The Falling Factorial Basis and Its Statistical Applications

We study a novel spline-like basis, which we name the "falling factorial basis", bearing many similarities to the classic truncated power basis. The advantage of the falling factorial basis is that it enables rapid, linear-time computations in basis matrix multiplication and basis matrix inversion. The falling factorial functions are not actually splines, but are close enough to splines that they provably retain some of the favorable properties of the latter functions. We examine their application in two problems: trend filtering over arbitrary input points, and a higher-order variant of the two-sample Kolmogorov-Smirnov test.Comment: Full version for the ICML paper with the same titl

Generalizations of the sampling theorem: Seven decades after Nyquist

The sampling theorem is one of the most basic and fascinating topics in engineering sciences. The most well-known form is Shannon's uniform-sampling theorem for bandlimited signals. Extensions of this to bandpass signals and multiband signals, and to nonuniform sampling are also well-known. The connection between such extensions and the theory of filter banks in DSP has been well established. This paper presents some of the less known aspects of sampling, with special emphasis on non bandlimited signals, pointwise stability of reconstruction, and reconstruction from nonuniform samples. Applications in multiresolution computation and in digital spline interpolation are also reviewed

Construction of Hilbert Transform Pairs of Wavelet Bases and Gabor-like Transforms

We propose a novel method for constructing Hilbert transform (HT) pairs of wavelet bases based on a fundamental approximation-theoretic characterization of scaling functions--the B-spline factorization theorem. In particular, starting from well-localized scaling functions, we construct HT pairs of biorthogonal wavelet bases of L^2(R) by relating the corresponding wavelet filters via a discrete form of the continuous HT filter. As a concrete application of this methodology, we identify HT pairs of spline wavelets of a specific flavor, which are then combined to realize a family of complex wavelets that resemble the optimally-localized Gabor function for sufficiently large orders. Analytic wavelets, derived from the complexification of HT wavelet pairs, exhibit a one-sided spectrum. Based on the tensor-product of such analytic wavelets, and, in effect, by appropriately combining four separable biorthogonal wavelet bases of L^2(R^2), we then discuss a methodology for constructing 2D directional-selective complex wavelets. In particular, analogous to the HT correspondence between the components of the 1D counterpart, we relate the real and imaginary components of these complex wavelets using a multi-dimensional extension of the HT--the directional HT. Next, we construct a family of complex spline wavelets that resemble the directional Gabor functions proposed by Daugman. Finally, we present an efficient FFT-based filterbank algorithm for implementing the associated complex wavelet transform.Comment: 36 pages, 8 figure

Principled Design and Implementation of Steerable Detectors

We provide a complete pipeline for the detection of patterns of interest in an image. In our approach, the patterns are assumed to be adequately modeled by a known template, and are located at unknown position and orientation. We propose a continuous-domain additive image model, where the analyzed image is the sum of the template and an isotropic background signal with self-similar isotropic power-spectrum. The method is able to learn an optimal steerable filter fulfilling the SNR criterion based on one single template and background pair, that therefore strongly responds to the template, while optimally decoupling from the background model. The proposed filter then allows for a fast detection process, with the unknown orientation estimation through the use of steerability properties. In practice, the implementation requires to discretize the continuous-domain formulation on polar grids, which is performed using radial B-splines. We demonstrate the practical usefulness of our method on a variety of template approximation and pattern detection experiments

Non-equispaced B-spline wavelets

This paper has three main contributions. The first is the construction of wavelet transforms from B-spline scaling functions defined on a grid of non-equispaced knots. The new construction extends the equispaced, biorthogonal, compactly supported Cohen-Daubechies-Feauveau wavelets. The new construction is based on the factorisation of wavelet transforms into lifting steps. The second and third contributions are new insights on how to use these and other wavelets in statistical applications. The second contribution is related to the bias of a wavelet representation. It is investigated how the fine scaling coefficients should be derived from the observations. In the context of equispaced data, it is common practice to simply take the observations as fine scale coefficients. It is argued in this paper that this is not acceptable for non-interpolating wavelets on non-equidistant data. Finally, the third contribution is the study of the variance in a non-orthogonal wavelet transform in a new framework, replacing the numerical condition as a measure for non-orthogonality. By controlling the variances of the reconstruction from the wavelet coefficients, the new framework allows us to design wavelet transforms on irregular point sets with a focus on their use for smoothing or other applications in statistics.Comment: 42 pages, 2 figure