On the Phase Transition of Corrupted Sensing

In \cite{FOY2014}, a sharp phase transition has been numerically observed when a constrained convex procedure is used to solve the corrupted sensing problem. In this paper, we present a theoretical analysis for this phenomenon. Specifically, we establish the threshold below which this convex procedure fails to recover signal and corruption with high probability. Together with the work in \cite{FOY2014}, we prove that a sharp phase transition occurs around the sum of the squares of spherical Gaussian widths of two tangent cones. Numerical experiments are provided to demonstrate the correctness and sharpness of our results.Comment: To appear in Proceedings of IEEE International Symposium on Information Theory 201

Data-driven parameterization of the generalized Langevin equation

We present a data-driven approach to determine the memory kernel and random noise in generalized Langevin equations. To facilitate practical implementations, we parameterize the kernel function in the Laplace domain by a rational function, with coefficients directly linked to the equilibrium statistics of the coarse-grain variables. We show that such an approximation can be constructed to arbitrarily high order and the resulting generalized Langevin dynamics can be embedded in an extended stochastic model without explicit memory. We demonstrate how to introduce the stochastic noise so that the second fluctuation-dissipation theorem is exactly satisfied. Results from several numerical tests are presented to demonstrate the effectiveness of the proposed method