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

Democratic Representations

Minimization of the $\ell_{\infty}$ (or maximum) norm subject to a constraint that imposes consistency to an underdetermined system of linear equations finds use in a large number of practical applications, including vector quantization, approximate nearest neighbor search, peak-to-average power ratio (or "crest factor") reduction in communication systems, and peak force minimization in robotics and control. This paper analyzes the fundamental properties of signal representations obtained by solving such a convex optimization problem. We develop bounds on the maximum magnitude of such representations using the uncertainty principle (UP) introduced by Lyubarskii and Vershynin, and study the efficacy of $\ell_{\infty}$-norm-based dynamic range reduction. Our analysis shows that matrices satisfying the UP, such as randomly subsampled Fourier or i.i.d. Gaussian matrices, enable the computation of what we call democratic representations, whose entries all have small and similar magnitude, as well as low dynamic range. To compute democratic representations at low computational complexity, we present two new, efficient convex optimization algorithms. We finally demonstrate the efficacy of democratic representations for dynamic range reduction in a DVB-T2-based broadcast system.Comment: Submitted to a Journa

Graph-based techniques for compression and reconstruction of sparse sources

The main goal of this thesis is to develop lossless compression schemes for analog and binary sources. All the considered compression schemes have as common feature that the encoder can be represented by a graph, so they can be studied employing tools from modern coding theory. In particular, this thesis is focused on two compression problems: the group testing and the noiseless compressed sensing problems. Although both problems may seem unrelated, in the thesis they are shown to be very close. Furthermore, group testing has the same mathematical formulation as non-linear binary source compression schemes that use the OR operator. In this thesis, the similarities between these problems are exploited. The group testing problem is aimed at identifying the defective subjects of a population with as few tests as possible. Group testing schemes can be divided into two groups: adaptive and non-adaptive group testing schemes. The former schemes generate tests sequentially and exploit the partial decoding results to attempt to reduce the overall number of tests required to label all members of the population, whereas non-adaptive schemes perform all the test in parallel and attempt to label as many subjects as possible. Our contributions to the group testing problem are both theoretical and practical. We propose a novel adaptive scheme aimed to efficiently perform the testing process. Furthermore, we develop tools to predict the performance of both adaptive and non-adaptive schemes when the number of subjects to be tested is large. These tools allow to characterize the performance of adaptive and non-adaptive group testing schemes without simulating them. The goal of the noiseless compressed sensing problem is to retrieve a signal from its lineal projection version in a lower-dimensional space. This can be done only whenever the amount of null components of the original signal is large enough. Compressed sensing deals with the design of sampling schemes and reconstruction algorithms that manage to reconstruct the original signal vector with as few samples as possible. In this thesis we pose the compressed sensing problem within a probabilistic framework, as opposed to the classical compression sensing formulation. Recent results in the state of the art show that this approach is more efficient than the classical one. Our contributions to noiseless compressed sensing are both theoretical and practical. We deduce a necessary and sufficient matrix design condition to guarantee that the reconstruction is lossless. Regarding the design of practical schemes, we propose two novel reconstruction algorithms based on message passing over the sparse representation of the matrix, one of them with very low computational complexity.El objetivo principal de la tesis es el desarrollo de esquemas de compresión sin pérdidas para fuentes analógicas y binarias. Los esquemas analizados tienen en común la representación del compresor mediante un grafo; esto ha permitido emplear en su estudio las herramientas de codificación modernas. Más concretamente la tesis estudia dos problemas de compresión en particular: el diseño de experimentos de testeo comprimido de poblaciones (de sangre, de presencia de elementos contaminantes, secuenciado de ADN, etcétera) y el muestreo comprimido de señales reales en ausencia de ruido. A pesar de que a primera vista parezcan problemas totalmente diferentes, en la tesis mostramos que están muy relacionados. Adicionalmente, el problema de testeo comprimido de poblaciones tiene una formulación matemática idéntica a los códigos de compresión binarios no lineales basados en puertas OR. En la tesis se explotan las similitudes entre todos estos problemas. Existen dos aproximaciones al testeo de poblaciones: el testeo adaptativo y el no adaptativo. El primero realiza los test de forma secuencial y explota los resultados parciales de estos para intentar reducir el número total de test necesarios, mientras que el segundo hace todos los test en bloque e intenta extraer el máximo de datos posibles de los test. Nuestras contribuciones al problema de testeo comprimido han sido tanto teóricas como prácticas. Hemos propuesto un nuevo esquema adaptativo para realizar eficientemente el proceso de testeo. Además hemos desarrollado herramientas que permiten predecir el comportamiento tanto de los esquemas adaptativos como de los esquemas no adaptativos cuando el número de sujetos a testear es elevado. Estas herramientas permiten anticipar las prestaciones de los esquemas de testeo sin necesidad de simularlos. El objetivo del muestreo comprimido es recuperar una señal a partir de su proyección lineal en un espacio de menor dimensión. Esto sólo es posible si se asume que la señal original tiene muchas componentes que son cero. El problema versa sobre el diseño de matrices y algoritmos de reconstrucción que permitan implementar esquemas de muestreo y reconstrucción con un número mínimo de muestras. A diferencia de la formulación clásica de muestreo comprimido, en esta tesis se ha empleado un modelado probabilístico de la señal. Referencias recientes en la literatura demuestran que este enfoque permite conseguir esquemas de compresión y descompresión más eficientes. Nuestras contribuciones en el campo de muestreo comprimido de fuentes analógicas dispersas han sido también teóricas y prácticas. Por un lado, la deducción de la condición necesaria y suficiente que debe garantizar la matriz de muestreo para garantizar que se puede reconstruir unívocamente la secuencia de fuente. Por otro lado, hemos propuesto dos algoritmos, uno de ellos de baja complejidad computacional, que permiten reconstruir la señal original basados en paso de mensajes entre los nodos de la representación gráfica de la matriz de proyección.Postprint (published version