Statistical Compressed Sensing of Gaussian Mixture Models

A novel framework of compressed sensing, namely statistical compressed sensing (SCS), that aims at efficiently sampling a collection of signals that follow a statistical distribution, and achieving accurate reconstruction on average, is introduced. SCS based on Gaussian models is investigated in depth. For signals that follow a single Gaussian model, with Gaussian or Bernoulli sensing matrices of O(k) measurements, considerably smaller than the O(k log(N/k)) required by conventional CS based on sparse models, where N is the signal dimension, and with an optimal decoder implemented via linear filtering, significantly faster than the pursuit decoders applied in conventional CS, the error of SCS is shown tightly upper bounded by a constant times the best k-term approximation error, with overwhelming probability. The failure probability is also significantly smaller than that of conventional sparsity-oriented CS. Stronger yet simpler results further show that for any sensing matrix, the error of Gaussian SCS is upper bounded by a constant times the best k-term approximation with probability one, and the bound constant can be efficiently calculated. For Gaussian mixture models (GMMs), that assume multiple Gaussian distributions and that each signal follows one of them with an unknown index, a piecewise linear estimator is introduced to decode SCS. The accuracy of model selection, at the heart of the piecewise linear decoder, is analyzed in terms of the properties of the Gaussian distributions and the number of sensing measurements. A maximum a posteriori expectation-maximization algorithm that iteratively estimates the Gaussian models parameters, the signals model selection, and decodes the signals, is presented for GMM-based SCS. In real image sensing applications, GMM-based SCS is shown to lead to improved results compared to conventional CS, at a considerably lower computational cost

Constructing smooth potentials of mean force, radial, distribution functions and probability densities from sampled data

In this paper a method of obtaining smooth analytical estimates of probability densities, radial distribution functions and potentials of mean force from sampled data in a statistically controlled fashion is presented. The approach is general and can be applied to any density of a single random variable. The method outlined here avoids the use of histograms, which require the specification of a physical parameter (bin size) and tend to give noisy results. The technique is an extension of the Berg-Harris method [B.A. Berg and R.C. Harris, Comp. Phys. Comm. 179, 443 (2008)], which is typically inaccurate for radial distribution functions and potentials of mean force due to a non-uniform Jacobian factor. In addition, the standard method often requires a large number of Fourier modes to represent radial distribution functions, which tends to lead to oscillatory fits. It is shown that the issues of poor sampling due to a Jacobian factor can be resolved using a biased resampling scheme, while the requirement of a large number of Fourier modes is mitigated through an automated piecewise construction approach. The method is demonstrated by analyzing the radial distribution functions in an energy-discretized water model. In addition, the fitting procedure is illustrated on three more applications for which the original Berg-Harris method is not suitable, namely, a random variable with a discontinuous probability density, a density with long tails, and the distribution of the first arrival times of a diffusing particle to a sphere, which has both long tails and short-time structure. In all cases, the resampled, piecewise analytical fit outperforms the histogram and the original Berg-Harris method.Comment: 14 pages, 15 figures. To appear in J. Chem. Phy

PieceTimer: A Holistic Timing Analysis Framework Considering Setup/Hold Time Interdependency Using A Piecewise Model

In static timing analysis, clock-to-q delays of flip-flops are considered as constants. Setup times and hold times are characterized separately and also used as constants. The characterized delays, setup times and hold times, are ap- plied in timing analysis independently to verify the perfor- mance of circuits. In reality, however, clock-to-q delays of flip-flops depend on both setup and hold times. Instead of being constants, these delays change with respect to different setup/hold time combinations. Consequently, the simple ab- straction of setup/hold times and constant clock-to-q delays introduces inaccuracy in timing analysis. In this paper, we propose a holistic method to consider the relation between clock-to-q delays and setup/hold time combinations with a piecewise linear model. The result is more accurate than that of traditional timing analysis, and the incorporation of the interdependency between clock-to-q delays, setup times and hold times may also improve circuit performance.Comment: IEEE/ACM International Conference on Computer-Aided Design (ICCAD), November 201