hereditary Discrepancy via Small Width Ellipsoids

The Discrepancy of a hypergraph is the minimum attainable value, over two-colorings of its vertices, of the maximum absolute imbalance of any hyperedge. The Hereditary Discrepancy of a hypergraph, defined as the maximum discrepancy of a restriction of the hypergraph to a subset of its vertices, is a measure of its complexity. Lovasz, Spencer and Vesztergombi (1986) related the natural extension of this quantity to matrices to rounding algorithms for linear programs, and gave a determinant based lower bound on the hereditary discrepancy. Matousek (2011) showed that this bound is tight up to a polylogarithmic factor, leaving open the question of actually computing this bound. Recent work by Nikolov, Talwar and Zhang (2013) showed a polynomial time $\tilde{O}(\log^3 n)$-approximation to hereditary discrepancy, as a by-product of their work in differential privacy. In this paper, we give a direct simple $O(\log^{3/2} n)$-approximation algorithm for this problem. We show that up to this approximation factor, the hereditary discrepancy of a matrix $A$ is characterized by the optimal value of simple geometric convex program that seeks to minimize the largest $\ell_{\infty}$ norm of any point in a ellipsoid containing the columns of $A$. This characterization promises to be a useful tool in discrepancy theory

Stable super-resolution limit and smallest singular value of restricted Fourier matrices

Super-resolution refers to the process of recovering the locations and amplitudes of a collection of point sources, represented as a discrete measure, given $M+1$ of its noisy low-frequency Fourier coefficients. The recovery process is highly sensitive to noise whenever the distance $\Delta$ between the two closest point sources is less than $1/M$. This paper studies the {\it fundamental difficulty of super-resolution} and the {\it performance guarantees of a subspace method called MUSIC} in the regime that $\Delta<1/M$. The most important quantity in our theory is the minimum singular value of the Vandermonde matrix whose nodes are specified by the source locations. Under the assumption that the nodes are closely spaced within several well-separated clumps, we derive a sharp and non-asymptotic lower bound for this quantity. Our estimate is given as a weighted $\ell^2$ sum, where each term only depends on the configuration of each individual clump. This implies that, as the noise increases, the super-resolution capability of MUSIC degrades according to a power law where the exponent depends on the cardinality of the largest clump. Numerical experiments validate our theoretical bounds for the minimum singular value and the resolution limit of MUSIC. When there are $S$ point sources located on a grid with spacing $1/N$, the fundamental difficulty of super-resolution can be quantitatively characterized by a min-max error, which is the reconstruction error incurred by the best possible algorithm in the worst-case scenario. We show that the min-max error is closely related to the minimum singular value of Vandermonde matrices, and we provide a non-asymptotic and sharp estimate for the min-max error, where the dominant term is $(N/M)^{2S-1}$.Comment: 47 pages, 8 figure

Interval-valued and intuitionistic fuzzy mathematical morphologies as special cases of L-fuzzy mathematical morphology

Mathematical morphology (MM) offers a wide range of tools for image processing and computer vision. MM was originally conceived for the processing of binary images and later extended to gray-scale morphology. Extensions of classical binary morphology to gray-scale morphology include approaches based on fuzzy set theory that give rise to fuzzy mathematical morphology (FMM). From a mathematical point of view, FMM relies on the fact that the class of all fuzzy sets over a certain universe forms a complete lattice. Recall that complete lattices provide for the most general framework in which MM can be conducted. The concept of L-fuzzy set generalizes not only the concept of fuzzy set but also the concepts of interval-valued fuzzy set and Atanassov’s intuitionistic fuzzy set. In addition, the class of L-fuzzy sets forms a complete lattice whenever the underlying set L constitutes a complete lattice. Based on these observations, we develop a general approach towards L-fuzzy mathematical morphology in this paper. Our focus is in particular on the construction of connectives for interval-valued and intuitionistic fuzzy mathematical morphologies that arise as special, isomorphic cases of L-fuzzy MM. As an application of these ideas, we generate a combination of some well-known medical image reconstruction techniques in terms of interval-valued fuzzy image processing

Screening Rules for Convex Problems

We propose a new framework for deriving screening rules for convex optimization problems. Our approach covers a large class of constrained and penalized optimization formulations, and works in two steps. First, given any approximate point, the structure of the objective function and the duality gap is used to gather information on the optimal solution. In the second step, this information is used to produce screening rules, i.e. safely identifying unimportant weight variables of the optimal solution. Our general framework leads to a large variety of useful existing as well as new screening rules for many applications. For example, we provide new screening rules for general simplex and $L_1$-constrained problems, Elastic Net, squared-loss Support Vector Machines, minimum enclosing ball, as well as structured norm regularized problems, such as group lasso

Conditions for Existence of Dual Certificates in Rank-One Semidefinite Problems

Several signal recovery tasks can be relaxed into semidefinite programs with rank-one minimizers. A common technique for proving these programs succeed is to construct a dual certificate. Unfortunately, dual certificates may not exist under some formulations of semidefinite programs. In order to put problems into a form where dual certificate arguments are possible, it is important to develop conditions under which the certificates exist. In this paper, we provide an example where dual certificates do not exist. We then present a completeness condition under which they are guaranteed to exist. For programs that do not satisfy the completeness condition, we present a completion process which produces an equivalent program that does satisfy the condition. The important message of this paper is that dual certificates may not exist for semidefinite programs that involve orthogonal measurements with respect to positive-semidefinite matrices. Such measurements can interact with the positive-semidefinite constraint in a way that implies additional linear measurements. If these additional measurements are not included in the problem formulation, then dual certificates may fail to exist. As an illustration, we present a semidefinite relaxation for the task of finding the sparsest element in a subspace. One formulation of this program does not admit dual certificates. The completion process produces an equivalent formulation which does admit dual certificates