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

Efficient algorithms and data structures for compressive sensing

Wegen der kontinuierlich anwachsenden Anzahl von Sensoren, und den stetig wachsenden Datenmengen, die jene produzieren, stößt die konventielle Art Signale zu verarbeiten, beruhend auf dem Nyquist-Kriterium, auf immer mehr Hindernisse und Probleme. Die kürzlich entwickelte Theorie des Compressive Sensing (CS) formuliert das Versprechen einige dieser Hindernisse zu beseitigen, indem hier allgemeinere Signalaufnahme und -rekonstruktionsverfahren zum Einsatz kommen können. Dies erlaubt, dass hierbei einzelne Abtastwerte komplexer strukturierte Informationen über das Signal enthalten können als dies bei konventiellem Nyquistsampling der Fall ist. Gleichzeitig verändert sich die Signalrekonstruktion notwendigerweise zu einem nicht-linearen Vorgang und ebenso müssen viele Hardwarekonzepte für praktische Anwendungen neu überdacht werden. Das heißt, dass man zwischen der Menge an Information, die man über Signale gewinnen kann, und dem Aufwand für das Design und Betreiben eines Signalverarbeitungssystems abwägen kann und muss. Die hier vorgestellte Arbeit trägt dazu bei, dass bei diesem Abwägen CS mehr begünstigt werden kann, indem neue Resultate vorgestellt werden, die es erlauben, dass CS einfacher in der Praxis Anwendung finden kann, wobei die zu erwartende Leistungsfähigkeit des Systems theoretisch fundiert ist. Beispielsweise spielt das Konzept der Sparsity eine zentrale Rolle, weshalb diese Arbeit eine Methode präsentiert, womit der Grad der Sparsity eines Vektors mittels einer einzelnen Beobachtung geschätzt werden kann. Wir zeigen auf, dass dieser Ansatz für Sparsity Order Estimation zu einem niedrigeren Rekonstruktionsfehler führt, wenn man diesen mit einer Rekonstruktion vergleicht, welcher die Sparsity des Vektors unbekannt ist. Um die Modellierung von Signalen und deren Rekonstruktion effizienter zu gestalten, stellen wir das Konzept von der matrixfreien Darstellung linearer Operatoren vor. Für die einfachere Anwendung dieser Darstellung präsentieren wir eine freie Softwarearchitektur und demonstrieren deren Vorzüge, wenn sie für die Rekonstruktion in einem CS-System genutzt wird. Konkret wird der Nutzen dieser Bibliothek, einerseits für das Ermitteln von Defektpositionen in Prüfkörpern mittels Ultraschall, und andererseits für das Schätzen von Streuern in einem Funkkanal aus Ultrabreitbanddaten, demonstriert. Darüber hinaus stellen wir für die Verarbeitung der Ultraschalldaten eine Rekonstruktionspipeline vor, welche Daten verarbeitet, die im Frequenzbereich Unterabtastung erfahren haben. Wir beschreiben effiziente Algorithmen, die bei der Modellierung und der Rekonstruktion zum Einsatz kommen und wir leiten asymptotische Resultate für die benötigte Anzahl von Messwerten, sowie die zu erwartenden Lokalisierungsgenauigkeiten der Defekte her. Wir zeigen auf, dass das vorgestellte System starke Kompression zulässt, ohne die Bildgebung und Defektlokalisierung maßgeblich zu beeinträchtigen. Für die Lokalisierung von Streuern mittels Ultrabreitbandradaren stellen wir ein CS-System vor, welches auf einem Random Demodulators basiert. Im Vergleich zu existierenden Messverfahren ist die hieraus resultierende Schätzung der Kanalimpulsantwort robuster gegen die Effekte von zeitvarianten Funkkanälen. Um den inhärenten Modellfehler, den gitterbasiertes CS begehen muss, zu beseitigen, zeigen wir auf wie Atomic Norm Minimierung es erlaubt ohne die Einschränkung auf ein endliches und diskretes Gitter R-dimensionale spektrale Komponenten aus komprimierten Beobachtungen zu schätzen. Hierzu leiten wir eine R-dimensionale Variante des ADMM her, welcher dazu in der Lage ist die Signalkovarianz in diesem allgemeinen Szenario zu schätzen. Weiterhin zeigen wir, wie dieser Ansatz zur Richtungsschätzung mit realistischen Antennenarraygeometrien genutzt werden kann. In diesem Zusammenhang präsentieren wir auch eine Methode, welche mittels Stochastic gradient descent Messmatrizen ermitteln kann, die sich gut für Parameterschätzung eignen. Die hieraus resultierenden Kompressionsverfahren haben die Eigenschaft, dass die Schätzgenauigkeit über den gesamten Parameterraum ein möglichst uniformes Verhalten zeigt. Zuletzt zeigen wir auf, dass die Kombination des ADMM und des Stochastic Gradient descent das Design eines CS-Systems ermöglicht, welches in diesem gitterfreien Szenario wünschenswerte Eigenschaften hat.Along with the ever increasing number of sensors, which are also generating rapidly growing amounts of data, the traditional paradigm of sampling adhering the Nyquist criterion is facing an equally increasing number of obstacles. The rather recent theory of Compressive Sensing (CS) promises to alleviate some of these drawbacks by proposing to generalize the sampling and reconstruction schemes such that the acquired samples can contain more complex information about the signal than Nyquist samples. The proposed measurement process is more complex and the reconstruction algorithms necessarily need to be nonlinear. Additionally, the hardware design process needs to be revisited as well in order to account for this new acquisition scheme. Hence, one can identify a trade-off between information that is contained in individual samples of a signal and effort during development and operation of the sensing system. This thesis addresses the necessary steps to shift the mentioned trade-off more to the favor of CS. We do so by providing new results that make CS easier to deploy in practice while also maintaining the performance indicated by theoretical results. The sparsity order of a signal plays a central role in any CS system. Hence, we present a method to estimate this crucial quantity prior to recovery from a single snapshot. As we show, this proposed Sparsity Order Estimation method allows to improve the reconstruction error compared to an unguided reconstruction. During the development of the theory we notice that the matrix-free view on the involved linear mappings offers a lot of possibilities to render the reconstruction and modeling stage much more efficient. Hence, we present an open source software architecture to construct these matrix-free representations and showcase its ease of use and performance when used for sparse recovery to detect defects from ultrasound data as well as estimating scatterers in a radio channel using ultra-wideband impulse responses. For the former of these two applications, we present a complete reconstruction pipeline when the ultrasound data is compressed by means of sub-sampling in the frequency domain. Here, we present the algorithms for the forward model, the reconstruction stage and we give asymptotic bounds for the number of measurements and the expected reconstruction error. We show that our proposed system allows significant compression levels without substantially deteriorating the imaging quality. For the second application, we develop a sampling scheme to acquire the channel Impulse Response (IR) based on a Random Demodulator that allows to capture enough information in the recorded samples to reliably estimate the IR when exploiting sparsity. Compared to the state of the art, this in turn allows to improve the robustness to the effects of time-variant radar channels while also outperforming state of the art methods based on Nyquist sampling in terms of reconstruction error. In order to circumvent the inherent model mismatch of early grid-based compressive sensing theory, we make use of the Atomic Norm Minimization framework and show how it can be used for the estimation of the signal covariance with R-dimensional parameters from multiple compressive snapshots. To this end, we derive a variant of the ADMM that can estimate this covariance in a very general setting and we show how to use this for direction finding with realistic antenna geometries. In this context we also present a method based on a Stochastic gradient descent iteration scheme to find compression schemes that are well suited for parameter estimation, since the resulting sub-sampling has a uniform effect on the whole parameter space. Finally, we show numerically that the combination of these two approaches yields a well performing grid-free CS pipeline

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Ph.DDOCTOR OF PHILOSOPH

Nested Sampling and its Applications in Stable Compressive Covariance Estimation and Phase Retrieval with Near-Minimal Measurements

Compressed covariance sensing using quadratic samplers is gaining increasing interest in recent literature. Covariance matrix often plays the role of a sufficient statistic in many signal and information processing tasks. However, owing to the large dimension of the data, it may become necessary to obtain a compressed sketch of the high dimensional covariance matrix to reduce the associated storage and communication costs. Nested sampling has been proposed in the past as an efficient sub-Nyquist sampling strategy that enables perfect reconstruction of the autocorrelation sequence of Wide-Sense Stationary (WSS) signals, as though it was sampled at the Nyquist rate. The key idea behind nested sampling is to exploit properties of the difference set that naturally arises in quadratic measurement model associated with covariance compression. In this thesis, we will focus on developing novel versions of nested sampling for low rank Toeplitz covariance estimation, and phase retrieval, where the latter problem finds many applications in high resolution optical imaging, X-ray crystallography and molecular imaging. The problem of low rank compressive Toeplitz covariance estimation is first shown to be fundamentally related to that of line spectrum recovery. In absence if noise, this connection can be exploited to develop a particular kind of sampler called the Generalized Nested Sampler (GNS), that can achieve optimal compression rates. In presence of bounded noise, we develop a regularization-free algorithm that provably leads to stable recovery of the high dimensional Toeplitz matrix from its order-wise minimal sketch acquired using a GNS. Contrary to existing TV-norm and nuclear norm based reconstruction algorithms, our technique does not use any tuning parameters, which can be of great practical value. The idea of nested sampling idea also finds a surprising use in the problem of phase retrieval, which has been of great interest in recent times for its convex formulation via PhaseLift, By using another modified version of nested sampling, namely the Partial Nested Fourier Sampler (PNFS), we show that with probability one, it is possible to achieve a certain conjectured lower bound on the necessary measurement size. Moreover, for sparse data, an l1 minimization based algorithm is proposed that can lead to stable phase retrieval using order-wise minimal number of measurements

Granger Causality for Compressively Sensed Sparse Signals

Compressed sensing is a scheme that allows for sparse signals to be acquired, transmitted and stored using far fewer measurements than done by conventional means employing Nyquist sampling theorem. Since many naturally occurring signals are sparse (in some domain), compressed sensing has rapidly seen popularity in a number of applied physics and engineering applications, particularly in designing signal and image acquisition strategies, e.g., magnetic resonance imaging, quantum state tomography, scanning tunneling microscopy, analog to digital conversion technologies. Contemporaneously, causal inference has become an important tool for the analysis and understanding of processes and their interactions in many disciplines of science, especially those dealing with complex systems. Direct causal analysis for compressively sensed data is required to avoid the task of reconstructing the compressed data. Also, for some sparse signals, such as for sparse temporal data, it may be difficult to discover causal relations directly using available data-driven/ model-free causality estimation techniques. In this work, we provide a mathematical proof that structured compressed sensing matrices, specifically Circulant and Toeplitz, preserve causal relationships in the compressed signal domain, as measured by Granger Causality. We then verify this theorem on a number of bivariate and multivariate coupled sparse signal simulations which are compressed using these matrices. We also demonstrate a real world application of network causal connectivity estimation from sparse neural spike train recordings from rat prefrontal cortex.Comment: Submitted to IEEE Transactions on Neural Networks and Learning System

Sparse and Redundant Representations for Inverse Problems and Recognition

Sparse and redundant representation of data enables the description of signals as linear combinations of a few atoms from a dictionary. In this dissertation, we study applications of sparse and redundant representations in inverse problems and object recognition. Furthermore, we propose two novel imaging modalities based on the recently introduced theory of Compressed Sensing (CS). This dissertation consists of four major parts. In the first part of the dissertation, we study a new type of deconvolution algorithm that is based on estimating the image from a shearlet decomposition. Shearlets provide a multi-directional and multi-scale decomposition that has been mathematically shown to represent distributed discontinuities such as edges better than traditional wavelets. We develop a deconvolution algorithm that allows for the approximation inversion operator to be controlled on a multi-scale and multi-directional basis. Furthermore, we develop a method for the automatic determination of the threshold values for the noise shrinkage for each scale and direction without explicit knowledge of the noise variance using a generalized cross validation method. In the second part of the dissertation, we study a reconstruction method that recovers highly undersampled images assumed to have a sparse representation in a gradient domain by using partial measurement samples that are collected in the Fourier domain. Our method makes use of a robust generalized Poisson solver that greatly aids in achieving a significantly improved performance over similar proposed methods. We will demonstrate by experiments that this new technique is more flexible to work with either random or restricted sampling scenarios better than its competitors. In the third part of the dissertation, we introduce a novel Synthetic Aperture Radar (SAR) imaging modality which can provide a high resolution map of the spatial distribution of targets and terrain using a significantly reduced number of needed transmitted and/or received electromagnetic waveforms. We demonstrate that this new imaging scheme, requires no new hardware components and allows the aperture to be compressed. Also, it presents many new applications and advantages which include strong resistance to countermesasures and interception, imaging much wider swaths and reduced on-board storage requirements. The last part of the dissertation deals with object recognition based on learning dictionaries for simultaneous sparse signal approximations and feature extraction. A dictionary is learned for each object class based on given training examples which minimize the representation error with a sparseness constraint. A novel test image is then projected onto the span of the atoms in each learned dictionary. The residual vectors along with the coefficients are then used for recognition. Applications to illumination robust face recognition and automatic target recognition are presented

Making State Explicit for Imperative Big Data Processing

Data scientists often implement machine learning algorithms in imperative languages such as Java, Matlab and R. Yet such implementations fail to achieve the performance and scalability of specialised data-parallel processing frameworks. Our goal is to execute imperative Java programs in a data-parallel fashion with high throughput and low latency. This raises two challenges: how to support the arbitrary mutable state of Java programs without compromising scalability, and how to recover that state after failure with low overhead. Our idea is to infer the dataflow and the types of state accesses from a Java program and use this information to generate a stateful dataflow graph (SDG). By explicitly separating data from mutable state, SDGs have specific features to enable this translation: to ensure scalability, distributed state can be partitioned across nodes if computation can occur entirely in parallel; if this is not possible, partial state gives nodes local instances for independent computation, which are reconciled according to application semantics. For fault tolerance, large inmemory state is checkpointed asynchronously without global coordination. We show that the performance of SDGs for several imperative online applications matches that of existing data-parallel processing frameworks

A unified primal dual active set algorithm for nonconvex sparse recovery

In this paper, we consider the problem of recovering a sparse signal based on penalized least squares formulations. We develop a novel algorithm of primal-dual active set type for a class of nonconvex sparsity-promoting penalties, including ℓ 0 , bridge, smoothly clipped absolute deviation, capped ℓ 1 and minimax concavity penalty. First, we establish the existence of a global minimizer for the related optimization problems. Then we derive a novel necessary optimality condition for the global minimizer using the associated thresholding operator. The solutions to the optimality system are coordinatewise minimizers, and under minor conditions, they are also local minimizers. Upon introducing the dual variable, the active set can be determined using the primal and dual variables together. Further, this relation lends itself to an iterative algorithm of active set type which at each step involves first updating the primal variable only on the active set and then updating the dual variable explicitly. When combined with a continuation strategy on the regularization parameter, the primal dual active set method is shown to converge globally to the underlying regression target under certain regularity conditions. Extensive numerical experiments with both simulated and real data demonstrate its superior performance in terms of computational efficiency and recovery accuracy compared with the existing sparse recovery methods

Making State Explicit for Imperative Big Data Processing

Data scientists often implement machine learning algorithms in imperative languages such as Java, Matlab and R. Yet such implementations fail to achieve the performance and scalability of specialised data-parallel processing frameworks. Our goal is to execute imperative Java programs in a data-parallel fashion with high throughput and low latency. This raises two challenges: how to support the arbitrary mutable state of Java programs without compromising scalability, and how to re cover that state after failure with low overhead. Our idea is to infer the dataflow and the types of state accesses from a Java program and use this information to generate a stateful dataflow graph (SDG) . By explicitly separating data from mutablestate, SDGs have specific features to enable this translation: to ensure scalability, distributed state can be partitioned across nodes if computation can occur entirely in parallel; if this is not possible, partial state gives nodes local instances for independent computation, which are reconciled according to application semantics. For fault tolerance, large inmemory state is checkpointed asynchronously without global coordination. We show that the performance of SDGs for several imperative online applications matches that of existing data-parallel processing frameworks