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 $N$th-order $(I_1\times I_2\times \cdots \times I_N)$ data tensor $\underline{\mathbf{X}}$ 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 $N$. In addition, it is proved that, in the matrix case and in a particular case with $3$rd-order tensors where the same 2D sensor operator is applied to all mode-3 slices, the proposed reconstruction $\underline{\mathbf{X}}_\tau$ is stable in the sense that the approximation error is comparable to the one provided by the best low-multilinear-rank approximation, where $\tau$ 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 $\tau=\tau_0 > 0$ 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 $\tau=0$, 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

Tensor Decompositions for Signal Processing Applications From Two-way to Multiway Component Analysis

The widespread use of multi-sensor technology and the emergence of big datasets has highlighted the limitations of standard flat-view matrix models and the necessity to move towards more versatile data analysis tools. We show that higher-order tensors (i.e., multiway arrays) enable such a fundamental paradigm shift towards models that are essentially polynomial and whose uniqueness, unlike the matrix methods, is guaranteed under verymild and natural conditions. Benefiting fromthe power ofmultilinear algebra as theirmathematical backbone, data analysis techniques using tensor decompositions are shown to have great flexibility in the choice of constraints that match data properties, and to find more general latent components in the data than matrix-based methods. A comprehensive introduction to tensor decompositions is provided from a signal processing perspective, starting from the algebraic foundations, via basic Canonical Polyadic and Tucker models, through to advanced cause-effect and multi-view data analysis schemes. We show that tensor decompositions enable natural generalizations of some commonly used signal processing paradigms, such as canonical correlation and subspace techniques, signal separation, linear regression, feature extraction and classification. We also cover computational aspects, and point out how ideas from compressed sensing and scientific computing may be used for addressing the otherwise unmanageable storage and manipulation problems associated with big datasets. The concepts are supported by illustrative real world case studies illuminating the benefits of the tensor framework, as efficient and promising tools for modern signal processing, data analysis and machine learning applications; these benefits also extend to vector/matrix data through tensorization. Keywords: ICA, NMF, CPD, Tucker decomposition, HOSVD, tensor networks, Tensor Train

Reconstruction of Multiway Arrays from Incomplete Information Using the Tucker Tensor Decomposition

Tensor decomposition models for multidimensional datasets (multiway arrays) have a long history in Mathematics and applied sciences. While these models have recently been applied to multidimensional signal processing, they were developed independently of the theory of sparse representations and Compressed Sensing (CS). We discuss and illustrate recent results revealing connections among tensor decompositions models, recovery of low-rank multidimensional signals and CS theory. It is shown that, if a multidimensional signal has a good low rank or sparse multilinear representation, in the sense of the Tucker decomposition model, then it can be reconstructed from incomplete measurements. We discuss reconstructions methods for the cases where only a subset of fibers (mode-n vectors) in each dimension of the signal are available (Fiber Sampling Tensor Decomposition - FSTD), or when only the values of a limited set of entries are known (Tensor completion or multidimensional inpainting problem) or when measurements are given in a compressed multilinear format (Kronecker CS). We illustrate these methods by computer simulations taken on real world multidimensional signals including Magnetic Resonance Imaging (MRI) datasets and Hyperspectral images of natural scenes.Fil: Caiafa, César Federico. Provincia de Buenos Aires. Gobernación. Comisión de Investigaciones Científicas. Instituto Argentino de Radioastronomía. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - La Plata. Instituto Argentino de Radioastronomía; ArgentinaNew Trends in Applied Harmonic Analysis Sparse Representations, Compressed Sensing and Multifractal Analysis (CIMPA 2013)Mar del PlataArgentinaUniversidad de Buneos Aire

Sampling and Reconstruction of Sparse Signals on Circulant Graphs - An Introduction to Graph-FRI

With the objective of employing graphs toward a more generalized theory of signal processing, we present a novel sampling framework for (wavelet-)sparse signals defined on circulant graphs which extends basic properties of Finite Rate of Innovation (FRI) theory to the graph domain, and can be applied to arbitrary graphs via suitable approximation schemes. At its core, the introduced Graph-FRI-framework states that any K-sparse signal on the vertices of a circulant graph can be perfectly reconstructed from its dimensionality-reduced representation in the graph spectral domain, the Graph Fourier Transform (GFT), of minimum size 2K. By leveraging the recently developed theory of e-splines and e-spline wavelets on graphs, one can decompose this graph spectral transformation into the multiresolution low-pass filtering operation with a graph e-spline filter, and subsequent transformation to the spectral graph domain; this allows to infer a distinct sampling pattern, and, ultimately, the structure of an associated coarsened graph, which preserves essential properties of the original, including circularity and, where applicable, the graph generating set.Comment: To appear in Appl. Comput. Harmon. Anal. (2017

On Sparse Representation in Fourier and Local Bases

We consider the classical problem of finding the sparse representation of a signal in a pair of bases. When both bases are orthogonal, it is known that the sparse representation is unique when the sparsity $K$ of the signal satisfies $K<1/\mu(D)$, where $\mu(D)$ is the mutual coherence of the dictionary. Furthermore, the sparse representation can be obtained in polynomial time by Basis Pursuit (BP), when $K<0.91/\mu(D)$. Therefore, there is a gap between the unicity condition and the one required to use the polynomial-complexity BP formulation. For the case of general dictionaries, it is also well known that finding the sparse representation under the only constraint of unicity is NP-hard. In this paper, we introduce, for the case of Fourier and canonical bases, a polynomial complexity algorithm that finds all the possible $K$-sparse representations of a signal under the weaker condition that $K<\sqrt{2} /\mu(D)$. Consequently, when $K<1/\mu(D)$, the proposed algorithm solves the unique sparse representation problem for this structured dictionary in polynomial time. We further show that the same method can be extended to many other pairs of bases, one of which must have local atoms. Examples include the union of Fourier and local Fourier bases, the union of discrete cosine transform and canonical bases, and the union of random Gaussian and canonical bases