418 research outputs found
Near Optimal Signal Recovery From Random Projections: Universal Encoding Strategies?
Suppose we are given a vector in . How many linear measurements do
we need to make about to be able to recover to within precision
in the Euclidean () metric? Or more exactly, suppose we are
interested in a class of such objects--discrete digital signals,
images, etc; how many linear measurements do we need to recover objects from
this class to within accuracy ? This paper shows that if the objects
of interest are sparse or compressible in the sense that the reordered entries
of a signal decay like a power-law (or if the coefficient
sequence of in a fixed basis decays like a power-law), then it is possible
to reconstruct to within very high accuracy from a small number of random
measurements.Comment: 39 pages; no figures; to appear. Bernoulli ensemble proof has been
corrected; other expository and bibliographical changes made, incorporating
referee's suggestion
Computation and Learning in High Dimensions (hybrid meeting)
The most challenging problems in science often involve the learning and
accurate computation of high dimensional functions.
High-dimensionality is a typical feature for a multitude of problems
in various areas of science.
The so-called curse of dimensionality typically negates the use of
traditional numerical techniques for the solution of
high-dimensional problems. Instead, novel theoretical and
computational approaches need to be developed to make them tractable
and to capture fine resolutions and relevant features. Paradoxically,
increasing computational power may even serve to heighten this demand,
since the wealth of new computational data itself becomes a major
obstruction. Extracting essential information from complex
problem-inherent structures and developing rigorous models to quantify
the quality of information in a high-dimensional setting pose
challenging tasks from both theoretical and numerical perspective.
This has led to the emergence of several new computational methodologies,
accounting for the fact that by now well understood methods drawing on
spatial localization and mesh-refinement are in their original form no longer viable.
Common to these approaches is the nonlinearity of the solution method.
For certain problem classes, these methods have
drastically advanced the frontiers of computability.
The most visible of these new methods is deep learning. Although the use of deep neural
networks has been extremely successful in certain
application areas, their mathematical understanding is far from complete.
This workshop proposed to deepen the understanding of
the underlying mathematical concepts that drive this new evolution of
computational methods and to promote the exchange of ideas emerging in various
disciplines about how to treat multiscale and high-dimensional problems
Feature-based time-series analysis
This work presents an introduction to feature-based time-series analysis. The
time series as a data type is first described, along with an overview of the
interdisciplinary time-series analysis literature. I then summarize the range
of feature-based representations for time series that have been developed to
aid interpretable insights into time-series structure. Particular emphasis is
given to emerging research that facilitates wide comparison of feature-based
representations that allow us to understand the properties of a time-series
dataset that make it suited to a particular feature-based representation or
analysis algorithm. The future of time-series analysis is likely to embrace
approaches that exploit machine learning methods to partially automate human
learning to aid understanding of the complex dynamical patterns in the time
series we measure from the world.Comment: 28 pages, 9 figure
Data compression and harmonic analysis
In this paper we review some recent interactions between harmonic analysis and data compression. The story goes back of course to Shannon’
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