Low Complexity Regularization of Linear Inverse Problems

Inverse problems and regularization theory is a central theme in contemporary signal processing, where the goal is to reconstruct an unknown signal from partial indirect, and possibly noisy, measurements of it. A now standard method for recovering the unknown signal is to solve a convex optimization problem that enforces some prior knowledge about its structure. This has proved efficient in many problems routinely encountered in imaging sciences, statistics and machine learning. This chapter delivers a review of recent advances in the field where the regularization prior promotes solutions conforming to some notion of simplicity/low-complexity. These priors encompass as popular examples sparsity and group sparsity (to capture the compressibility of natural signals and images), total variation and analysis sparsity (to promote piecewise regularity), and low-rank (as natural extension of sparsity to matrix-valued data). Our aim is to provide a unified treatment of all these regularizations under a single umbrella, namely the theory of partial smoothness. This framework is very general and accommodates all low-complexity regularizers just mentioned, as well as many others. Partial smoothness turns out to be the canonical way to encode low-dimensional models that can be linear spaces or more general smooth manifolds. This review is intended to serve as a one stop shop toward the understanding of the theoretical properties of the so-regularized solutions. It covers a large spectrum including: (i) recovery guarantees and stability to noise, both in terms of $\ell^2$-stability and model (manifold) identification; (ii) sensitivity analysis to perturbations of the parameters involved (in particular the observations), with applications to unbiased risk estimation ; (iii) convergence properties of the forward-backward proximal splitting scheme, that is particularly well suited to solve the corresponding large-scale regularized optimization problem

Covariant Lyapunov vectors

The recent years have witnessed a growing interest for covariant Lyapunov vectors (CLVs) which span local intrinsic directions in the phase space of chaotic systems. Here we review the basic results of ergodic theory, with a specific reference to the implications of Oseledets' theorem for the properties of the CLVs. We then present a detailed description of a "dynamical" algorithm to compute the CLVs and show that it generically converges exponentially in time. We also discuss its numerical performance and compare it with other algorithms presented in literature. We finally illustrate how CLVs can be used to quantify deviations from hyperbolicity with reference to a dissipative system (a chain of H\'enon maps) and a Hamiltonian model (a Fermi-Pasta-Ulam chain)

Two-Stage Metric Learning

In this paper, we present a novel two-stage metric learning algorithm. We first map each learning instance to a probability distribution by computing its similarities to a set of fixed anchor points. Then, we define the distance in the input data space as the Fisher information distance on the associated statistical manifold. This induces in the input data space a new family of distance metric with unique properties. Unlike kernelized metric learning, we do not require the similarity measure to be positive semi-definite. Moreover, it can also be interpreted as a local metric learning algorithm with well defined distance approximation. We evaluate its performance on a number of datasets. It outperforms significantly other metric learning methods and SVM.Comment: Accepted for publication in ICML 201

The space of essential matrices as a Riemannian quotient manifold

The essential matrix, which encodes the epipolar constraint between points in two projective views, is a cornerstone of modern computer vision. Previous works have proposed different characterizations of the space of essential matrices as a Riemannian manifold. However, they either do not consider the symmetric role played by the two views, or do not fully take into account the geometric peculiarities of the epipolar constraint. We address these limitations with a characterization as a quotient manifold which can be easily interpreted in terms of camera poses. While our main focus in on theoretical aspects, we include applications to optimization problems in computer vision.This work was supported by grants NSF-IIP-0742304, NSF-OIA-1028009, ARL MAST-CTA W911NF-08-2-0004, and ARL RCTA W911NF-10-2-0016, NSF-DGE-0966142, and NSF-IIS-1317788