A fast patch-dictionary method for whole image recovery

Various algorithms have been proposed for dictionary learning. Among those for image processing, many use image patches to form dictionaries. This paper focuses on whole-image recovery from corrupted linear measurements. We address the open issue of representing an image by overlapping patches: the overlapping leads to an excessive number of dictionary coefficients to determine. With very few exceptions, this issue has limited the applications of image-patch methods to the local kind of tasks such as denoising, inpainting, cartoon-texture decomposition, super-resolution, and image deblurring, for which one can process a few patches at a time. Our focus is global imaging tasks such as compressive sensing and medical image recovery, where the whole image is encoded together, making it either impossible or very ineffective to update a few patches at a time. Our strategy is to divide the sparse recovery into multiple subproblems, each of which handles a subset of non-overlapping patches, and then the results of the subproblems are averaged to yield the final recovery. This simple strategy is surprisingly effective in terms of both quality and speed. In addition, we accelerate computation of the learned dictionary by applying a recent block proximal-gradient method, which not only has a lower per-iteration complexity but also takes fewer iterations to converge, compared to the current state-of-the-art. We also establish that our algorithm globally converges to a stationary point. Numerical results on synthetic data demonstrate that our algorithm can recover a more faithful dictionary than two state-of-the-art methods. Combining our whole-image recovery and dictionary-learning methods, we numerically simulate image inpainting, compressive sensing recovery, and deblurring. Our recovery is more faithful than those of a total variation method and a method based on overlapping patches

PhaseMax: Convex Phase Retrieval via Basis Pursuit

We consider the recovery of a (real- or complex-valued) signal from magnitude-only measurements, known as phase retrieval. We formulate phase retrieval as a convex optimization problem, which we call PhaseMax. Unlike other convex methods that use semidefinite relaxation and lift the phase retrieval problem to a higher dimension, PhaseMax is a "non-lifting" relaxation that operates in the original signal dimension. We show that the dual problem to PhaseMax is Basis Pursuit, which implies that phase retrieval can be performed using algorithms initially designed for sparse signal recovery. We develop sharp lower bounds on the success probability of PhaseMax for a broad range of random measurement ensembles, and we analyze the impact of measurement noise on the solution accuracy. We use numerical results to demonstrate the accuracy of our recovery guarantees, and we showcase the efficacy and limits of PhaseMax in practice

Orthonormal Expansion l1-Minimization Algorithms for Compressed Sensing

Compressed sensing aims at reconstructing sparse signals from significantly reduced number of samples, and a popular reconstruction approach is $\ell_1$-norm minimization. In this correspondence, a method called orthonormal expansion is presented to reformulate the basis pursuit problem for noiseless compressed sensing. Two algorithms are proposed based on convex optimization: one exactly solves the problem and the other is a relaxed version of the first one. The latter can be considered as a modified iterative soft thresholding algorithm and is easy to implement. Numerical simulation shows that, in dealing with noise-free measurements of sparse signals, the relaxed version is accurate, fast and competitive to the recent state-of-the-art algorithms. Its practical application is demonstrated in a more general case where signals of interest are approximately sparse and measurements are contaminated with noise.Comment: 7 pages, 2 figures, 1 tabl

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

Scalar and vector Slepian functions, spherical signal estimation and spectral analysis

It is a well-known fact that mathematical functions that are timelimited (or spacelimited) cannot be simultaneously bandlimited (in frequency). Yet the finite precision of measurement and computation unavoidably bandlimits our observation and modeling scientific data, and we often only have access to, or are only interested in, a study area that is temporally or spatially bounded. In the geosciences we may be interested in spectrally modeling a time series defined only on a certain interval, or we may want to characterize a specific geographical area observed using an effectively bandlimited measurement device. It is clear that analyzing and representing scientific data of this kind will be facilitated if a basis of functions can be found that are "spatiospectrally" concentrated, i.e. "localized" in both domains at the same time. Here, we give a theoretical overview of one particular approach to this "concentration" problem, as originally proposed for time series by Slepian and coworkers, in the 1960s. We show how this framework leads to practical algorithms and statistically performant methods for the analysis of signals and their power spectra in one and two dimensions, and, particularly for applications in the geosciences, for scalar and vectorial signals defined on the surface of a unit sphere.Comment: Submitted to the 2nd Edition of the Handbook of Geomathematics, edited by Willi Freeden, Zuhair M. Nashed and Thomas Sonar, and to be published by Springer Verlag. This is a slightly modified but expanded version of the paper arxiv:0909.5368 that appeared in the 1st Edition of the Handbook, when it was called: Slepian functions and their use in signal estimation and spectral analysi