Sharp recovery bounds for convex demixing, with applications

Demixing refers to the challenge of identifying two structured signals given only the sum of the two signals and prior information about their structures. Examples include the problem of separating a signal that is sparse with respect to one basis from a signal that is sparse with respect to a second basis, and the problem of decomposing an observed matrix into a low-rank matrix plus a sparse matrix. This paper describes and analyzes a framework, based on convex optimization, for solving these demixing problems, and many others. This work introduces a randomized signal model which ensures that the two structures are incoherent, i.e., generically oriented. For an observation from this model, this approach identifies a summary statistic that reflects the complexity of a particular signal. The difficulty of separating two structured, incoherent signals depends only on the total complexity of the two structures. Some applications include (i) demixing two signals that are sparse in mutually incoherent bases; (ii) decoding spread-spectrum transmissions in the presence of impulsive errors; and (iii) removing sparse corruptions from a low-rank matrix. In each case, the theoretical analysis of the convex demixing method closely matches its empirical behavior.Comment: 51 pages, 13 figures, 2 tables. This version accepted to J. Found. Comput. Mat

The achievable performance of convex demixing

Demixing is the problem of identifying multiple structured signals from a superimposed, undersampled, and noisy observation. This work analyzes a general framework, based on convex optimization, for solving demixing problems. When the constituent signals follow a generic incoherence model, this analysis leads to precise recovery guarantees. These results admit an attractive interpretation: each signal possesses an intrinsic degrees-of-freedom parameter, and demixing can succeed if and only if the dimension of the observation exceeds the total degrees of freedom present in the observation

Regularized Gradient Descent: A Nonconvex Recipe for Fast Joint Blind Deconvolution and Demixing

We study the question of extracting a sequence of functions $\{\boldsymbol{f}_i, \boldsymbol{g}_i\}_{i=1}^s$ from observing only the sum of their convolutions, i.e., from $\boldsymbol{y} = \sum_{i=1}^s \boldsymbol{f}_i\ast \boldsymbol{g}_i$. While convex optimization techniques are able to solve this joint blind deconvolution-demixing problem provably and robustly under certain conditions, for medium-size or large-size problems we need computationally faster methods without sacrificing the benefits of mathematical rigor that come with convex methods. In this paper, we present a non-convex algorithm which guarantees exact recovery under conditions that are competitive with convex optimization methods, with the additional advantage of being computationally much more efficient. Our two-step algorithm converges to the global minimum linearly and is also robust in the presence of additive noise. While the derived performance bounds are suboptimal in terms of the information-theoretic limit, numerical simulations show remarkable performance even if the number of measurements is close to the number of degrees of freedom. We discuss an application of the proposed framework in wireless communications in connection with the Internet-of-Things.Comment: Accepted to Information and Inference: a Journal of the IM

Convexity in source separation: Models, geometry, and algorithms

Source separation or demixing is the process of extracting multiple components entangled within a signal. Contemporary signal processing presents a host of difficult source separation problems, from interference cancellation to background subtraction, blind deconvolution, and even dictionary learning. Despite the recent progress in each of these applications, advances in high-throughput sensor technology place demixing algorithms under pressure to accommodate extremely high-dimensional signals, separate an ever larger number of sources, and cope with more sophisticated signal and mixing models. These difficulties are exacerbated by the need for real-time action in automated decision-making systems. Recent advances in convex optimization provide a simple framework for efficiently solving numerous difficult demixing problems. This article provides an overview of the emerging field, explains the theory that governs the underlying procedures, and surveys algorithms that solve them efficiently. We aim to equip practitioners with a toolkit for constructing their own demixing algorithms that work, as well as concrete intuition for why they work

On the Phase Transition of Corrupted Sensing

In \cite{FOY2014}, a sharp phase transition has been numerically observed when a constrained convex procedure is used to solve the corrupted sensing problem. In this paper, we present a theoretical analysis for this phenomenon. Specifically, we establish the threshold below which this convex procedure fails to recover signal and corruption with high probability. Together with the work in \cite{FOY2014}, we prove that a sharp phase transition occurs around the sum of the squares of spherical Gaussian widths of two tangent cones. Numerical experiments are provided to demonstrate the correctness and sharpness of our results.Comment: To appear in Proceedings of IEEE International Symposium on Information Theory 201

Blind Demixing for Low-Latency Communication

In the next generation wireless networks, lowlatency communication is critical to support emerging diversified applications, e.g., Tactile Internet and Virtual Reality. In this paper, a novel blind demixing approach is developed to reduce the channel signaling overhead, thereby supporting low-latency communication. Specifically, we develop a low-rank approach to recover the original information only based on a single observed vector without any channel estimation. Unfortunately, this problem turns out to be a highly intractable non-convex optimization problem due to the multiple non-convex rankone constraints. To address the unique challenges, the quotient manifold geometry of product of complex asymmetric rankone matrices is exploited by equivalently reformulating original complex asymmetric matrices to the Hermitian positive semidefinite matrices. We further generalize the geometric concepts of the complex product manifolds via element-wise extension of the geometric concepts of the individual manifolds. A scalable Riemannian trust-region algorithm is then developed to solve the blind demixing problem efficiently with fast convergence rates and low iteration cost. Numerical results will demonstrate the algorithmic advantages and admirable performance of the proposed algorithm compared with the state-of-art methods.Comment: 14 pages, accepted by IEEE Transaction on Wireless Communicatio