Structured Sub-Nyquist Sampling with Applications in Compressive Toeplitz Covariance Estimation, Super-Resolution and Phase Retrieval

Sub-Nyquist sampling has received a huge amount of interest in the past decade. In classical compressed sensing theory, if the measurement procedure satisfies a particular condition known as Restricted Isometry Property (RIP), we can achieve stable recovery of signals of low-dimensional intrinsic structures with an order-wise optimal sample size. Such low-dimensional structures include sparse and low rank for both vector and matrix cases. The main drawback of conventional compressed sensing theory is that random measurements are required to ensure the RIP property. However, in many applications such as imaging and array signal processing, applying independent random measurements may not be practical as the systems are deterministic. Moreover, random measurements based compressed sensing always exploits convex programs for signal recovery even in the noiseless case, and solving those programs is computationally intensive if the ambient dimension is large, especially in the matrix case. The main contribution of this dissertation is that we propose a deterministic sub-Nyquist sampling framework for compressing the structured signal and come up with computationally efficient algorithms. Besides widely studied sparse and low-rank structures, we particularly focus on the cases that the signals of interest are stationary or the measurements are of Fourier type. The key difference between our work from classical compressed sensing theory is that we explicitly exploit the second-order statistics of the signals, and study the equivalent quadratic measurement model in the correlation domain. The essential observation made in this dissertation is that a difference/sum coarray structure will arise from the quadratic model if the measurements are of Fourier type. With these observations, we are able to achieve a better compression rate for covariance estimation, identify more sources in array signal processing or recover the signals of larger sparsity. In this dissertation, we will first study the problem of Toeplitz covariance estimation. In particular, we will show how to achieve an order-wise optimal compression rate using the idea of sparse arrays in both general and low-rank cases. Then, an analysis framework of super-resolution with positivity constraint is established. We will present fundamental robustness guarantees, efficient algorithms and applications in practices. Next, we will study the problem of phase-retrieval for which we successfully apply the sparse array ideas by fully exploiting the quadratic measurement model. We achieve near-optimal sample complexity for both sparse and general cases with practical Fourier measurements and provide efficient and deterministic recovery algorithms. In the end, we will further elaborate on the essential role of non-negative constraint in underdetermined inverse problems. In particular, we will analyze the nonlinear co-array interpolation problem and develop a universal upper bound of the interpolation error. Bilinear problem with non-negative constraint will be considered next and the exact characterization of the ambiguous solutions will be established for the first time in literature. At last, we will show how to apply the nested array idea to solve real problems such as Kriging. Using spatial correlation information, we are able to have a stable estimate of the field of interest with fewer sensors than classic methodologies. Extensive numerical experiments are implemented to demonstrate our theoretical claims

Bayesian spike inference from calcium imaging data

We present efficient Bayesian methods for extracting neuronal spiking information from calcium imaging data. The goal of our methods is to sample from the posterior distribution of spike trains and model parameters (baseline concentration, spike amplitude etc) given noisy calcium imaging data. We present discrete time algorithms where we sample the existence of a spike at each time bin using Gibbs methods, as well as continuous time algorithms where we sample over the number of spikes and their locations at an arbitrary resolution using Metropolis-Hastings methods for point processes. We provide Rao-Blackwellized extensions that (i) marginalize over several model parameters and (ii) provide smooth estimates of the marginal spike posterior distribution in continuous time. Our methods serve as complements to standard point estimates and allow for quantification of uncertainty in estimating the underlying spike train and model parameters

Learning to process with spikes and to localise pulses

In the last few decades, deep learning with artificial neural networks (ANNs) has emerged as one of the most widely used techniques in tasks such as classification and regression, achieving competitive results and in some cases even surpassing human-level performance. Nonetheless, as ANN architectures are optimised towards empirical results and departed from their biological precursors, how exactly human brains process information using these short electrical pulses called spikes remains a mystery. Hence, in this thesis, we explore the problem of learning to process with spikes and to localise pulses. We first consider spiking neural networks (SNNs), a type of ANN that more closely mimic biological neural networks in that neurons communicate with one another using spikes. This unique architecture allows us to look into the role of heterogeneity in learning. Since it is conjectured that the information is encoded by the timing of spikes, we are particularly interested in the heterogeneity of time constants of neurons. We then trained SNNs for classification tasks on a range of visual and auditory neuromorphic datasets, which contain streams of events (spike times) instead of the conventional frame-based data, and show that the overall performance is improved by allowing the neurons to have different time constants, especially on tasks with richer temporal structure. We also find that the learned time constants are distributed similarly to those experimentally observed in some mammalian cells. Besides, we demonstrate that learning with heterogeneity improves robustness against hyperparameter mistuning. These results suggest that heterogeneity may be more than the byproduct of noisy processes and perhaps serves a key role in learning in changing environments, yet heterogeneity has been overlooked in basic artificial models. While neuromorphic datasets, which are often captured by neuromorphic devices that closely model the corresponding biological systems, have enabled us to explore the more biologically plausible SNNs, there still exists a gap in understanding how spike times encode information in actual biological neural networks like human brains, as such data is difficult to acquire due to the trade-off between the timing precision and the number of cells simultaneously recorded electrically. Instead, what we usually obtain is the low-rate discrete samples of trains of filtered spikes. Hence, in the second part of the thesis, we focus on a different type of problem involving pulses, that is to retrieve the precise pulse locations from these low-rate samples. We make use of the finite rate of innovation (FRI) sampling theory, which states that perfect reconstruction is possible for classes of continuous non-bandlimited signals that have a small number of free parameters. However, existing FRI methods break down under very noisy conditions due to the so-called subspace swap event. Thus, we present two novel model-based learning architectures: Deep Unfolded Projected Wirtinger Gradient Descent (Deep Unfolded PWGD) and FRI Encoder-Decoder Network (FRIED-Net). The former is based on the existing iterative denoising algorithm for subspace-based methods, while the latter models directly the relationship between the samples and the locations of the pulses using an autoencoder-like network. Using a stream of K Diracs as an example, we show that both algorithms are able to overcome the breakdown inherent in the existing subspace-based methods. Moreover, we extend our FRIED-Net framework beyond conventional FRI methods by considering when the shape is unknown. We show that the pulse shape can be learned using backpropagation. This coincides with the application of spike detection from real-world calcium imaging data, where we achieve competitive results. Finally, we explore beyond canonical FRI signals and demonstrate that FRIED-Net is able to reconstruct streams of pulses with different shapes.Open Acces

Learning-based reconstruction of FRI signals

Finite Rate of Innovation (FRI) sampling theory enables reconstruction of classes of continuous non-bandlimited signals that have a small number of free parameters from their low-rate discrete samples. This task is often translated into a spectral estimation problem that is solved using methods involving estimating signal subspaces, which tend to break down at a certain peak signal-to-noise ratio (PSNR). To avoid this breakdown, we consider alternative approaches that make use of information from labelled data. We propose two model-based learning methods, including deep unfolding the denoising process in spectral estimation, and constructing an encoder-decoder deep neural network that models the acquisition process. Simulation results of both learning algorithms indicate significant improvements of the breakdown PSNR over classical subspace-based methods. While the deep unfolded network achieves similar performance as the classical FRI techniques and outperforms the encoder-decoder network in the low noise regimes, the latter allows to reconstruct the FRI signal even when the sampling kernel is unknown. We also achieve competitive results in detecting pulses from in vivo calcium imaging data in terms of true positive and false positive rate while providing more precise estimations

Sparsity based sub-wavelength imaging with partially incoherent light via quadratic compressed sensing

We demonstrate that sub-wavelength optical images borne on partially-spatially-incoherent light can be recovered, from their far-field or from the blurred image, given the prior knowledge that the image is sparse, and only that. The reconstruction method relies on the recently demonstrated sparsity-based sub-wavelength imaging. However, for partially-spatially-incoherent light, the relation between the measurements and the image is quadratic, yielding non-convex measurement equations that do not conform to previously used techniques. Consequently, we demonstrate new algorithmic methodology, referred to as quadratic compressed sensing, which can be applied to a range of other problems involving information recovery from partial correlation measurements, including when the correlation function has local dependencies. Specifically for microscopy, this method can be readily extended to white light microscopes with the additional knowledge of the light source spectrum.Comment: 16 page