A strict error bound with separated contributions of the discretization and of the iterative solver in non-overlapping domain decomposition methods

This paper deals with the estimation of the distance between the solution of a static linear mechanic problem and its approximation by the finite element method solved with a non-overlapping domain decomposition method (FETI or BDD). We propose a new strict upper bound of the error which separates the contribution of the iterative solver and the contribution of the discretization. Numerical assessments show that the bound is sharp and enables us to define an objective stopping criterion for the iterative solverComment: Computer Methods in Applied Mechanics and Engineering (2013) onlin

Superfast Line Spectral Estimation

A number of recent works have proposed to solve the line spectral estimation problem by applying off-the-grid extensions of sparse estimation techniques. These methods are preferable over classical line spectral estimation algorithms because they inherently estimate the model order. However, they all have computation times which grow at least cubically in the problem size, thus limiting their practical applicability in cases with large dimensions. To alleviate this issue, we propose a low-complexity method for line spectral estimation, which also draws on ideas from sparse estimation. Our method is based on a Bayesian view of the problem. The signal covariance matrix is shown to have Toeplitz structure, allowing superfast Toeplitz inversion to be used. We demonstrate that our method achieves estimation accuracy at least as good as current methods and that it does so while being orders of magnitudes faster.Comment: 16 pages, 7 figures, accepted for IEEE Transactions on Signal Processin

Slow Adaptive OFDMA Systems Through Chance Constrained Programming

Adaptive OFDMA has recently been recognized as a promising technique for providing high spectral efficiency in future broadband wireless systems. The research over the last decade on adaptive OFDMA systems has focused on adapting the allocation of radio resources, such as subcarriers and power, to the instantaneous channel conditions of all users. However, such "fast" adaptation requires high computational complexity and excessive signaling overhead. This hinders the deployment of adaptive OFDMA systems worldwide. This paper proposes a slow adaptive OFDMA scheme, in which the subcarrier allocation is updated on a much slower timescale than that of the fluctuation of instantaneous channel conditions. Meanwhile, the data rate requirements of individual users are accommodated on the fast timescale with high probability, thereby meeting the requirements except occasional outage. Such an objective has a natural chance constrained programming formulation, which is known to be intractable. To circumvent this difficulty, we formulate safe tractable constraints for the problem based on recent advances in chance constrained programming. We then develop a polynomial-time algorithm for computing an optimal solution to the reformulated problem. Our results show that the proposed slow adaptation scheme drastically reduces both computational cost and control signaling overhead when compared with the conventional fast adaptive OFDMA. Our work can be viewed as an initial attempt to apply the chance constrained programming methodology to wireless system designs. Given that most wireless systems can tolerate an occasional dip in the quality of service, we hope that the proposed methodology will find further applications in wireless communications

Fast non-negative deconvolution for spike train inference from population calcium imaging

Calcium imaging for observing spiking activity from large populations of neurons are quickly gaining popularity. While the raw data are fluorescence movies, the underlying spike trains are of interest. This work presents a fast non-negative deconvolution filter to infer the approximately most likely spike train for each neuron, given the fluorescence observations. This algorithm outperforms optimal linear deconvolution (Wiener filtering) on both simulated and biological data. The performance gains come from restricting the inferred spike trains to be positive (using an interior-point method), unlike the Wiener filter. The algorithm is fast enough that even when imaging over 100 neurons, inference can be performed on the set of all observed traces faster than real-time. Performing optimal spatial filtering on the images further refines the estimates. Importantly, all the parameters required to perform the inference can be estimated using only the fluorescence data, obviating the need to perform joint electrophysiological and imaging calibration experiments.Comment: 22 pages, 10 figure

Towards Fast-Convergence, Low-Delay and Low-Complexity Network Optimization

Distributed network optimization has been studied for well over a decade. However, we still do not have a good idea of how to design schemes that can simultaneously provide good performance across the dimensions of utility optimality, convergence speed, and delay. To address these challenges, in this paper, we propose a new algorithmic framework with all these metrics approaching optimality. The salient features of our new algorithm are three-fold: (i) fast convergence: it converges with only $O(\log(1/\epsilon))$ iterations that is the fastest speed among all the existing algorithms; (ii) low delay: it guarantees optimal utility with finite queue length; (iii) simple implementation: the control variables of this algorithm are based on virtual queues that do not require maintaining per-flow information. The new technique builds on a kind of inexact Uzawa method in the Alternating Directional Method of Multiplier, and provides a new theoretical path to prove global and linear convergence rate of such a method without requiring the full rank assumption of the constraint matrix