Distributed and parallel sparse convex optimization for radio interferometry with PURIFY

Next generation radio interferometric telescopes are entering an era of big data with extremely large data sets. While these telescopes can observe the sky in higher sensitivity and resolution than before, computational challenges in image reconstruction need to be overcome to realize the potential of forthcoming telescopes. New methods in sparse image reconstruction and convex optimization techniques (cf. compressive sensing) have shown to produce higher fidelity reconstructions of simulations and real observations than traditional methods. This article presents distributed and parallel algorithms and implementations to perform sparse image reconstruction, with significant practical considerations that are important for implementing these algorithms for Big Data. We benchmark the algorithms presented, showing that they are considerably faster than their serial equivalents. We then pre-sample gridding kernels to scale the distributed algorithms to larger data sizes, showing application times for 1 Gb to 2.4 Tb data sets over 25 to 100 nodes for up to 50 billion visibilities, and find that the run-times for the distributed algorithms range from 100 milliseconds to 3 minutes per iteration. This work presents an important step in working towards computationally scalable and efficient algorithms and implementations that are needed to image observations of both extended and compact sources from next generation radio interferometers such as the SKA. The algorithms are implemented in the latest versions of the SOPT (https://github.com/astro-informatics/sopt) and PURIFY (https://github.com/astro-informatics/purify) software packages {(Versions 3.1.0)}, which have been released alongside of this article.Comment: 25 pages, 5 figure

Dictionary-based Tensor Canonical Polyadic Decomposition

To ensure interpretability of extracted sources in tensor decomposition, we introduce in this paper a dictionary-based tensor canonical polyadic decomposition which enforces one factor to belong exactly to a known dictionary. A new formulation of sparse coding is proposed which enables high dimensional tensors dictionary-based canonical polyadic decomposition. The benefits of using a dictionary in tensor decomposition models are explored both in terms of parameter identifiability and estimation accuracy. Performances of the proposed algorithms are evaluated on the decomposition of simulated data and the unmixing of hyperspectral images

Sparse permutation invariant covariance estimation

The paper proposes a method for constructing a sparse estimator for the inverse covariance (concentration) matrix in high-dimensional settings. The estimator uses a penalized normal likelihood approach and forces sparsity by using a lasso-type penalty. We establish a rate of convergence in the Frobenius norm as both data dimension $p$ and sample size $n$ are allowed to grow, and show that the rate depends explicitly on how sparse the true concentration matrix is. We also show that a correlation-based version of the method exhibits better rates in the operator norm. We also derive a fast iterative algorithm for computing the estimator, which relies on the popular Cholesky decomposition of the inverse but produces a permutation-invariant estimator. The method is compared to other estimators on simulated data and on a real data example of tumor tissue classification using gene expression data.Comment: Published in at http://dx.doi.org/10.1214/08-EJS176 the Electronic Journal of Statistics (http://www.i-journals.org/ejs/) by the Institute of Mathematical Statistics (http://www.imstat.org