9,103 research outputs found
Efficient product sampling using hierarchical thresholding
We present an efficient method for importance sampling the product of multiple functions. Our algorithm computes a quick approximation of the product on the fly, based on hierarchical representations of the local maxima and averages of the individual terms. Samples are generated by exploiting the hierarchical properties of many low-discrepancy sequences, and thresholded against the estimated product. We evaluate direct illumination by sampling the triple product of environment map lighting, surface reflectance, and a visibility function estimated per pixel. Our results show considerable noise reduction compared to existing state-of-the-art methods using only the product of lighting and BRD
Efficient Product Importance Sampling using Hierarchical Thresholding
We present an efficient method for importance sampling the product of multiple functions. Our algorithm computes a quick approximation of the product on-the-fly, based on hierarchical representations of the Local maxima and averages of the individual terms. Samples are generated by exploiting the hierarchical properties of many low-discrepancy sequences, and thresholded against the estimated product. We evaluate direct illumination by sampling the triple product of environment map lighting, surface reflectance, and a visibility function estimated per pixel. Our results show considerable noise reduction compared to existing state-of-the-art methods using only the product of lighting and BRDF
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
Tensor completion in hierarchical tensor representations
Compressed sensing extends from the recovery of sparse vectors from
undersampled measurements via efficient algorithms to the recovery of matrices
of low rank from incomplete information. Here we consider a further extension
to the reconstruction of tensors of low multi-linear rank in recently
introduced hierarchical tensor formats from a small number of measurements.
Hierarchical tensors are a flexible generalization of the well-known Tucker
representation, which have the advantage that the number of degrees of freedom
of a low rank tensor does not scale exponentially with the order of the tensor.
While corresponding tensor decompositions can be computed efficiently via
successive applications of (matrix) singular value decompositions, some
important properties of the singular value decomposition do not extend from the
matrix to the tensor case. This results in major computational and theoretical
difficulties in designing and analyzing algorithms for low rank tensor
recovery. For instance, a canonical analogue of the tensor nuclear norm is
NP-hard to compute in general, which is in stark contrast to the matrix case.
In this book chapter we consider versions of iterative hard thresholding
schemes adapted to hierarchical tensor formats. A variant builds on methods
from Riemannian optimization and uses a retraction mapping from the tangent
space of the manifold of low rank tensors back to this manifold. We provide
first partial convergence results based on a tensor version of the restricted
isometry property (TRIP) of the measurement map. Moreover, an estimate of the
number of measurements is provided that ensures the TRIP of a given tensor rank
with high probability for Gaussian measurement maps.Comment: revised version, to be published in Compressed Sensing and Its
Applications (edited by H. Boche, R. Calderbank, G. Kutyniok, J. Vybiral
Adaptive Bernstein-von Mises theorems in Gaussian white noise
We investigate Bernstein-von Mises theorems for adaptive nonparametric
Bayesian procedures in the canonical Gaussian white noise model. We consider
both a Hilbert space and multiscale setting with applications in and
respectively. This provides a theoretical justification for plug-in
procedures, for example the use of certain credible sets for sufficiently
smooth linear functionals. We use this general approach to construct optimal
frequentist confidence sets based on the posterior distribution. We also
provide simulations to numerically illustrate our approach and obtain a visual
representation of the geometries involved.Comment: 48 pages, 5 figure
- …