212 research outputs found
Universality in polytope phase transitions and message passing algorithms
We consider a class of nonlinear mappings in
indexed by symmetric random matrices with independent entries. Within spin glass theory, special cases of these
mappings correspond to iterating the TAP equations and were studied by
Bolthausen [Comm. Math. Phys. 325 (2014) 333-366]. Within information theory,
they are known as "approximate message passing" algorithms. We study the
high-dimensional (large ) behavior of the iterates of for
polynomial functions , and prove that it is universal; that is, it
depends only on the first two moments of the entries of , under a
sub-Gaussian tail condition. As an application, we prove the universality of a
certain phase transition arising in polytope geometry and compressed sensing.
This solves, for a broad class of random projections, a conjecture by David
Donoho and Jared Tanner.Comment: Published in at http://dx.doi.org/10.1214/14-AAP1010 the Annals of
Applied Probability (http://www.imstat.org/aap/) by the Institute of
Mathematical Statistics (http://www.imstat.org
Compressed Sensing Using Binary Matrices of Nearly Optimal Dimensions
In this paper, we study the problem of compressed sensing using binary
measurement matrices and -norm minimization (basis pursuit) as the
recovery algorithm. We derive new upper and lower bounds on the number of
measurements to achieve robust sparse recovery with binary matrices. We
establish sufficient conditions for a column-regular binary matrix to satisfy
the robust null space property (RNSP) and show that the associated sufficient
conditions % sparsity bounds for robust sparse recovery obtained using the RNSP
are better by a factor of compared to the
sufficient conditions obtained using the restricted isometry property (RIP).
Next we derive universal \textit{lower} bounds on the number of measurements
that any binary matrix needs to have in order to satisfy the weaker sufficient
condition based on the RNSP and show that bipartite graphs of girth six are
optimal. Then we display two classes of binary matrices, namely parity check
matrices of array codes and Euler squares, which have girth six and are nearly
optimal in the sense of almost satisfying the lower bound. In principle,
randomly generated Gaussian measurement matrices are "order-optimal". So we
compare the phase transition behavior of the basis pursuit formulation using
binary array codes and Gaussian matrices and show that (i) there is essentially
no difference between the phase transition boundaries in the two cases and (ii)
the CPU time of basis pursuit with binary matrices is hundreds of times faster
than with Gaussian matrices and the storage requirements are less. Therefore it
is suggested that binary matrices are a viable alternative to Gaussian matrices
for compressed sensing using basis pursuit. \end{abstract}Comment: 28 pages, 3 figures, 5 table
Topics in random graphs, combinatorial optimization, and statistical inference
The manuscript is made of three chapters presenting three differenttopics on which I worked with Ph.D. students. Each chapter can be read independently of the others andshould be relatively self-contained. Chapter 1 is a gentle introduction to the theory of random graphswith an emphasis on contagions on such networks. In Chapter 2, I explain the main ideas of the objectivemethod developed by Aldous and Steele applied to the spectral measure of random graphs and themonomer-dimer problem. This topic is dear to me and I hope that this chapter will convince the readerthat it is an exciting field of research. Chapter 3 deals with problems in high-dimensional statistics whichnow occupy a large proportion of my time. Unlike Chapters 1 and 2 which could be easily extended inlecture notes, I felt that the material in Chapter 3 was not ready for such a treatment. This field ofresearch is currently very active and I decided to present two of my recent contributions
On Convergence of Approximate Message Passing
Approximate message passing is an iterative algorithm for compressed sensing
and related applications. A solid theory about the performance and convergence
of the algorithm exists for measurement matrices having iid entries of zero
mean. However, it was observed by several authors that for more general
matrices the algorithm often encounters convergence problems. In this paper we
identify the reason of the non-convergence for measurement matrices with iid
entries and non-zero mean in the context of Bayes optimal inference. Finally we
demonstrate numerically that when the iterative update is changed from parallel
to sequential the convergence is restored.Comment: 5 pages, 3 figure
Approximate Message Passing for Underdetermined Audio Source Separation
Approximate message passing (AMP) algorithms have shown great promise in
sparse signal reconstruction due to their low computational requirements and
fast convergence to an exact solution. Moreover, they provide a probabilistic
framework that is often more intuitive than alternatives such as convex
optimisation. In this paper, AMP is used for audio source separation from
underdetermined instantaneous mixtures. In the time-frequency domain, it is
typical to assume a priori that the sources are sparse, so we solve the
corresponding sparse linear inverse problem using AMP. We present a block-based
approach that uses AMP to process multiple time-frequency points
simultaneously. Two algorithms known as AMP and vector AMP (VAMP) are evaluated
in particular. Results show that they are promising in terms of artefact
suppression.Comment: Paper accepted for 3rd International Conference on Intelligent Signal
Processing (ISP 2017
Limits on Sparse Data Acquisition: RIC Analysis of Finite Gaussian Matrices
One of the key issues in the acquisition of sparse data by means of
compressed sensing (CS) is the design of the measurement matrix. Gaussian
matrices have been proven to be information-theoretically optimal in terms of
minimizing the required number of measurements for sparse recovery. In this
paper we provide a new approach for the analysis of the restricted isometry
constant (RIC) of finite dimensional Gaussian measurement matrices. The
proposed method relies on the exact distributions of the extreme eigenvalues
for Wishart matrices. First, we derive the probability that the restricted
isometry property is satisfied for a given sufficient recovery condition on the
RIC, and propose a probabilistic framework to study both the symmetric and
asymmetric RICs. Then, we analyze the recovery of compressible signals in noise
through the statistical characterization of stability and robustness. The
presented framework determines limits on various sparse recovery algorithms for
finite size problems. In particular, it provides a tight lower bound on the
maximum sparsity order of the acquired data allowing signal recovery with a
given target probability. Also, we derive simple approximations for the RICs
based on the Tracy-Widom distribution.Comment: 11 pages, 6 figures, accepted for publication in IEEE transactions on
information theor
Dynamical Functional Theory for Compressed Sensing
We introduce a theoretical approach for designing generalizations of the
approximate message passing (AMP) algorithm for compressed sensing which are
valid for large observation matrices that are drawn from an invariant random
matrix ensemble. By design, the fixed points of the algorithm obey the
Thouless-Anderson-Palmer (TAP) equations corresponding to the ensemble. Using a
dynamical functional approach we are able to derive an effective stochastic
process for the marginal statistics of a single component of the dynamics. This
allows us to design memory terms in the algorithm in such a way that the
resulting fields become Gaussian random variables allowing for an explicit
analysis. The asymptotic statistics of these fields are consistent with the
replica ansatz of the compressed sensing problem.Comment: 5 pages, accepted for ISIT 201
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