Accelerated graph-based spectral polynomial filters

Graph-based spectral denoising is a low-pass filtering using the eigendecomposition of the graph Laplacian matrix of a noisy signal. Polynomial filtering avoids costly computation of the eigendecomposition by projections onto suitable Krylov subspaces. Polynomial filters can be based, e.g., on the bilateral and guided filters. We propose constructing accelerated polynomial filters by running flexible Krylov subspace based linear and eigenvalue solvers such as the Block Locally Optimal Preconditioned Conjugate Gradient (LOBPCG) method.Comment: 6 pages, 6 figures. Accepted to the 2015 IEEE International Workshop on Machine Learning for Signal Processin

Learning Output Kernels for Multi-Task Problems

Simultaneously solving multiple related learning tasks is beneficial under a variety of circumstances, but the prior knowledge necessary to correctly model task relationships is rarely available in practice. In this paper, we develop a novel kernel-based multi-task learning technique that automatically reveals structural inter-task relationships. Building over the framework of output kernel learning (OKL), we introduce a method that jointly learns multiple functions and a low-rank multi-task kernel by solving a non-convex regularization problem. Optimization is carried out via a block coordinate descent strategy, where each subproblem is solved using suitable conjugate gradient (CG) type iterative methods for linear operator equations. The effectiveness of the proposed approach is demonstrated on pharmacological and collaborative filtering data

Constrained matched filtering for extended dynamic range and improved noise rejection for Shack-Hartmann wavefront sensing

We recently introduced matched filtering in the context of astronomical Shack-Hartmann wavefront sensing with elongated sodium laser beacons [Appl. Opt. 45, 6568 (2006)]. Detailed wave optics Monte Carlo simulations implementing this technique for the Thirty Meter Telescope dual conjugate adaptive optics system have, however, revealed frequent bursts of degraded closed loop residual wavefront error [Proc. SPIE 6272, 627236 (2006)]. The origin of this problem is shown to be related to laser guide star jitter on the sky that kicks the filter out of its linear dynamic range, which leads to bursts of nonlinearities that are reconstructed into higher-order wavefront aberrations, particularly coma and trifoil for radially elongated subaperture spots. An elegant reformulation of the algorithm is proposed to extend its dynamic range using a set of linear constraints while preserving its improved noise rejection and Monte Carlo performance results are reported that confirm the benefits of the method

Parallel eigensolvers in plane-wave Density Functional Theory

We consider the problem of parallelizing electronic structure computations in plane-wave Density Functional Theory. Because of the limited scalability of Fourier transforms, parallelism has to be found at the eigensolver level. We show how a recently proposed algorithm based on Chebyshev polynomials can scale into the tens of thousands of processors, outperforming block conjugate gradient algorithms for large computations

Accelerated graph-based nonlinear denoising filters

Denoising filters, such as bilateral, guided, and total variation filters, applied to images on general graphs may require repeated application if noise is not small enough. We formulate two acceleration techniques of the resulted iterations: conjugate gradient method and Nesterov's acceleration. We numerically show efficiency of the accelerated nonlinear filters for image denoising and demonstrate 2-12 times speed-up, i.e., the acceleration techniques reduce the number of iterations required to reach a given peak signal-to-noise ratio (PSNR) by the above indicated factor of 2-12.Comment: 10 pages, 6 figures, to appear in Procedia Computer Science, vol.80, 2016, International Conference on Computational Science, San Diego, CA, USA, June 6-8, 201

A Probabilistic Perspective on Gaussian Filtering and Smoothing

We present a general probabilistic perspective on Gaussian filtering and smoothing. This allows us to show that common approaches to Gaussian filtering/smoothing can be distinguished solely by their methods of computing/approximating the means and covariances of joint probabilities. This implies that novel filters and smoothers can be derived straightforwardly by providing methods for computing these moments. Based on this insight, we derive the cubature Kalman smoother and propose a novel robust filtering and smoothing algorithm based on Gibbs sampling