CoSaMP: Iterative signal recovery from incomplete and inaccurate samples

Compressive sampling offers a new paradigm for acquiring signals that are compressible with respect to an orthonormal basis. The major algorithmic challenge in compressive sampling is to approximate a compressible signal from noisy samples. This paper describes a new iterative recovery algorithm called CoSaMP that delivers the same guarantees as the best optimization-based approaches. Moreover, this algorithm offers rigorous bounds on computational cost and storage. It is likely to be extremely efficient for practical problems because it requires only matrix-vector multiplies with the sampling matrix. For many cases of interest, the running time is just O(N*log^2(N)), where N is the length of the signal.Comment: 30 pages. Revised. Presented at Information Theory and Applications, 31 January 2008, San Dieg

Compressed Sensing with Coherent and Redundant Dictionaries

This article presents novel results concerning the recovery of signals from undersampled data in the common situation where such signals are not sparse in an orthonormal basis or incoherent dictionary, but in a truly redundant dictionary. This work thus bridges a gap in the literature and shows not only that compressed sensing is viable in this context, but also that accurate recovery is possible via an L1-analysis optimization problem. We introduce a condition on the measurement/sensing matrix, which is a natural generalization of the now well-known restricted isometry property, and which guarantees accurate recovery of signals that are nearly sparse in (possibly) highly overcomplete and coherent dictionaries. This condition imposes no incoherence restriction on the dictionary and our results may be the first of this kind. We discuss practical examples and the implications of our results on those applications, and complement our study by demonstrating the potential of L1-analysis for such problems

Greedy Signal Recovery Review

The two major approaches to sparse recovery are L1-minimization and greedy methods. Recently, Needell and Vershynin developed Regularized Orthogonal Matching Pursuit (ROMP) that has bridged the gap between these two approaches. ROMP is the first stable greedy algorithm providing uniform guarantees. Even more recently, Needell and Tropp developed the stable greedy algorithm Compressive Sampling Matching Pursuit (CoSaMP). CoSaMP provides uniform guarantees and improves upon the stability bounds and RIC requirements of ROMP. CoSaMP offers rigorous bounds on computational cost and storage. In many cases, the running time is just O(NlogN), where N is the ambient dimension of the signal. This review summarizes these major advances

CoSaMP: Iterative Signal Recovery from Incomplete and Inaccurate Samples

Compressive sampling offers a new paradigm for acquiring signals that are compressible with respect to an orthonormal basis. The major algorithmic challenge in compressive sampling is to approximate a compressible signal from noisy samples. This paper describes a new iterative recovery algorithm called CoSaMP that delivers the same guarantees as the best optimization-based approaches. Moreover, this algorithm offers rigorous bounds on computational cost and storage. It is likely to be extremely efficient for practical problems because it requires only matrix-vector multiplies with the sampling matrix. For compressible signals, the running time is just O(N log^2 N), where N is the length of the signal

Spectral Clustering: An Empirical Study of Approximation Algorithms and its Application to the Attrition Problem

Clustering is the problem of separating a set of objects into groups (called clusters) so that objects within the same cluster are more similar to each other than to those in different clusters. Spectral clustering is a now well-known method for clustering which utilizes the spectrum of the data similarity matrix to perform this separation. Since the method relies on solving an eigenvector problem, it is computationally expensive for large datasets. To overcome this constraint, approximation methods have been developed which aim to reduce running time while maintaining accurate classification. In this article, we summarize and experimentally evaluate several approximation methods for spectral clustering. From an applications standpoint, we employ spectral clustering to solve the so-called attrition problem, where one aims to identify from a set of employees those who are likely to voluntarily leave the company from those who are not. Our study sheds light on the empirical performance of existing approximate spectral clustering methods and shows the applicability of these methods in an important business optimization related problem

Lattice gas simulations of dynamical geometry in two dimensions

We present a hydrodynamic lattice gas model for two-dimensional flows on curved surfaces with dynamical geometry. This model is an extension to two dimensions of the dynamical geometry lattice gas model previously studied in one dimension. We expand upon a variation of the two-dimensional flat space Frisch-Hasslacher-Pomeau (FHP) model created by Frisch et al. [Phys. Rev. Lett. 56, 1505 (1986)] and independently by Wolfram, and modified by Boghosian et al. [Philos. Trans. R. Soc. London, Ser. A 360, 333 (2002)]. We define a hydrodynamic lattice gas model on an arbitrary triangulation whose flat space limit is the FHP model. Rules that change the geometry are constructed using the Pachner moves, which alter the triangulation but not the topology. We present results on the growth of the number of triangles as a function of time. Simulations show that the number of triangles grows with time as t^(1/3), in agreement with a mean-field prediction. We also present preliminary results on the distribution of curvature for a typical triangulation in these simulations

Reconstruction of Demand Shocks in Input-Output Networks

Input-Output analysis describes the dependence of production, demand and trade between sectors and regions and allows to understand the propagation of economic shocks through economic networks. A central challenge in practical applications is the availability of data. Observations may be limited to the impact of the shocks in few sectors, but a complete picture of the origin and impacts would be highly desirable to guide political countermeasures. In this article we demonstrate that a shock in the final demand in few sectors can be fully reconstructed from limited observations of production changes. We adapt three algorithms from sparse signal recovery and evaluate their performance and their robustness to observation uncertainties.Comment: 10 pages, 4 figures, conference proceeding for CompleNet 202

Structured Sparsity: Discrete and Convex approaches

Compressive sensing (CS) exploits sparsity to recover sparse or compressible signals from dimensionality reducing, non-adaptive sensing mechanisms. Sparsity is also used to enhance interpretability in machine learning and statistics applications: While the ambient dimension is vast in modern data analysis problems, the relevant information therein typically resides in a much lower dimensional space. However, many solutions proposed nowadays do not leverage the true underlying structure. Recent results in CS extend the simple sparsity idea to more sophisticated {\em structured} sparsity models, which describe the interdependency between the nonzero components of a signal, allowing to increase the interpretability of the results and lead to better recovery performance. In order to better understand the impact of structured sparsity, in this chapter we analyze the connections between the discrete models and their convex relaxations, highlighting their relative advantages. We start with the general group sparse model and then elaborate on two important special cases: the dispersive and the hierarchical models. For each, we present the models in their discrete nature, discuss how to solve the ensuing discrete problems and then describe convex relaxations. We also consider more general structures as defined by set functions and present their convex proxies. Further, we discuss efficient optimization solutions for structured sparsity problems and illustrate structured sparsity in action via three applications.Comment: 30 pages, 18 figure

Dismissive and deceptive car dealerships create barriers to electric vehicle adoption at the point of sale

This study investigates the role of car dealerships in the electrification of passenger transport, namely their sales advice about the purchase and use of electric vehicles (EVs). Because most consumers do not have pre-existing knowledge of EVs, and current market conditions favour petrol and diesel vehicles, car dealership experiences may strongly influence EV purchasing decisions. Here we show that car dealerships pose a significant barrier at the point of sale due to a perceived lack of business case viability in relation to petrol and diesel vehicles. In 126 shopping experiences at 82 car dealerships across Denmark, Finland, Iceland, Norway, and Sweden, we find dealers were dismissive of EVs, misinformed shoppers on vehicle specifications, omitted EVs from the sales conversation and strongly oriented customers towards petrol and diesel vehicle options. Dealer’s technological orientation, willingness to sell, and displayed knowledge of EVs were the main contributors to likely purchase intentions. These findings combined with expert interviews suggest that government and industry signalling affect sales strategies and purchasing trends. Policy and business strategies that address barriers at the point of sale are needed to accelerate EV adoption