Wavelets and Fast Numerical Algorithms

Wavelet based algorithms in numerical analysis are similar to other transform methods in that vectors and operators are expanded into a basis and the computations take place in this new system of coordinates. However, due to the recursive definition of wavelets, their controllable localization in both space and wave number (time and frequency) domains, and the vanishing moments property, wavelet based algorithms exhibit new and important properties. For example, the multiresolution structure of the wavelet expansions brings about an efficient organization of transformations on a given scale and of interactions between different neighbouring scales. Moreover, wide classes of operators which naively would require a full (dense) matrix for their numerical description, have sparse representations in wavelet bases. For these operators sparse representations lead to fast numerical algorithms, and thus address a critical numerical issue. We note that wavelet based algorithms provide a systematic generalization of the Fast Multipole Method (FMM) and its descendents. These topics will be the subject of the lecture. Starting from the notion of multiresolution analysis, we will consider the so-called non-standard form (which achieves decoupling among the scales) and the associated fast numerical algorithms. Examples of non-standard forms of several basic operators (e.g. derivatives) will be computed explicitly.Comment: 32 pages, uuencoded tar-compressed LaTeX file. Uses epsf.sty (see `macros'

MAGMA: Multi-level accelerated gradient mirror descent algorithm for large-scale convex composite minimization

Composite convex optimization models arise in several applications, and are especially prevalent in inverse problems with a sparsity inducing norm and in general convex optimization with simple constraints. The most widely used algorithms for convex composite models are accelerated first order methods, however they can take a large number of iterations to compute an acceptable solution for large-scale problems. In this paper we propose to speed up first order methods by taking advantage of the structure present in many applications and in image processing in particular. Our method is based on multi-level optimization methods and exploits the fact that many applications that give rise to large scale models can be modelled using varying degrees of fidelity. We use Nesterov's acceleration techniques together with the multi-level approach to achieve $\mathcal{O}(1/\sqrt{\epsilon})$ convergence rate, where $\epsilon$ denotes the desired accuracy. The proposed method has a better convergence rate than any other existing multi-level method for convex problems, and in addition has the same rate as accelerated methods, which is known to be optimal for first-order methods. Moreover, as our numerical experiments show, on large-scale face recognition problems our algorithm is several times faster than the state of the art

Current-mode piecewise-linear function generators

We present a systematic design technique for current-mode piecewise-linear (PWL) function generators. It uses two building blocks: a high-resolution current rectifier, and a programmable current amplifier. We show how to arrange these blocks to obtain basic non-linearities from which generic characteristics are built through aggregations. Measurements from a 1.0 /spl mu/m CMOS prototype chip show 10 pA resolution in the rectification operation and 0.6% non-linearity errors in the programmable scaling operation for 2 /spl mu/A input current range

ShearLab 3D: Faithful Digital Shearlet Transforms based on Compactly Supported Shearlets

Wavelets and their associated transforms are highly efficient when approximating and analyzing one-dimensional signals. However, multivariate signals such as images or videos typically exhibit curvilinear singularities, which wavelets are provably deficient of sparsely approximating and also of analyzing in the sense of, for instance, detecting their direction. Shearlets are a directional representation system extending the wavelet framework, which overcomes those deficiencies. Similar to wavelets, shearlets allow a faithful implementation and fast associated transforms. In this paper, we will introduce a comprehensive carefully documented software package coined ShearLab 3D (www.ShearLab.org) and discuss its algorithmic details. This package provides MATLAB code for a novel faithful algorithmic realization of the 2D and 3D shearlet transform (and their inverses) associated with compactly supported universal shearlet systems incorporating the option of using CUDA. We will present extensive numerical experiments in 2D and 3D concerning denoising, inpainting, and feature extraction, comparing the performance of ShearLab 3D with similar transform-based algorithms such as curvelets, contourlets, or surfacelets. In the spirit of reproducible reseaerch, all scripts are accessible on www.ShearLab.org.Comment: There is another shearlet software package (http://www.mathematik.uni-kl.de/imagepro/members/haeuser/ffst/) by S. H\"auser and G. Steidl. We will include this in a revisio

Making Maps Of The Cosmic Microwave Background: The MAXIMA Example

This work describes Cosmic Microwave Background (CMB) data analysis algorithms and their implementations, developed to produce a pixelized map of the sky and a corresponding pixel-pixel noise correlation matrix from time ordered data for a CMB mapping experiment. We discuss in turn algorithms for estimating noise properties from the time ordered data, techniques for manipulating the time ordered data, and a number of variants of the maximum likelihood map-making procedure. We pay particular attention to issues pertinent to real CMB data, and present ways of incorporating them within the framework of maximum likelihood map-making. Making a map of the sky is shown to be not only an intermediate step rendering an image of the sky, but also an important diagnostic stage, when tests for and/or removal of systematic effects can efficiently be performed. The case under study is the MAXIMA data set. However, the methods discussed are expected to be applicable to the analysis of other current and forthcoming CMB experiments.Comment: Replaced to match the published version, only minor change

Image interpolation using Shearlet based iterative refinement

This paper proposes an image interpolation algorithm exploiting sparse representation for natural images. It involves three main steps: (a) obtaining an initial estimate of the high resolution image using linear methods like FIR filtering, (b) promoting sparsity in a selected dictionary through iterative thresholding, and (c) extracting high frequency information from the approximation to refine the initial estimate. For the sparse modeling, a shearlet dictionary is chosen to yield a multiscale directional representation. The proposed algorithm is compared to several state-of-the-art methods to assess its objective as well as subjective performance. Compared to the cubic spline interpolation method, an average PSNR gain of around 0.8 dB is observed over a dataset of 200 images

Data-Driven Time-Frequency Analysis

In this paper, we introduce a new adaptive data analysis method to study trend and instantaneous frequency of nonlinear and non-stationary data. This method is inspired by the Empirical Mode Decomposition method (EMD) and the recently developed compressed (compressive) sensing theory. The main idea is to look for the sparsest representation of multiscale data within the largest possible dictionary consisting of intrinsic mode functions of the form $\{a(t) \cos(\theta(t))\}$, where $a \in V(\theta)$, $V(\theta)$ consists of the functions smoother than $\cos(\theta(t))$ and $\theta'\ge 0$. This problem can be formulated as a nonlinear $L^0$ optimization problem. In order to solve this optimization problem, we propose a nonlinear matching pursuit method by generalizing the classical matching pursuit for the $L^0$ optimization problem. One important advantage of this nonlinear matching pursuit method is it can be implemented very efficiently and is very stable to noise. Further, we provide a convergence analysis of our nonlinear matching pursuit method under certain scale separation assumptions. Extensive numerical examples will be given to demonstrate the robustness of our method and comparison will be made with the EMD/EEMD method. We also apply our method to study data without scale separation, data with intra-wave frequency modulation, and data with incomplete or under-sampled data