Filling in CMB map missing data using constrained Gaussian realizations

For analyzing maps of the cosmic microwave background sky, it is necessary to mask out the region around the galactic equator where the parasitic foreground emission is strongest as well as the brightest compact sources. Since many of the analyses of the data, particularly those searching for non-Gaussianity of a primordial origin, are most straightforwardly carried out on full-sky maps, it is of great interest to develop efficient algorithms for filling in the missing information in a plausible way. We explore practical algorithms for filling in based on constrained Gaussian realizations. Although carrying out such realizations is in principle straightforward, for finely pixelized maps as will be required for the Planck analysis a direct brute force method is not numerically tractable. We present some concrete solutions to this problem, both on a spatially flat sky with periodic boundary conditions and on the pixelized sphere. One approach is to solve the linear system with an appropriately preconditioned conjugate gradient method. While this approach was successfully implemented on a rectangular domain with periodic boundary conditions and worked even for very wide masked regions, we found that the method failed on the pixelized sphere for reasons that we explain here. We present an approach that works for full-sky pixelized maps on the sphere involving a kernel-based multi-resolution Laplace solver followed by a series of conjugate gradient corrections near the boundary of the mask.Comment: 22 pages, 14 figures, minor changes, a few missing references adde

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

Templates for Convex Cone Problems with Applications to Sparse Signal Recovery

This paper develops a general framework for solving a variety of convex cone problems that frequently arise in signal processing, machine learning, statistics, and other fields. The approach works as follows: first, determine a conic formulation of the problem; second, determine its dual; third, apply smoothing; and fourth, solve using an optimal first-order method. A merit of this approach is its flexibility: for example, all compressed sensing problems can be solved via this approach. These include models with objective functionals such as the total-variation norm, ||Wx||_1 where W is arbitrary, or a combination thereof. In addition, the paper also introduces a number of technical contributions such as a novel continuation scheme, a novel approach for controlling the step size, and some new results showing that the smooth and unsmoothed problems are sometimes formally equivalent. Combined with our framework, these lead to novel, stable and computationally efficient algorithms. For instance, our general implementation is competitive with state-of-the-art methods for solving intensively studied problems such as the LASSO. Further, numerical experiments show that one can solve the Dantzig selector problem, for which no efficient large-scale solvers exist, in a few hundred iterations. Finally, the paper is accompanied with a software release. This software is not a single, monolithic solver; rather, it is a suite of programs and routines designed to serve as building blocks for constructing complete algorithms.Comment: The TFOCS software is available at http://tfocs.stanford.edu This version has updated reference

Empirical average-case relation between undersampling and sparsity in X-ray CT

Abstract. In x-ray computed tomography (CT) it is generally acknowledged that reconstruction methods exploiting image sparsity allow reconstruction from a significantly reduced number of projections. The use of such recon-struction methods is motivated by recent progress in compressed sensing (CS). However, the CS framework provides neither guarantees of accurate CT re-construction, nor any relation between sparsity and a sufficient number of measurements for recovery, i.e., perfect reconstruction from noise-free data. We consider reconstruction through 1-norm minimization, as proposed in CS, from data obtained using a standard CT fan-beam sampling pattern. In em-pirical simulation studies we establish quantitatively a relation between the image sparsity and the sufficient number of measurements for recovery within image classes motivated by tomographic applications. We show empirically that the specific relation depends on the image class and in many cases ex-hibits a sharp phase transition as seen in CS, i.e. same-sparsity image require the same number of projections for recovery. Finally we demonstrate that th