27,348 research outputs found
Stochastic collocation on unstructured multivariate meshes
Collocation has become a standard tool for approximation of parameterized
systems in the uncertainty quantification (UQ) community. Techniques for
least-squares regularization, compressive sampling recovery, and interpolatory
reconstruction are becoming standard tools used in a variety of applications.
Selection of a collocation mesh is frequently a challenge, but methods that
construct geometrically "unstructured" collocation meshes have shown great
potential due to attractive theoretical properties and direct, simple
generation and implementation. We investigate properties of these meshes,
presenting stability and accuracy results that can be used as guides for
generating stochastic collocation grids in multiple dimensions.Comment: 29 pages, 6 figure
Interpolation and Extrapolation of Toeplitz Matrices via Optimal Mass Transport
In this work, we propose a novel method for quantifying distances between
Toeplitz structured covariance matrices. By exploiting the spectral
representation of Toeplitz matrices, the proposed distance measure is defined
based on an optimal mass transport problem in the spectral domain. This may
then be interpreted in the covariance domain, suggesting a natural way of
interpolating and extrapolating Toeplitz matrices, such that the positive
semi-definiteness and the Toeplitz structure of these matrices are preserved.
The proposed distance measure is also shown to be contractive with respect to
both additive and multiplicative noise, and thereby allows for a quantification
of the decreased distance between signals when these are corrupted by noise.
Finally, we illustrate how this approach can be used for several applications
in signal processing. In particular, we consider interpolation and
extrapolation of Toeplitz matrices, as well as clustering problems and tracking
of slowly varying stochastic processes
Blind Compressed Sensing Over a Structured Union of Subspaces
This paper addresses the problem of simultaneous signal recovery and
dictionary learning based on compressive measurements. Multiple signals are
analyzed jointly, with multiple sensing matrices, under the assumption that the
unknown signals come from a union of a small number of disjoint subspaces. This
problem is important, for instance, in image inpainting applications, in which
the multiple signals are constituted by (incomplete) image patches taken from
the overall image. This work extends standard dictionary learning and
block-sparse dictionary optimization, by considering compressive measurements,
e.g., incomplete data). Previous work on blind compressed sensing is also
generalized by using multiple sensing matrices and relaxing some of the
restrictions on the learned dictionary. Drawing on results developed in the
context of matrix completion, it is proven that both the dictionary and signals
can be recovered with high probability from compressed measurements. The
solution is unique up to block permutations and invertible linear
transformations of the dictionary atoms. The recovery is contingent on the
number of measurements per signal and the number of signals being sufficiently
large; bounds are derived for these quantities. In addition, this paper
presents a computationally practical algorithm that performs dictionary
learning and signal recovery, and establishes conditions for its convergence to
a local optimum. Experimental results for image inpainting demonstrate the
capabilities of the method
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