48 research outputs found
Fast exact variable order affine projection algorithm
Variable order affine projection algorithms have been recently presented to be used when not only the convergence speed of the algorithm has to be adjusted but also its computational cost and its final residual error. These kind of affine projection (AP) algorithms improve the standard AP algorithm performance at steady state by reducing the residual mean square error. Furthermore these algorithms optimize computational cost by dynamically adjusting their projection order to convergence speed requirements. The main cost of the standard AP algorithm is due to the matrix inversion that appears in the coefficient update equation. Most efforts to decrease the computational cost of these algorithms have focused on the optimization of this matrix inversion. This paper deals with optimization of the computational cost of variable order AP algorithms by recursive calculation of the inverse signal matrix. Thus, a fast exact variable order AP algorithm is proposed. Exact iterative expressions to calculate the inverse matrix when the algorithm projection order either increases or decreases are incorporated into a variable order AP algorithm leading to a reduced complexity implementation. The simulation results show the proposed algorithm performs similarly to the variable order AP algorithms and it has a lower computational complexity. © 2012 Elsevier B.V. All rights reserved.Partially supported by TEC2009-13741, PROMETEO 2009/0013, GV/ 2010/027, ACOMP/2010/006 and UPV PAID-06-09.Ferrer Contreras, M.; Gonzalez, A.; Diego Antón, MD.; Piñero Sipán, MG. (2012). Fast exact variable order affine projection algorithm. Signal Processing. 92(9):2308-2314. https://doi.org/10.1016/j.sigpro.2012.03.007S2308231492
Low Complexity Regularization of Linear Inverse Problems
Inverse problems and regularization theory is a central theme in contemporary
signal processing, where the goal is to reconstruct an unknown signal from
partial indirect, and possibly noisy, measurements of it. A now standard method
for recovering the unknown signal is to solve a convex optimization problem
that enforces some prior knowledge about its structure. This has proved
efficient in many problems routinely encountered in imaging sciences,
statistics and machine learning. This chapter delivers a review of recent
advances in the field where the regularization prior promotes solutions
conforming to some notion of simplicity/low-complexity. These priors encompass
as popular examples sparsity and group sparsity (to capture the compressibility
of natural signals and images), total variation and analysis sparsity (to
promote piecewise regularity), and low-rank (as natural extension of sparsity
to matrix-valued data). Our aim is to provide a unified treatment of all these
regularizations under a single umbrella, namely the theory of partial
smoothness. This framework is very general and accommodates all low-complexity
regularizers just mentioned, as well as many others. Partial smoothness turns
out to be the canonical way to encode low-dimensional models that can be linear
spaces or more general smooth manifolds. This review is intended to serve as a
one stop shop toward the understanding of the theoretical properties of the
so-regularized solutions. It covers a large spectrum including: (i) recovery
guarantees and stability to noise, both in terms of -stability and
model (manifold) identification; (ii) sensitivity analysis to perturbations of
the parameters involved (in particular the observations), with applications to
unbiased risk estimation ; (iii) convergence properties of the forward-backward
proximal splitting scheme, that is particularly well suited to solve the
corresponding large-scale regularized optimization problem
Proceedings of the second "international Traveling Workshop on Interactions between Sparse models and Technology" (iTWIST'14)
The implicit objective of the biennial "international - Traveling Workshop on
Interactions between Sparse models and Technology" (iTWIST) is to foster
collaboration between international scientific teams by disseminating ideas
through both specific oral/poster presentations and free discussions. For its
second edition, the iTWIST workshop took place in the medieval and picturesque
town of Namur in Belgium, from Wednesday August 27th till Friday August 29th,
2014. The workshop was conveniently located in "The Arsenal" building within
walking distance of both hotels and town center. iTWIST'14 has gathered about
70 international participants and has featured 9 invited talks, 10 oral
presentations, and 14 posters on the following themes, all related to the
theory, application and generalization of the "sparsity paradigm":
Sparsity-driven data sensing and processing; Union of low dimensional
subspaces; Beyond linear and convex inverse problem; Matrix/manifold/graph
sensing/processing; Blind inverse problems and dictionary learning; Sparsity
and computational neuroscience; Information theory, geometry and randomness;
Complexity/accuracy tradeoffs in numerical methods; Sparsity? What's next?;
Sparse machine learning and inference.Comment: 69 pages, 24 extended abstracts, iTWIST'14 website:
http://sites.google.com/site/itwist1
Courbure discrète : théorie et applications
International audienceThe present volume contains the proceedings of the 2013 Meeting on discrete curvature, held at CIRM, Luminy, France. The aim of this meeting was to bring together researchers from various backgrounds, ranging from mathematics to computer science, with a focus on both theory and applications. With 27 invited talks and 8 posters, the conference attracted 70 researchers from all over the world. The challenge of finding a common ground on the topic of discrete curvature was met with success, and these proceedings are a testimony of this wor
Tensor Networks for Dimensionality Reduction and Large-Scale Optimizations. Part 2 Applications and Future Perspectives
Part 2 of this monograph builds on the introduction to tensor networks and
their operations presented in Part 1. It focuses on tensor network models for
super-compressed higher-order representation of data/parameters and related
cost functions, while providing an outline of their applications in machine
learning and data analytics. A particular emphasis is on the tensor train (TT)
and Hierarchical Tucker (HT) decompositions, and their physically meaningful
interpretations which reflect the scalability of the tensor network approach.
Through a graphical approach, we also elucidate how, by virtue of the
underlying low-rank tensor approximations and sophisticated contractions of
core tensors, tensor networks have the ability to perform distributed
computations on otherwise prohibitively large volumes of data/parameters,
thereby alleviating or even eliminating the curse of dimensionality. The
usefulness of this concept is illustrated over a number of applied areas,
including generalized regression and classification (support tensor machines,
canonical correlation analysis, higher order partial least squares),
generalized eigenvalue decomposition, Riemannian optimization, and in the
optimization of deep neural networks. Part 1 and Part 2 of this work can be
used either as stand-alone separate texts, or indeed as a conjoint
comprehensive review of the exciting field of low-rank tensor networks and
tensor decompositions.Comment: 232 page
Tensor Networks for Dimensionality Reduction and Large-Scale Optimizations. Part 2 Applications and Future Perspectives
Part 2 of this monograph builds on the introduction to tensor networks and
their operations presented in Part 1. It focuses on tensor network models for
super-compressed higher-order representation of data/parameters and related
cost functions, while providing an outline of their applications in machine
learning and data analytics. A particular emphasis is on the tensor train (TT)
and Hierarchical Tucker (HT) decompositions, and their physically meaningful
interpretations which reflect the scalability of the tensor network approach.
Through a graphical approach, we also elucidate how, by virtue of the
underlying low-rank tensor approximations and sophisticated contractions of
core tensors, tensor networks have the ability to perform distributed
computations on otherwise prohibitively large volumes of data/parameters,
thereby alleviating or even eliminating the curse of dimensionality. The
usefulness of this concept is illustrated over a number of applied areas,
including generalized regression and classification (support tensor machines,
canonical correlation analysis, higher order partial least squares),
generalized eigenvalue decomposition, Riemannian optimization, and in the
optimization of deep neural networks. Part 1 and Part 2 of this work can be
used either as stand-alone separate texts, or indeed as a conjoint
comprehensive review of the exciting field of low-rank tensor networks and
tensor decompositions.Comment: 232 page
Filtrado adaptativo multicanal para control local de campo sonoro basado en algoritmos de proyección afín
Esta Tesis doctoral se ha centrado en el desarrollo e implementación de algoritmos eficientes multicanal, basados en el algoritmo de proyección afín, aplicados al control activo de ruido. Para abordar esta cuestión primeramente se han estudiado diferentes algoritmos eficientes de proyección afín que han sido analizados y validados mediante simulación, finalizando con la implementación, en un recinto, de un sistema real de control activo de ruido multicanal ejecutado en un DSP controlado por dichos algoritmos.
En los últimos años, los algoritmos de proyección afín han sido propuestos como algoritmos de control en sistemas adaptativos, que pretenden mejorar la velocidad de convergencia de los algoritmos
basados en el LMS, siendo una alternativa eficiente, robusta y estable frente a estos algoritmos, cuya limitación principal es, precisamente, la velocidad de convergencia. Los algoritmos de proyección afín pueden ser considerados como una extensión natural del algoritmo NLMS, ya que éste actualiza sus coeficientes basándose en un único vector de datos de la señal de entrada mientras que los algoritmos de proyección afín actualizan los coeficientes de los filtros adaptativos usando N vectores de datos de la señal de entrada (siendo N el orden de proyección). Se han dedicado muchos esfuerzos para tratar de optimizar la eficiencia computacional de estos algoritmos aplicados al problema de la cancelación de eco, surgiendo diferentes versiones eficientes del algoritmo de proyección afín. Sin embargo, al aplicarlo al control activo de ruido, es necesario reducir aún más la complejidad computacional, teniendo en cuenta que, por lo general, la eficiencia computacional se consigue a costa de la degradación de alguna otra característica del algoritmo (generalmente la velocidad de convergencia). En este trabajo se presentan algunas alternativas a versiones eficientes existentes,
que no degradan significativamente las prestaciones de dicho algoritmo, y se analiza cómo reducir aúnFerrer Contreras, M. (2008). Filtrado adaptativo multicanal para control local de campo sonoro basado en algoritmos de proyección afín [Tesis doctoral no publicada]. Universitat Politècnica de València. https://doi.org/10.4995/Thesis/10251/3796Palanci
Advanced sparse optimization algorithms for interferometric imaging inverse problems in astronomy
In the quest to produce images of the sky at unprecedented resolution with high
sensitivity, new generation of astronomical interferometers have been designed. To
meet the sensing capabilities of these instruments, techniques aiming to recover the
sought images from the incompletely sampled Fourier domain measurements need to
be reinvented. This goes hand-in-hand with the necessity to calibrate the measurement modulating unknown effects, which adversely affect the image quality, limiting
its dynamic range. The contribution of this thesis consists in the development of
advanced optimization techniques tailored to address these issues, ranging from radio
interferometry (RI) to optical interferometry (OI).
In the context of RI, we propose a novel convex optimization approach for full polarization imaging relying on sparsity-promoting regularizations. Unlike standard RI
imaging algorithms, our method jointly solves for the Stokes images by enforcing the
polarization constraint, which imposes a physical dependency between the images.
These priors are shown to enhance the imaging quality via various performed numerical studies. The proposed imaging approach also benefits from its scalability to handle
the huge amounts of data expected from the new instruments. When it comes to deal
with the critical and challenging issues of the direction-dependent effects calibration,
we further propose a non-convex optimization technique that unifies calibration and
imaging steps in a global framework, in which we adapt the earlier developed imaging
method for the imaging step. In contrast to existing RI calibration modalities, our
method benefits from well-established convergence guarantees even in the non-convex
setting considered in this work and its efficiency is demonstrated through several
numerical experiments.
Last but not least, inspired by the performance of these methodologies and drawing
ideas from them, we aim to solve image recovery problem in OI that poses its own
set of challenges primarily due to the partial loss of phase information. To this end,
we propose a sparsity regularized non-convex optimization algorithm that is equipped
with convergence guarantees and is adaptable to both monochromatic and hyperspectral OI imaging. We validate it by presenting the simulation results