3,497 research outputs found
Parallel Magnetic Resonance Imaging as Approximation in a Reproducing Kernel Hilbert Space
In Magnetic Resonance Imaging (MRI) data samples are collected in the spatial
frequency domain (k-space), typically by time-consuming line-by-line scanning
on a Cartesian grid. Scans can be accelerated by simultaneous acquisition of
data using multiple receivers (parallel imaging), and by using more efficient
non-Cartesian sampling schemes. As shown here, reconstruction from samples at
arbitrary locations can be understood as approximation of vector-valued
functions from the acquired samples and formulated using a Reproducing Kernel
Hilbert Space (RKHS) with a matrix-valued kernel defined by the spatial
sensitivities of the receive coils. This establishes a formal connection
between approximation theory and parallel imaging. Theoretical tools from
approximation theory can then be used to understand reconstruction in k-space
and to extend the analysis of the effects of samples selection beyond the
traditional g-factor noise analysis to both noise amplification and
approximation errors. This is demonstrated with numerical examples.Comment: 28 pages, 7 figure
A mixed regularization approach for sparse simultaneous approximation of parameterized PDEs
We present and analyze a novel sparse polynomial technique for the
simultaneous approximation of parameterized partial differential equations
(PDEs) with deterministic and stochastic inputs. Our approach treats the
numerical solution as a jointly sparse reconstruction problem through the
reformulation of the standard basis pursuit denoising, where the set of jointly
sparse vectors is infinite. To achieve global reconstruction of sparse
solutions to parameterized elliptic PDEs over both physical and parametric
domains, we combine the standard measurement scheme developed for compressed
sensing in the context of bounded orthonormal systems with a novel mixed-norm
based regularization method that exploits both energy and sparsity. In
addition, we are able to prove that, with minimal sample complexity, error
estimates comparable to the best -term and quasi-optimal approximations are
achievable, while requiring only a priori bounds on polynomial truncation error
with respect to the energy norm. Finally, we perform extensive numerical
experiments on several high-dimensional parameterized elliptic PDE models to
demonstrate the superior recovery properties of the proposed approach.Comment: 23 pages, 4 figure
Compressive sensing Petrov-Galerkin approximation of high-dimensional parametric operator equations
We analyze the convergence of compressive sensing based sampling techniques
for the efficient evaluation of functionals of solutions for a class of
high-dimensional, affine-parametric, linear operator equations which depend on
possibly infinitely many parameters. The proposed algorithms are based on
so-called "non-intrusive" sampling of the high-dimensional parameter space,
reminiscent of Monte-Carlo sampling. In contrast to Monte-Carlo, however, a
functional of the parametric solution is then computed via compressive sensing
methods from samples of functionals of the solution. A key ingredient in our
analysis of independent interest consists in a generalization of recent results
on the approximate sparsity of generalized polynomial chaos representations
(gpc) of the parametric solution families, in terms of the gpc series with
respect to tensorized Chebyshev polynomials. In particular, we establish
sufficient conditions on the parametric inputs to the parametric operator
equation such that the Chebyshev coefficients of the gpc expansion are
contained in certain weighted -spaces for . Based on this we
show that reconstructions of the parametric solutions computed from the sampled
problems converge, with high probability, at the , resp.
convergence rates afforded by best -term approximations of the parametric
solution up to logarithmic factors.Comment: revised version, 27 page
Limits on Sparse Data Acquisition: RIC Analysis of Finite Gaussian Matrices
One of the key issues in the acquisition of sparse data by means of
compressed sensing (CS) is the design of the measurement matrix. Gaussian
matrices have been proven to be information-theoretically optimal in terms of
minimizing the required number of measurements for sparse recovery. In this
paper we provide a new approach for the analysis of the restricted isometry
constant (RIC) of finite dimensional Gaussian measurement matrices. The
proposed method relies on the exact distributions of the extreme eigenvalues
for Wishart matrices. First, we derive the probability that the restricted
isometry property is satisfied for a given sufficient recovery condition on the
RIC, and propose a probabilistic framework to study both the symmetric and
asymmetric RICs. Then, we analyze the recovery of compressible signals in noise
through the statistical characterization of stability and robustness. The
presented framework determines limits on various sparse recovery algorithms for
finite size problems. In particular, it provides a tight lower bound on the
maximum sparsity order of the acquired data allowing signal recovery with a
given target probability. Also, we derive simple approximations for the RICs
based on the Tracy-Widom distribution.Comment: 11 pages, 6 figures, accepted for publication in IEEE transactions on
information theor
Proceedings of the second "international Traveling Workshop on Interactions between Sparse models and Technology" (iTWIST'14)
The implicit objective of the biennial "international - Traveling Workshop on
Interactions between Sparse models and Technology" (iTWIST) is to foster
collaboration between international scientific teams by disseminating ideas
through both specific oral/poster presentations and free discussions. For its
second edition, the iTWIST workshop took place in the medieval and picturesque
town of Namur in Belgium, from Wednesday August 27th till Friday August 29th,
2014. The workshop was conveniently located in "The Arsenal" building within
walking distance of both hotels and town center. iTWIST'14 has gathered about
70 international participants and has featured 9 invited talks, 10 oral
presentations, and 14 posters on the following themes, all related to the
theory, application and generalization of the "sparsity paradigm":
Sparsity-driven data sensing and processing; Union of low dimensional
subspaces; Beyond linear and convex inverse problem; Matrix/manifold/graph
sensing/processing; Blind inverse problems and dictionary learning; Sparsity
and computational neuroscience; Information theory, geometry and randomness;
Complexity/accuracy tradeoffs in numerical methods; Sparsity? What's next?;
Sparse machine learning and inference.Comment: 69 pages, 24 extended abstracts, iTWIST'14 website:
http://sites.google.com/site/itwist1
Support Recovery with Sparsely Sampled Free Random Matrices
Consider a Bernoulli-Gaussian complex -vector whose components are , with X_i \sim \Cc\Nc(0,\Pc_x) and binary mutually independent
and iid across . This random -sparse vector is multiplied by a square
random matrix \Um, and a randomly chosen subset, of average size , , of the resulting vector components is then observed in additive
Gaussian noise. We extend the scope of conventional noisy compressive sampling
models where \Um is typically %A16 the identity or a matrix with iid
components, to allow \Um satisfying a certain freeness condition. This class
of matrices encompasses Haar matrices and other unitarily invariant matrices.
We use the replica method and the decoupling principle of Guo and Verd\'u, as
well as a number of information theoretic bounds, to study the input-output
mutual information and the support recovery error rate in the limit of . We also extend the scope of the large deviation approach of Rangan,
Fletcher and Goyal and characterize the performance of a class of estimators
encompassing thresholded linear MMSE and relaxation
Explicit measurements with almost optimal thresholds for compressed sensing
We consider the deterministic construction of a measurement
matrix and a recovery method for signals that are block
sparse. A signal that has dimension N = nd, which consists
of n blocks of size d, is called (s, d)-block sparse if
only s blocks out of n are nonzero. We construct an explicit
linear mapping Φ that maps the (s, d)-block sparse signal
to a measurement vector of dimension M, where s•d <N(1-(1-M/N)^(d/(d+1))-o(1).
We show that if the (s, d)-
block sparse signal is chosen uniformly at random then the
signal can almost surely be reconstructed from the measurement
vector in O(N^3) computations
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