A Consistent Histogram Estimator for Exchangeable Graph Models

Exchangeable graph models (ExGM) subsume a number of popular network models. The mathematical object that characterizes an ExGM is termed a graphon. Finding scalable estimators of graphons, provably consistent, remains an open issue. In this paper, we propose a histogram estimator of a graphon that is provably consistent and numerically efficient. The proposed estimator is based on a sorting-and-smoothing (SAS) algorithm, which first sorts the empirical degree of a graph, then smooths the sorted graph using total variation minimization. The consistency of the SAS algorithm is proved by leveraging sparsity concepts from compressed sensing.Comment: 28 pages, 5 figure

Compressive Wave Computation

This paper considers large-scale simulations of wave propagation phenomena. We argue that it is possible to accurately compute a wavefield by decomposing it onto a largely incomplete set of eigenfunctions of the Helmholtz operator, chosen at random, and that this provides a natural way of parallelizing wave simulations for memory-intensive applications. This paper shows that L1-Helmholtz recovery makes sense for wave computation, and identifies a regime in which it is provably effective: the one-dimensional wave equation with coefficients of small bounded variation. Under suitable assumptions we show that the number of eigenfunctions needed to evolve a sparse wavefield defined on N points, accurately with very high probability, is bounded by C log(N) log(log(N)), where C is related to the desired accuracy and can be made to grow at a much slower rate than N when the solution is sparse. The PDE estimates that underlie this result are new to the authors' knowledge and may be of independent mathematical interest; they include an L1 estimate for the wave equation, an estimate of extension of eigenfunctions, and a bound for eigenvalue gaps in Sturm-Liouville problems. Numerical examples are presented in one spatial dimension and show that as few as 10 percents of all eigenfunctions can suffice for accurate results. Finally, we argue that the compressive viewpoint suggests a competitive parallel algorithm for an adjoint-state inversion method in reflection seismology.Comment: 45 pages, 4 figure

Empirical Bayes selection of wavelet thresholds

This paper explores a class of empirical Bayes methods for level-dependent threshold selection in wavelet shrinkage. The prior considered for each wavelet coefficient is a mixture of an atom of probability at zero and a heavy-tailed density. The mixing weight, or sparsity parameter, for each level of the transform is chosen by marginal maximum likelihood. If estimation is carried out using the posterior median, this is a random thresholding procedure; the estimation can also be carried out using other thresholding rules with the same threshold. Details of the calculations needed for implementing the procedure are included. In practice, the estimates are quick to compute and there is software available. Simulations on the standard model functions show excellent performance, and applications to data drawn from various fields of application are used to explore the practical performance of the approach. By using a general result on the risk of the corresponding marginal maximum likelihood approach for a single sequence, overall bounds on the risk of the method are found subject to membership of the unknown function in one of a wide range of Besov classes, covering also the case of f of bounded variation. The rates obtained are optimal for any value of the parameter p in (0,\infty], simultaneously for a wide range of loss functions, each dominating the L_q norm of the \sigmath derivative, with \sigma\ge0 and 0<q\le2.Comment: Published at http://dx.doi.org/10.1214/009053605000000345 in the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org