15,971 research outputs found
A heuristic for sparse signal reconstruction
Compressive Sampling (CS) is a new method of signal acquisition and reconstruction from frequency data which do not follow the basic principle of the Nyquist-Shannon sampling theory. This new method allows reconstruction of the signal from substantially fewer measurements than those required by conventional sampling methods. We present and discuss a new, swarm based, technique for representing and reconstructing signals, with real values, in a noiseless environment. The method consists of finding an approximation of the l_0-norm based problem, as a combinatorial optimization problem for signal reconstruction. We also present and discuss some experimental results which compare the accuracy and the running time of our heuristic to the IHT and IRLS methods
Learning Graphs from Linear Measurements: Fundamental Trade-offs and Applications
We consider a specific graph learning task: reconstructing a symmetric matrix that represents an underlying graph using linear measurements. We present a sparsity characterization for distributions of random graphs (that are allowed to contain high-degree nodes), based on which we study fundamental trade-offs between the number of measurements, the complexity of the graph class, and the probability of error. We first derive a necessary condition on the number of measurements. Then, by considering a three-stage recovery scheme, we give a sufficient condition for recovery. Furthermore, assuming the measurements are Gaussian IID, we prove upper and lower bounds on the (worst-case) sample complexity for both noisy and noiseless recovery. In the special cases of the uniform distribution on trees with n nodes and the Erdős-Rényi (n,p) class, the fundamental trade-offs are tight up to multiplicative factors with noiseless measurements. In addition, for practical applications, we design and implement a polynomial-time (in n ) algorithm based on the three-stage recovery scheme. Experiments show that the heuristic algorithm outperforms basis pursuit on star graphs. We apply the heuristic algorithm to learn admittance matrices in electric grids. Simulations for several canonical graph classes and IEEE power system test cases demonstrate the effectiveness and robustness of the proposed algorithm for parameter reconstruction
Variational Bayesian Inference of Line Spectra
In this paper, we address the fundamental problem of line spectral estimation
in a Bayesian framework. We target model order and parameter estimation via
variational inference in a probabilistic model in which the frequencies are
continuous-valued, i.e., not restricted to a grid; and the coefficients are
governed by a Bernoulli-Gaussian prior model turning model order selection into
binary sequence detection. Unlike earlier works which retain only point
estimates of the frequencies, we undertake a more complete Bayesian treatment
by estimating the posterior probability density functions (pdfs) of the
frequencies and computing expectations over them. Thus, we additionally capture
and operate with the uncertainty of the frequency estimates. Aiming to maximize
the model evidence, variational optimization provides analytic approximations
of the posterior pdfs and also gives estimates of the additional parameters. We
propose an accurate representation of the pdfs of the frequencies by mixtures
of von Mises pdfs, which yields closed-form expectations. We define the
algorithm VALSE in which the estimates of the pdfs and parameters are
iteratively updated. VALSE is a gridless, convergent method, does not require
parameter tuning, can easily include prior knowledge about the frequencies and
provides approximate posterior pdfs based on which the uncertainty in line
spectral estimation can be quantified. Simulation results show that accounting
for the uncertainty of frequency estimates, rather than computing just point
estimates, significantly improves the performance. The performance of VALSE is
superior to that of state-of-the-art methods and closely approaches the
Cram\'er-Rao bound computed for the true model order.Comment: 15 pages, 8 figures, accepted for publication in IEEE Transactions on
Signal Processin
Sparsity based sub-wavelength imaging with partially incoherent light via quadratic compressed sensing
We demonstrate that sub-wavelength optical images borne on
partially-spatially-incoherent light can be recovered, from their far-field or
from the blurred image, given the prior knowledge that the image is sparse, and
only that. The reconstruction method relies on the recently demonstrated
sparsity-based sub-wavelength imaging. However, for
partially-spatially-incoherent light, the relation between the measurements and
the image is quadratic, yielding non-convex measurement equations that do not
conform to previously used techniques. Consequently, we demonstrate new
algorithmic methodology, referred to as quadratic compressed sensing, which can
be applied to a range of other problems involving information recovery from
partial correlation measurements, including when the correlation function has
local dependencies. Specifically for microscopy, this method can be readily
extended to white light microscopes with the additional knowledge of the light
source spectrum.Comment: 16 page
Info-Greedy sequential adaptive compressed sensing
We present an information-theoretic framework for sequential adaptive
compressed sensing, Info-Greedy Sensing, where measurements are chosen to
maximize the extracted information conditioned on the previous measurements. We
show that the widely used bisection approach is Info-Greedy for a family of
-sparse signals by connecting compressed sensing and blackbox complexity of
sequential query algorithms, and present Info-Greedy algorithms for Gaussian
and Gaussian Mixture Model (GMM) signals, as well as ways to design sparse
Info-Greedy measurements. Numerical examples demonstrate the good performance
of the proposed algorithms using simulated and real data: Info-Greedy Sensing
shows significant improvement over random projection for signals with sparse
and low-rank covariance matrices, and adaptivity brings robustness when there
is a mismatch between the assumed and the true distributions.Comment: Preliminary results presented at Allerton Conference 2014. To appear
in IEEE Journal Selected Topics on Signal Processin
Exact reconstruction of gene regulatory networks using compressive sensing.
BackgroundWe consider the problem of reconstructing a gene regulatory network structure from limited time series gene expression data, without any a priori knowledge of connectivity. We assume that the network is sparse, meaning the connectivity among genes is much less than full connectivity. We develop a method for network reconstruction based on compressive sensing, which takes advantage of the network's sparseness.ResultsFor the case in which all genes are accessible for measurement, and there is no measurement noise, we show that our method can be used to exactly reconstruct the network. For the more general problem, in which hidden genes exist and all measurements are contaminated by noise, we show that our method leads to reliable reconstruction. In both cases, coherence of the model is used to assess the ability to reconstruct the network and to design new experiments. We demonstrate that it is possible to use the coherence distribution to guide biological experiment design effectively. By collecting a more informative dataset, the proposed method helps reduce the cost of experiments. For each problem, a set of numerical examples is presented.ConclusionsThe method provides a guarantee on how well the inferred graph structure represents the underlying system, reveals deficiencies in the data and model, and suggests experimental directions to remedy the deficiencies
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