1,202 research outputs found
Stable, Robust and Super Fast Reconstruction of Tensors Using Multi-Way Projections
In the framework of multidimensional Compressed Sensing (CS), we introduce an
analytical reconstruction formula that allows one to recover an th-order
data tensor
from a reduced set of multi-way compressive measurements by exploiting its low
multilinear-rank structure. Moreover, we show that, an interesting property of
multi-way measurements allows us to build the reconstruction based on
compressive linear measurements taken only in two selected modes, independently
of the tensor order . In addition, it is proved that, in the matrix case and
in a particular case with rd-order tensors where the same 2D sensor operator
is applied to all mode-3 slices, the proposed reconstruction
is stable in the sense that the approximation
error is comparable to the one provided by the best low-multilinear-rank
approximation, where is a threshold parameter that controls the
approximation error. Through the analysis of the upper bound of the
approximation error we show that, in the 2D case, an optimal value for the
threshold parameter exists, which is confirmed by our
simulation results. On the other hand, our experiments on 3D datasets show that
very good reconstructions are obtained using , which means that this
parameter does not need to be tuned. Our extensive simulation results
demonstrate the stability and robustness of the method when it is applied to
real-world 2D and 3D signals. A comparison with state-of-the-arts sparsity
based CS methods specialized for multidimensional signals is also included. A
very attractive characteristic of the proposed method is that it provides a
direct computation, i.e. it is non-iterative in contrast to all existing
sparsity based CS algorithms, thus providing super fast computations, even for
large datasets.Comment: Submitted to IEEE Transactions on Signal Processin
Total Variation Regularized Tensor RPCA for Background Subtraction from Compressive Measurements
Background subtraction has been a fundamental and widely studied task in
video analysis, with a wide range of applications in video surveillance,
teleconferencing and 3D modeling. Recently, motivated by compressive imaging,
background subtraction from compressive measurements (BSCM) is becoming an
active research task in video surveillance. In this paper, we propose a novel
tensor-based robust PCA (TenRPCA) approach for BSCM by decomposing video frames
into backgrounds with spatial-temporal correlations and foregrounds with
spatio-temporal continuity in a tensor framework. In this approach, we use 3D
total variation (TV) to enhance the spatio-temporal continuity of foregrounds,
and Tucker decomposition to model the spatio-temporal correlations of video
background. Based on this idea, we design a basic tensor RPCA model over the
video frames, dubbed as the holistic TenRPCA model (H-TenRPCA). To characterize
the correlations among the groups of similar 3D patches of video background, we
further design a patch-group-based tensor RPCA model (PG-TenRPCA) by joint
tensor Tucker decompositions of 3D patch groups for modeling the video
background. Efficient algorithms using alternating direction method of
multipliers (ADMM) are developed to solve the proposed models. Extensive
experiments on simulated and real-world videos demonstrate the superiority of
the proposed approaches over the existing state-of-the-art approaches.Comment: To appear in IEEE TI
Low rank tensor recovery via iterative hard thresholding
We study extensions of compressive sensing and low rank matrix recovery
(matrix completion) to the recovery of low rank tensors of higher order from a
small number of linear measurements. While the theoretical understanding of low
rank matrix recovery is already well-developed, only few contributions on the
low rank tensor recovery problem are available so far. In this paper, we
introduce versions of the iterative hard thresholding algorithm for several
tensor decompositions, namely the higher order singular value decomposition
(HOSVD), the tensor train format (TT), and the general hierarchical Tucker
decomposition (HT). We provide a partial convergence result for these
algorithms which is based on a variant of the restricted isometry property of
the measurement operator adapted to the tensor decomposition at hand that
induces a corresponding notion of tensor rank. We show that subgaussian
measurement ensembles satisfy the tensor restricted isometry property with high
probability under a certain almost optimal bound on the number of measurements
which depends on the corresponding tensor format. These bounds are extended to
partial Fourier maps combined with random sign flips of the tensor entries.
Finally, we illustrate the performance of iterative hard thresholding methods
for tensor recovery via numerical experiments where we consider recovery from
Gaussian random measurements, tensor completion (recovery of missing entries),
and Fourier measurements for third order tensors.Comment: 34 page
Multiarray Signal Processing: Tensor decomposition meets compressed sensing
We discuss how recently discovered techniques and tools from compressed
sensing can be used in tensor decompositions, with a view towards modeling
signals from multiple arrays of multiple sensors. We show that with appropriate
bounds on a measure of separation between radiating sources called coherence,
one could always guarantee the existence and uniqueness of a best rank-r
approximation of the tensor representing the signal. We also deduce a
computationally feasible variant of Kruskal's uniqueness condition, where the
coherence appears as a proxy for k-rank. Problems of sparsest recovery with an
infinite continuous dictionary, lowest-rank tensor representation, and blind
source separation are treated in a uniform fashion. The decomposition of the
measurement tensor leads to simultaneous localization and extraction of
radiating sources, in an entirely deterministic manner.Comment: 10 pages, 1 figur
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