Analysis of Basis Pursuit Via Capacity Sets

Finding the sparsest solution $\alpha$ for an under-determined linear system of equations $D\alpha=s$ is of interest in many applications. This problem is known to be NP-hard. Recent work studied conditions on the support size of $\alpha$ that allow its recovery using L1-minimization, via the Basis Pursuit algorithm. These conditions are often relying on a scalar property of $D$ called the mutual-coherence. In this work we introduce an alternative set of features of an arbitrarily given $D$, called the "capacity sets". We show how those could be used to analyze the performance of the basis pursuit, leading to improved bounds and predictions of performance. Both theoretical and numerical methods are presented, all using the capacity values, and shown to lead to improved assessments of the basis pursuit success in finding the sparest solution of $D\alpha=s$

Accelerated Projected Gradient Method for Linear Inverse Problems with Sparsity Constraints

Regularization of ill-posed linear inverse problems via $\ell_1$ penalization has been proposed for cases where the solution is known to be (almost) sparse. One way to obtain the minimizer of such an $\ell_1$ penalized functional is via an iterative soft-thresholding algorithm. We propose an alternative implementation to $\ell_1$-constraints, using a gradient method, with projection on $\ell_1$-balls. The corresponding algorithm uses again iterative soft-thresholding, now with a variable thresholding parameter. We also propose accelerated versions of this iterative method, using ingredients of the (linear) steepest descent method. We prove convergence in norm for one of these projected gradient methods, without and with acceleration.Comment: 24 pages, 5 figures. v2: added reference, some amendments, 27 page

Blind Deconvolution of Ultrasonic Signals Using High-Order Spectral Analysis and Wavelets

Defect detection by ultrasonic method is limited by the pulse width. Resolution can be improved through a deconvolution process with a priori information of the pulse or by its estimation. In this paper a regularization of the Wiener filter using wavelet shrinkage is presented for the estimation of the reflectivity function. The final result shows an improved signal to noise ratio with better axial resolution.Comment: 8 pages, CIARP 2005, LNCS 377

On Model-Based RIP-1 Matrices

The Restricted Isometry Property (RIP) is a fundamental property of a matrix enabling sparse recovery. Informally, an m x n matrix satisfies RIP of order k in the l_p norm if ||Ax||_p \approx ||x||_p for any vector x that is k-sparse, i.e., that has at most k non-zeros. The minimal number of rows m necessary for the property to hold has been extensively investigated, and tight bounds are known. Motivated by signal processing models, a recent work of Baraniuk et al has generalized this notion to the case where the support of x must belong to a given model, i.e., a given family of supports. This more general notion is much less understood, especially for norms other than l_2. In this paper we present tight bounds for the model-based RIP property in the l_1 norm. Our bounds hold for the two most frequently investigated models: tree-sparsity and block-sparsity. We also show implications of our results to sparse recovery problems.Comment: Version 3 corrects a few errors present in the earlier version. In particular, it states and proves correct upper and lower bounds for the number of rows in RIP-1 matrices for the block-sparse model. The bounds are of the form k log_b n, not k log_k n as stated in the earlier versio

SRA: Fast Removal of General Multipath for ToF Sensors

A major issue with Time of Flight sensors is the presence of multipath interference. We present Sparse Reflections Analysis (SRA), an algorithm for removing this interference which has two main advantages. First, it allows for very general forms of multipath, including interference with three or more paths, diffuse multipath resulting from Lambertian surfaces, and combinations thereof. SRA removes this general multipath with robust techniques based on $L_1$ optimization. Second, due to a novel dimension reduction, we are able to produce a very fast version of SRA, which is able to run at frame rate. Experimental results on both synthetic data with ground truth, as well as real images of challenging scenes, validate the approach

On the linear independence of spikes and sines

The purpose of this work is to survey what is known about the linear independence of spikes and sines. The paper provides new results for the case where the locations of the spikes and the frequencies of the sines are chosen at random. This problem is equivalent to studying the spectral norm of a random submatrix drawn from the discrete Fourier transform matrix. The proof involves depends on an extrapolation argument of Bourgain and Tzafriri.Comment: 16 pages, 4 figures. Revision with new proof of major theorem

Counting the Faces of Randomly-Projected Hypercubes and Orthants, with Applications

Abstract. Let A be an n by N real-valued matrix with n < N; we count the number of k-faces fk(AQ) when Q is either the standard N-dimensional hypercube IN or else the positive orthant RN +. To state results simply, consider a proportional-growth asymptotic, where for fixed δ, ρ in (0, 1), we have a sequence of matrices An,Nn and of integers kn with n/Nn → δ, kn/n → ρ as n → ∞. If each matrix An,Nn has its columns in general position, then fk(AIN)/fk(I N) tends to zero or one depending on whether ρ> min(0, 2 − δ−1) or ρ < min(0, 2 − δ−1). Also, if each An,Nn is a random draw from a distribution which is invariant under right multiplication by signed permutations, then fk(ARN +)/fk(RN +) tends almost surely to zero or one depending on whether ρ> min(0, 2 − δ−1) or ρ < min(0, 2 − δ−1). We make a variety of contrasts to related work on projections of the simplex and/or cross-polytope. These geometric face-counting results have implications for signal processing, information theory, inverse problems, and optimization. Indeed, face counting is related to conditions for uniqueness of solutions of underdetermine

Time-frequency detection algorithm for gravitational wave bursts

An efficient algorithm is presented for the identification of short bursts of gravitational radiation in the data from broad-band interferometric detectors. The algorithm consists of three steps: pixels of the time-frequency representation of the data that have power above a fixed threshold are first identified. Clusters of such pixels that conform to a set of rules on their size and their proximity to other clusters are formed, and a final threshold is applied on the power integrated over all pixels in such clusters. Formal arguments are given to support the conjecture that this algorithm is very efficient for a wide class of signals. A precise model for the false alarm rate of this algorithm is presented, and it is shown using a number of representative numerical simulations to be accurate at the 1% level for most values of the parameters, with maximal error around 10%.Comment: 26 pages, 15 figures, to appear in PR

Efficient Resolution of Anisotropic Structures

We highlight some recent new delevelopments concerning the sparse representation of possibly high-dimensional functions exhibiting strong anisotropic features and low regularity in isotropic Sobolev or Besov scales. Specifically, we focus on the solution of transport equations which exhibit propagation of singularities where, additionally, high-dimensionality enters when the convection field, and hence the solutions, depend on parameters varying over some compact set. Important constituents of our approach are directionally adaptive discretization concepts motivated by compactly supported shearlet systems, and well-conditioned stable variational formulations that support trial spaces with anisotropic refinements with arbitrary directionalities. We prove that they provide tight error-residual relations which are used to contrive rigorously founded adaptive refinement schemes which converge in $L_2$. Moreover, in the context of parameter dependent problems we discuss two approaches serving different purposes and working under different regularity assumptions. For frequent query problems, making essential use of the novel well-conditioned variational formulations, a new Reduced Basis Method is outlined which exhibits a certain rate-optimal performance for indefinite, unsymmetric or singularly perturbed problems. For the radiative transfer problem with scattering a sparse tensor method is presented which mitigates or even overcomes the curse of dimensionality under suitable (so far still isotropic) regularity assumptions. Numerical examples for both methods illustrate the theoretical findings