119 research outputs found

    Sampling based on timing: Time encoding machines on shift-invariant subspaces

    Get PDF
    Sampling information using timing is a new approach in sampling theory. The question is how to map amplitude information into the timing domain. One such encoder, called time encoding machine, was introduced by Lazar and Toth in [23] for the special case of band-limited functions. In this paper, we extend their result to the general framework of shift-invariant subspaces. We prove that time encoding machines may be considered as non-uniform sampling devices, where time locations are unknown a priori. Using this fact, we show that perfect representation and reconstruction of a signal with a time encoding machine is possible whenever this device satisfies some density property. We prove that this method is robust under timing quantization, and therefore can lead to the design of simple and energy efficient sampling devices.Comment: submitted to Applied and Computationnal Harmonic Analysi

    Sketching for Large-Scale Learning of Mixture Models

    Get PDF
    Learning parameters from voluminous data can be prohibitive in terms of memory and computational requirements. We propose a "compressive learning" framework where we estimate model parameters from a sketch of the training data. This sketch is a collection of generalized moments of the underlying probability distribution of the data. It can be computed in a single pass on the training set, and is easily computable on streams or distributed datasets. The proposed framework shares similarities with compressive sensing, which aims at drastically reducing the dimension of high-dimensional signals while preserving the ability to reconstruct them. To perform the estimation task, we derive an iterative algorithm analogous to sparse reconstruction algorithms in the context of linear inverse problems. We exemplify our framework with the compressive estimation of a Gaussian Mixture Model (GMM), providing heuristics on the choice of the sketching procedure and theoretical guarantees of reconstruction. We experimentally show on synthetic data that the proposed algorithm yields results comparable to the classical Expectation-Maximization (EM) technique while requiring significantly less memory and fewer computations when the number of database elements is large. We further demonstrate the potential of the approach on real large-scale data (over 10 8 training samples) for the task of model-based speaker verification. Finally, we draw some connections between the proposed framework and approximate Hilbert space embedding of probability distributions using random features. We show that the proposed sketching operator can be seen as an innovative method to design translation-invariant kernels adapted to the analysis of GMMs. We also use this theoretical framework to derive information preservation guarantees, in the spirit of infinite-dimensional compressive sensing

    Reproducing kernel Hilbert space compactification of unitary evolution groups

    Get PDF
    A framework for coherent pattern extraction and prediction of observables of measure-preserving, ergodic dynamical systems with both atomic and continuous spectral components is developed. This framework is based on an approximation of the generator of the system by a compact operator W-tau on a reproducing kernel Hilbert space (RKHS). The operator W-tau is skew-adjoint, and thus can be represented by a projection-valued measure, discrete by compactness, with an associated orthonormal basis of eigenfunctions. These eigenfunctions are ordered in terms of a Dirichlet energy, and provide a notion of coherent observables under the dynamics akin to the Koopman eigenfunctions associated with the atomic part of the spectrum. In addition, W-tau generates a unitary evolution group {e(tW tau)}t epsilon R on the RKHS, which approximates the unitary Koopman group of the system. We establish convergence results for the spectrum and Borel functional calculus of W-tau as tau -> 0(+), as well as an associated data-driven formulation utilizing time series data. Numerical applications to ergodic systems with atomic and continuous spectra, namely a torus rotation, the Lorenz 63 system, and the Rossler system, are presented. (C) 2021 The Author(s). Published by Elsevier Inc.Peer reviewe

    Generalizations of the sampling theorem: Seven decades after Nyquist

    Get PDF
    The sampling theorem is one of the most basic and fascinating topics in engineering sciences. The most well-known form is Shannon's uniform-sampling theorem for bandlimited signals. Extensions of this to bandpass signals and multiband signals, and to nonuniform sampling are also well-known. The connection between such extensions and the theory of filter banks in DSP has been well established. This paper presents some of the less known aspects of sampling, with special emphasis on non bandlimited signals, pointwise stability of reconstruction, and reconstruction from nonuniform samples. Applications in multiresolution computation and in digital spline interpolation are also reviewed
    • …
    corecore