11,212 research outputs found
Modulated Unit-Norm Tight Frames for Compressed Sensing
In this paper, we propose a compressed sensing (CS) framework that consists
of three parts: a unit-norm tight frame (UTF), a random diagonal matrix and a
column-wise orthonormal matrix. We prove that this structure satisfies the
restricted isometry property (RIP) with high probability if the number of
measurements for -sparse signals of length
and if the column-wise orthonormal matrix is bounded. Some existing structured
sensing models can be studied under this framework, which then gives tighter
bounds on the required number of measurements to satisfy the RIP. More
importantly, we propose several structured sensing models by appealing to this
unified framework, such as a general sensing model with arbitrary/determinisic
subsamplers, a fast and efficient block compressed sensing scheme, and
structured sensing matrices with deterministic phase modulations, all of which
can lead to improvements on practical applications. In particular, one of the
constructions is applied to simplify the transceiver design of CS-based channel
estimation for orthogonal frequency division multiplexing (OFDM) systems.Comment: submitted to IEEE Transactions on Signal Processin
PAC-Bayesian Analysis of Martingales and Multiarmed Bandits
We present two alternative ways to apply PAC-Bayesian analysis to sequences
of dependent random variables. The first is based on a new lemma that enables
to bound expectations of convex functions of certain dependent random variables
by expectations of the same functions of independent Bernoulli random
variables. This lemma provides an alternative tool to Hoeffding-Azuma
inequality to bound concentration of martingale values. Our second approach is
based on integration of Hoeffding-Azuma inequality with PAC-Bayesian analysis.
We also introduce a way to apply PAC-Bayesian analysis in situation of limited
feedback. We combine the new tools to derive PAC-Bayesian generalization and
regret bounds for the multiarmed bandit problem. Although our regret bound is
not yet as tight as state-of-the-art regret bounds based on other
well-established techniques, our results significantly expand the range of
potential applications of PAC-Bayesian analysis and introduce a new analysis
tool to reinforcement learning and many other fields, where martingales and
limited feedback are encountered
Bayesian Bounds on Parameter Estimation Accuracy for Compact Coalescing Binary Gravitational Wave Signals
A global network of laser interferometric gravitational wave detectors is
projected to be in operation by around the turn of the century. Here, the noisy
output of a single instrument is examined. A gravitational wave is assumed to
have been detected in the data and we deal with the subsequent problem of
parameter estimation. Specifically, we investigate theoretical lower bounds on
the minimum mean-square errors associated with measuring the parameters of the
inspiral waveform generated by an orbiting system of neutron stars/black holes.
Three theoretical lower bounds on parameter estimation accuracy are considered:
the Cramer-Rao bound (CRB); the Weiss-Weinstein bound (WWB); and the Ziv-Zakai
bound (ZZB). We obtain the WWB and ZZB for the Newtonian-form of the coalescing
binary waveform, and compare them with published CRB and numerical Monte-Carlo
results. At large SNR, we find that the theoretical bounds are all identical
and are attained by the Monte-Carlo results. As SNR gradually drops below 10,
the WWB and ZZB are both found to provide increasingly tighter lower bounds
than the CRB. However, at these levels of moderate SNR, there is a significant
departure between all the bounds and the numerical Monte-Carlo results.Comment: 17 pages (LaTeX), 4 figures. Submitted to Physical Review
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