On the reconstruction of convex sets from random normal measurements

We study the problem of reconstructing a convex body using only a finite number of measurements of outer normal vectors. More precisely, we suppose that the normal vectors are measured at independent random locations uniformly distributed along the boundary of our convex set. Given a desired Hausdorff error eta, we provide an upper bounds on the number of probes that one has to perform in order to obtain an eta-approximation of this convex set with high probability. Our result rely on the stability theory related to Minkowski's theorem

Fitting Tractable Convex Sets to Support Function Evaluations

The geometric problem of estimating an unknown compact convex set from evaluations of its support function arises in a range of scientific and engineering applications. Traditional approaches typically rely on estimators that minimize the error over all possible compact convex sets; in particular, these methods do not allow for the incorporation of prior structural information about the underlying set and the resulting estimates become increasingly more complicated to describe as the number of measurements available grows. We address both of these shortcomings by describing a framework for estimating tractably specified convex sets from support function evaluations. Building on the literature in convex optimization, our approach is based on estimators that minimize the error over structured families of convex sets that are specified as linear images of concisely described sets -- such as the simplex or the spectraplex -- in a higher-dimensional space that is not much larger than the ambient space. Convex sets parametrized in this manner are significant from a computational perspective as one can optimize linear functionals over such sets efficiently; they serve a different purpose in the inferential context of the present paper, namely, that of incorporating regularization in the reconstruction while still offering considerable expressive power. We provide a geometric characterization of the asymptotic behavior of our estimators, and our analysis relies on the property that certain sets which admit semialgebraic descriptions are Vapnik-Chervonenkis (VC) classes. Our numerical experiments highlight the utility of our framework over previous approaches in settings in which the measurements available are noisy or small in number as well as those in which the underlying set to be reconstructed is non-polyhedral.Comment: 35 pages, 80 figure

Convergence of algorithms for reconstructing convex bodies and directional measures

We investigate algorithms for reconstructing a convex body $K$ in $\mathbb {R}^n$ from noisy measurements of its support function or its brightness function in $k$ directions $u_1,...,u_k$. The key idea of these algorithms is to construct a convex polytope $P_k$ whose support function (or brightness function) best approximates the given measurements in the directions $u_1,...,u_k$ (in the least squares sense). The measurement errors are assumed to be stochastically independent and Gaussian. It is shown that this procedure is (strongly) consistent, meaning that, almost surely, $P_k$ tends to $K$ in the Hausdorff metric as $k\to\infty$. Here some mild assumptions on the sequence $(u_i)$ of directions are needed. Using results from the theory of empirical processes, estimates of rates of convergence are derived, which are first obtained in the $L_2$ metric and then transferred to the Hausdorff metric. Along the way, a new estimate is obtained for the metric entropy of the class of origin-symmetric zonoids contained in the unit ball. Similar results are obtained for the convergence of an algorithm that reconstructs an approximating measure to the directional measure of a stationary fiber process from noisy measurements of its rose of intersections in $k$ directions $u_1,...,u_k$. Here the Dudley and Prohorov metrics are used. The methods are linked to those employed for the support and brightness function algorithms via the fact that the rose of intersections is the support function of a projection body.Comment: Published at http://dx.doi.org/10.1214/009053606000000335 in the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org

Phase Retrieval via Matrix Completion

This paper develops a novel framework for phase retrieval, a problem which arises in X-ray crystallography, diffraction imaging, astronomical imaging and many other applications. Our approach combines multiple structured illuminations together with ideas from convex programming to recover the phase from intensity measurements, typically from the modulus of the diffracted wave. We demonstrate empirically that any complex-valued object can be recovered from the knowledge of the magnitude of just a few diffracted patterns by solving a simple convex optimization problem inspired by the recent literature on matrix completion. More importantly, we also demonstrate that our noise-aware algorithms are stable in the sense that the reconstruction degrades gracefully as the signal-to-noise ratio decreases. Finally, we introduce some theory showing that one can design very simple structured illumination patterns such that three diffracted figures uniquely determine the phase of the object we wish to recover

Near Optimal Signal Recovery From Random Projections: Universal Encoding Strategies?

Suppose we are given a vector $f$ in $\R^N$. How many linear measurements do we need to make about $f$ to be able to recover $f$ to within precision $\epsilon$ in the Euclidean ($\ell_2$) metric? Or more exactly, suppose we are interested in a class ${\cal F}$ of such objects--discrete digital signals, images, etc; how many linear measurements do we need to recover objects from this class to within accuracy $\epsilon$? This paper shows that if the objects of interest are sparse or compressible in the sense that the reordered entries of a signal $f \in {\cal F}$ decay like a power-law (or if the coefficient sequence of $f$ in a fixed basis decays like a power-law), then it is possible to reconstruct $f$ 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