1,216 research outputs found
Stochastic collocation on unstructured multivariate meshes
Collocation has become a standard tool for approximation of parameterized
systems in the uncertainty quantification (UQ) community. Techniques for
least-squares regularization, compressive sampling recovery, and interpolatory
reconstruction are becoming standard tools used in a variety of applications.
Selection of a collocation mesh is frequently a challenge, but methods that
construct geometrically "unstructured" collocation meshes have shown great
potential due to attractive theoretical properties and direct, simple
generation and implementation. We investigate properties of these meshes,
presenting stability and accuracy results that can be used as guides for
generating stochastic collocation grids in multiple dimensions.Comment: 29 pages, 6 figure
Reliable recovery of hierarchically sparse signals for Gaussian and Kronecker product measurements
We propose and analyze a solution to the problem of recovering a block sparse
signal with sparse blocks from linear measurements. Such problems naturally
emerge inter alia in the context of mobile communication, in order to meet the
scalability and low complexity requirements of massive antenna systems and
massive machine-type communication. We introduce a new variant of the Hard
Thresholding Pursuit (HTP) algorithm referred to as HiHTP. We provide both a
proof of convergence and a recovery guarantee for noisy Gaussian measurements
that exhibit an improved asymptotic scaling in terms of the sampling complexity
in comparison with the usual HTP algorithm. Furthermore, hierarchically sparse
signals and Kronecker product structured measurements naturally arise together
in a variety of applications. We establish the efficient reconstruction of
hierarchically sparse signals from Kronecker product measurements using the
HiHTP algorithm. Additionally, we provide analytical results that connect our
recovery conditions to generalized coherence measures. Again, our recovery
results exhibit substantial improvement in the asymptotic sampling complexity
scaling over the standard setting. Finally, we validate in numerical
experiments that for hierarchically sparse signals, HiHTP performs
significantly better compared to HTP.Comment: 11+4 pages, 5 figures. V3: Incomplete funding information corrected
and minor typos corrected. V4: Change of title and additional author Axel
Flinth. Included new results on Kronecker product measurements and relations
of HiRIP to hierarchical coherence measures. Improved presentation of general
hierarchically sparse signals and correction of minor typo
Video Compressive Sensing for Dynamic MRI
We present a video compressive sensing framework, termed kt-CSLDS, to
accelerate the image acquisition process of dynamic magnetic resonance imaging
(MRI). We are inspired by a state-of-the-art model for video compressive
sensing that utilizes a linear dynamical system (LDS) to model the motion
manifold. Given compressive measurements, the state sequence of an LDS can be
first estimated using system identification techniques. We then reconstruct the
observation matrix using a joint structured sparsity assumption. In particular,
we minimize an objective function with a mixture of wavelet sparsity and joint
sparsity within the observation matrix. We derive an efficient convex
optimization algorithm through alternating direction method of multipliers
(ADMM), and provide a theoretical guarantee for global convergence. We
demonstrate the performance of our approach for video compressive sensing, in
terms of reconstruction accuracy. We also investigate the impact of various
sampling strategies. We apply this framework to accelerate the acquisition
process of dynamic MRI and show it achieves the best reconstruction accuracy
with the least computational time compared with existing algorithms in the
literature.Comment: 30 pages, 9 figure
Separable Cosparse Analysis Operator Learning
The ability of having a sparse representation for a certain class of signals
has many applications in data analysis, image processing, and other research
fields. Among sparse representations, the cosparse analysis model has recently
gained increasing interest. Many signals exhibit a multidimensional structure,
e.g. images or three-dimensional MRI scans. Most data analysis and learning
algorithms use vectorized signals and thereby do not account for this
underlying structure. The drawback of not taking the inherent structure into
account is a dramatic increase in computational cost. We propose an algorithm
for learning a cosparse Analysis Operator that adheres to the preexisting
structure of the data, and thus allows for a very efficient implementation.
This is achieved by enforcing a separable structure on the learned operator.
Our learning algorithm is able to deal with multidimensional data of arbitrary
order. We evaluate our method on volumetric data at the example of
three-dimensional MRI scans.Comment: 5 pages, 3 figures, accepted at EUSIPCO 201
Compressive sensing Petrov-Galerkin approximation of high-dimensional parametric operator equations
We analyze the convergence of compressive sensing based sampling techniques
for the efficient evaluation of functionals of solutions for a class of
high-dimensional, affine-parametric, linear operator equations which depend on
possibly infinitely many parameters. The proposed algorithms are based on
so-called "non-intrusive" sampling of the high-dimensional parameter space,
reminiscent of Monte-Carlo sampling. In contrast to Monte-Carlo, however, a
functional of the parametric solution is then computed via compressive sensing
methods from samples of functionals of the solution. A key ingredient in our
analysis of independent interest consists in a generalization of recent results
on the approximate sparsity of generalized polynomial chaos representations
(gpc) of the parametric solution families, in terms of the gpc series with
respect to tensorized Chebyshev polynomials. In particular, we establish
sufficient conditions on the parametric inputs to the parametric operator
equation such that the Chebyshev coefficients of the gpc expansion are
contained in certain weighted -spaces for . Based on this we
show that reconstructions of the parametric solutions computed from the sampled
problems converge, with high probability, at the , resp.
convergence rates afforded by best -term approximations of the parametric
solution up to logarithmic factors.Comment: revised version, 27 page
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
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