Multi-resolution Low-rank Tensor Formats

We describe a simple, black-box compression format for tensors with a multiscale structure. By representing the tensor as a sum of compressed tensors defined on increasingly coarse grids, we capture low-rank structures on each grid-scale, and we show how this leads to an increase in compression for a fixed accuracy. We devise an alternating algorithm to represent a given tensor in the multiresolution format and prove local convergence guarantees. In two dimensions, we provide examples that show that this approach can beat the Eckart-Young theorem, and for dimensions higher than two, we achieve higher compression than the tensor-train format on six real-world datasets. We also provide results on the closedness and stability of the tensor format and discuss how to perform common linear algebra operations on the level of the compressed tensors.Comment: 29 pages, 9 figure

Multiscale approach for the network compression-friendly ordering

We present a fast multiscale approach for the network minimum logarithmic arrangement problem. This type of arrangement plays an important role in a network compression and fast node/link access operations. The algorithm is of linear complexity and exhibits good scalability which makes it practical and attractive for using on large-scale instances. Its effectiveness is demonstrated on a large set of real-life networks. These networks with corresponding best-known minimization results are suggested as an open benchmark for a research community to evaluate new methods for this problem

Multiscale Representations for Manifold-Valued Data

We describe multiscale representations for data observed on equispaced grids and taking values in manifolds such as the sphere $S^2$, the special orthogonal group $SO(3)$, the positive definite matrices $SPD(n)$, and the Grassmann manifolds $G(n,k)$. The representations are based on the deployment of Deslauriers--Dubuc and average-interpolating pyramids "in the tangent plane" of such manifolds, using the $Exp$ and $Log$ maps of those manifolds. The representations provide "wavelet coefficients" which can be thresholded, quantized, and scaled in much the same way as traditional wavelet coefficients. Tasks such as compression, noise removal, contrast enhancement, and stochastic simulation are facilitated by this representation. The approach applies to general manifolds but is particularly suited to the manifolds we consider, i.e., Riemannian symmetric spaces, such as $S^{n-1}$, $SO(n)$, $G(n,k)$, where the $Exp$ and $Log$ maps are effectively computable. Applications to manifold-valued data sources of a geometric nature (motion, orientation, diffusion) seem particularly immediate. A software toolbox, SymmLab, can reproduce the results discussed in this paper

The application of compressive sampling to radio astronomy I: Deconvolution

Compressive sampling is a new paradigm for sampling, based on sparseness of signals or signal representations. It is much less restrictive than Nyquist-Shannon sampling theory and thus explains and systematises the widespread experience that methods such as the H\"ogbom CLEAN can violate the Nyquist-Shannon sampling requirements. In this paper, a CS-based deconvolution method for extended sources is introduced. This method can reconstruct both point sources and extended sources (using the isotropic undecimated wavelet transform as a basis function for the reconstruction step). We compare this CS-based deconvolution method with two CLEAN-based deconvolution methods: the H\"ogbom CLEAN and the multiscale CLEAN. This new method shows the best performance in deconvolving extended sources for both uniform and natural weighting of the sampled visibilities. Both visual and numerical results of the comparison are provided.Comment: Published by A&A, Matlab code can be found: http://code.google.com/p/csra/download

Multiscale Markov Decision Problems: Compression, Solution, and Transfer Learning

Many problems in sequential decision making and stochastic control often have natural multiscale structure: sub-tasks are assembled together to accomplish complex goals. Systematically inferring and leveraging hierarchical structure, particularly beyond a single level of abstraction, has remained a longstanding challenge. We describe a fast multiscale procedure for repeatedly compressing, or homogenizing, Markov decision processes (MDPs), wherein a hierarchy of sub-problems at different scales is automatically determined. Coarsened MDPs are themselves independent, deterministic MDPs, and may be solved using existing algorithms. The multiscale representation delivered by this procedure decouples sub-tasks from each other and can lead to substantial improvements in convergence rates both locally within sub-problems and globally across sub-problems, yielding significant computational savings. A second fundamental aspect of this work is that these multiscale decompositions yield new transfer opportunities across different problems, where solutions of sub-tasks at different levels of the hierarchy may be amenable to transfer to new problems. Localized transfer of policies and potential operators at arbitrary scales is emphasized. Finally, we demonstrate compression and transfer in a collection of illustrative domains, including examples involving discrete and continuous statespaces.Comment: 86 pages, 15 figure

Astronomical Data Analysis and Sparsity: from Wavelets to Compressed Sensing

Wavelets have been used extensively for several years now in astronomy for many purposes, ranging from data filtering and deconvolution, to star and galaxy detection or cosmic ray removal. More recent sparse representations such ridgelets or curvelets have also been proposed for the detection of anisotropic features such cosmic strings in the cosmic microwave background. We review in this paper a range of methods based on sparsity that have been proposed for astronomical data analysis. We also discuss what is the impact of Compressed Sensing, the new sampling theory, in astronomy for collecting the data, transferring them to the earth or reconstructing an image from incomplete measurements.Comment: Submitted. Full paper will figures available at http://jstarck.free.fr/IEEE09_SparseAstro.pd