PhaseLift: Exact and Stable Signal Recovery from Magnitude Measurements via Convex Programming

Suppose we wish to recover a signal x in C^n from m intensity measurements of the form ||^2, i = 1, 2,..., m; that is, from data in which phase information is missing. We prove that if the vectors z_i are sampled independently and uniformly at random on the unit sphere, then the signal x can be recovered exactly (up to a global phase factor) by solving a convenient semidefinite program---a trace-norm minimization problem; this holds with large probability provided that m is on the order of n log n, and without any assumption about the signal whatsoever. This novel result demonstrates that in some instances, the combinatorial phase retrieval problem can be solved by convex programming techniques. Finally, we also prove that our methodology is robust vis a vis additive noise

Automatic alignment for three-dimensional tomographic reconstruction

In tomographic reconstruction, the goal is to reconstruct an unknown object from a collection of line integrals. Given a complete sampling of such line integrals for various angles and directions, explicit inverse formulas exist to reconstruct the object. Given noisy and incomplete measurements, the inverse problem is typically solved through a regularized least-squares approach. A challenge for both approaches is that in practice the exact directions and offsets of the x-rays are only known approximately due to, e.g. calibration errors. Such errors lead to artifacts in the reconstructed image. In the case of sufficient sampling and geometrically simple misalignment, the measurements can be corrected by exploiting so-called consistency conditions. In other cases, such conditions may not apply and we have to solve an additional inverse problem to retrieve the angles and shifts. In this paper we propose a general algorithmic framework for retrieving these parameters in conjunction with an algebraic reconstruction technique. The proposed approach is illustrated by numerical examples for both simulated data and an electron tomography dataset

Addressing Integration Error for Polygonal Finite Elements Through Polynomial Projections: A Patch Test Connection

Polygonal finite elements generally do not pass the patch test as a result of quadrature error in the evaluation of weak form integrals. In this work, we examine the consequences of lack of polynomial consistency and show that it can lead to a deterioration of convergence of the finite element solutions. We propose a general remedy, inspired by techniques in the recent literature of mimetic finite differences, for restoring consistency and thereby ensuring the satisfaction of the patch test and recovering optimal rates of convergence. The proposed approach, based on polynomial projections of the basis functions, allows for the use of moderate number of integration points and brings the computational cost of polygonal finite elements closer to that of the commonly used linear triangles and bilinear quadrilaterals. Numerical studies of a two-dimensional scalar diffusion problem accompany the theoretical considerations

Maximum Likelihood for Matrices with Rank Constraints

Maximum likelihood estimation is a fundamental optimization problem in statistics. We study this problem on manifolds of matrices with bounded rank. These represent mixtures of distributions of two independent discrete random variables. We determine the maximum likelihood degree for a range of determinantal varieties, and we apply numerical algebraic geometry to compute all critical points of their likelihood functions. This led to the discovery of maximum likelihood duality between matrices of complementary ranks, a result proved subsequently by Draisma and Rodriguez.Comment: 22 pages, 1 figur

Reduced Order Modeling based Inexact FETI-DP solver for lattice structures

This paper addresses the overwhelming computational resources needed with standard numerical approaches to simulate architected materials. Those multiscale heterogeneous lattice structures gain intensive interest in conjunction with the improvement of additive manufacturing as they offer, among many others, excellent stiffness-to-weight ratios. We develop here a dedicated HPC solver that benefits from the specific nature of the underlying problem in order to drastically reduce the computational costs (memory and time) for the full fine-scale analysis of lattice structures. Our purpose is to take advantage of the natural domain decomposition into cells and, even more importantly, of the geometrical and mechanical similarities among cells. Our solver consists in a so-called inexact FETI-DP method where the local, cell-wise operators and solutions are approximated with reduced order modeling techniques. Instead of considering independently every cell, we end up with only few principal local problems to solve and make use of the corresponding principal cell-wise operators to approximate all the others. It results in a scalable algorithm that saves numerous local factorizations. Our solver is applied for the isogeometric analysis of lattices built by spline composition, which offers the opportunity to compute the reduced basis with macro-scale data, thereby making our method also multiscale and matrix-free. The solver is tested against various 2D and 3D analyses. It shows major gains with respect to black-box solvers; in particular, problems of several millions of degrees of freedom can be solved with a simple computer within few minutes.Comment: 30 pages, 12 figures, 2 table

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