Nonlinear Compressive Particle Filtering

Many systems for which compressive sensing is used today are dynamical. The common approach is to neglect the dynamics and see the problem as a sequence of independent problems. This approach has two disadvantages. Firstly, the temporal dependency in the state could be used to improve the accuracy of the state estimates. Secondly, having an estimate for the state and its support could be used to reduce the computational load of the subsequent step. In the linear Gaussian setting, compressive sensing was recently combined with the Kalman filter to mitigate above disadvantages. In the nonlinear dynamical case, compressive sensing can not be used and, if the state dimension is high, the particle filter would perform poorly. In this paper we combine one of the most novel developments in compressive sensing, nonlinear compressive sensing, with the particle filter. We show that the marriage of the two is essential and that neither the particle filter or nonlinear compressive sensing alone gives a satisfying solution.Comment: Accepted to CDC 201

Multi-dimensional metric approximation by primitive points

We refine metrical statements in the style of the Khintchine-Groshev Theorem by requiring certain coprimality constraints on the coordinates of the integer solutions

Semiparametric estimation of (constrained) ultrametric trees

This paper introduces a general, formal treatment of dynamic constraints, i.e., constraints on the state changes that are allowed in a given state space. Such dynamic constraints can be seen as representations of "real world" constraints in a managerial context. The notions of transition, reversible and irreversible transition, and transition relation will be introduced. The link with Kripke models (for modal logics) is also made explicit. Several (subtle) examples of dynamic constraints will be given. Some important classes of dynamic constraints in a database context will be identified, e.g. various forms of cumulativity, non-decreasing values, constraints on initial and final values, life cycles, changing life cycles, and transition and constant dependencies. Several properties of these dependencies will be treated. For instance, it turns out that functional dependencies can be considered as "degenerated" transition dependencies. Also, the distinction between primary keys and alternate keys is reexamined, from a dynamic point of view.

Density Matrix Renormalization Group study of 48^{48}Cr and 56^{56}Ni

We discuss the development of an angular-momentum-conserving variant of the Density Matrix Renormalization Group (DMRG) method for use in large-scale shell-model calculations of atomic nuclei and report a first application of the method to the ground state of $^{56}$Ni and improved results for $^{48}$Cr. In both cases, we see a high level of agreement with the exact results. A comparison of the two shows a dramatic reduction in the fraction of the space required to achieve accuracy as the size of the problem grows.Comment: 4 pages. Published in PRC Rapi