arXiv subjects

Ben Adcock

Publications and source records attributed to Ben Adcock.

87 records · Page 5Linked to original sources

arXiv2014

Breaking the coherence barrier: A new theory for compressed sensing

This paper provides an extension of compressed sensing which bridges a substantial gap between existing theory and its current use in real-world applications. It introduces a mathematical framework that generalizes the three standard pillars of compressed sensing - namely, sparsity, incoherence and uniform random subsampling - to three new concepts: asymptotic sparsity, asymptotic incoherence and multilevel random sampling. The new theorems show that compressed sensing is also possible, and reveals several advantages, under these substantially relaxed conditions. The importance of this is threefold. First, inverse problems to which compressed sensing is currently applied are typically coherent. The new theory provides the first comprehensive mathematical explanation for a range of empirical usages of compressed sensing in real-world applications, such as medical imaging, microscopy, spectroscopy and others. Second, in showing that compressed sensing does not require incoherence, but instead that asymptotic incoherence is sufficient, the new theory offers markedly greater flexibility in the design of sensing mechanisms. Third, by using asymptotic incoherence and multi-level sampling to exploit not just sparsity, but also structure, i.e. asymptotic sparsity, the new theory shows that substantially improved reconstructions can be obtained from fewer measurements.

cs.IT↗

arXiv2014

A note on compressed sensing of structured sparse wavelet coefficients from subsampled Fourier measurements

This note complements the paper "The quest for optimal sampling: Computationally efficient, structure-exploiting measurements for compressed sensing" [2]. Its purpose is to present a proof of a result stated therein concerning the recovery via compressed sensing of a signal that has structured sparsity in a Haar wavelet basis when sampled using a multilevel-subsampled discrete Fourier transform. In doing so, it provides a simple exposition of the proof in the case of Haar wavelets and discrete Fourier samples of more general result recently provided in the paper "Breaking the coherence barrier: A new theory for compressed sensing" [1].

math.FA↗

arXiv2014

Parameter selection and numerical approximation properties of Fourier extensions from fixed data

Fourier extensions have been shown to be an effective means for the approximation of smooth, nonperiodic functions on bounded intervals given their values on an equispaced, or in general, scattered grid. Related to this method are two parameters. These are the extension parameter $T$ (the ratio of the size of the extended domain to the physical domain) and the oversampling ratio $η$ (the number of sampling nodes per Fourier mode). The purpose of this paper is to investigate how the choice of these parameters affects the accuracy and stability of the approximation. Our main contribution is to document the following interesting phenomenon: namely, if the desired condition number of the algorithm is fixed in advance, then the particular choice of such parameters makes little difference to the algorithm's accuracy. As a result, one is free to choose $T$ without concern that it is suboptimal. In particular, one may use the value $T=2$ - which corresponds to the case where the extended domain is precisely twice the size of the physical domain - for which there is known to be a fast algorithm for computing the approximation. In addition, we also determine the resolution power (points-per-wavelength) of the approximation to be equal to $T η$, and address the trade-off between resolution power and stability.

math.NA↗

arXiv2014

New exponential variable transform methods for functions with endpoint singularities

The focus of this article is the approximation of functions which are analytic on a compact interval except at the endpoints. Typical numerical methods for approximating such functions depend upon the use of particular conformal maps from the original interval to either a semi-infinite or an infinite interval, followed by an appropriate approximation procedure on the new region. We first analyse the convergence of these existing methods and show that, in a precisely defined sense, they are sub-optimal. Specifically, they exhibit poor resolution properties, by which we mean that many more degrees of freedom are required to resolve oscillatory functions than standard approximation schemes for analytic functions such as Chebyshev interpolation. To remedy this situation, we introduce two new transforms; one for each of the above settings. We provide full convergence results for these new approximations and then demonstrate that, for a particular choice of parameters, these methods lead to substantially better resolution properties. Finally, we show that optimal resolution power can be achieved by an appropriate choice of parameters, provided one forfeits classical convergence. Instead, the resulting method attains a finite, but user-controlled accuracy specified by the parameter choice.

math.NA↗

arXiv2014

On stable reconstructions from nonuniform Fourier measurements

We consider the problem of recovering a compactly-supported function from a finite collection of pointwise samples of its Fourier transform taking nonuniformly. First, we show that under suitable conditions on the sampling frequencies - specifically, their density and bandwidth - it is possible to recover any such function $f$ in a stable and accurate manner in any given finite-dimensional subspace; in particular, one which is well suited for approximating $f$. In practice, this is carried out using so-called nonuniform generalized sampling (NUGS). Second, we consider approximation spaces in one dimension consisting of compactly supported wavelets. We prove that a linear scaling of the dimension of the space with the sampling bandwidth is both necessary and sufficient for stable and accurate recovery. Thus wavelets are up to constant factors optimal spaces for reconstruction.

math.NA↗

arXiv2014

The quest for optimal sampling: Computationally efficient, structure-exploiting measurements for compressed sensing

An intriguing phenomenon in many instances of compressed sensing is that the reconstruction quality is governed not just by the overall sparsity of the signal, but also on its structure. This paper is about understanding this phenomenon, and demonstrating how it can be fruitfully exploited by the design of suitable sampling strategies in order to outperform more standard compressed sensing techniques based on random matrices.

math.FA↗

arXiv2014

Linear Stable Sampling Rate: Optimality of 2D Wavelet Reconstructions from Fourier Measurements

In this paper we analyze two-dimensional wavelet reconstructions from Fourier samples within the framework of generalized sampling. For this, we consider both separable compactly-supported wavelets and boundary wavelets. We prove that the number of samples that must be acquired to ensure a stable and accurate reconstruction scales linearly with the number of reconstructing wavelet functions. We also provide numerical experiments that corroborate our theoretical results.

math.FA↗

arXiv2013

Generalized sampling: stable reconstructions, inverse problems and compressed sensing over the continuum

The purpose of this paper is to report on recent approaches to reconstruction problems based on analog, or in other words, infinite-dimensional, image and signal models. We describe three main contributions to this problem. First, linear reconstructions from sampled measurements via so-called generalized sampling (GS). Second, the extension of generalized sampling to inverse and ill-posed problems. And third, the combination of generalized sampling with sparse recovery techniques. This final contribution leads to a theory and set of methods for infinite-dimensional compressed sensing, or as we shall also refer to it, compressed sensing over the continuum.

math.NA↗

arXiv2013

On the numerical stability of Fourier extensions

An effective means to approximate an analytic, nonperiodic function on a bounded interval is by using a Fourier series on a larger domain. When constructed appropriately, this so-called Fourier extension is known to converge geometrically fast in the truncation parameter. Unfortunately, computing a Fourier extension requires solving an ill-conditioned linear system, and hence one might expect such rapid convergence to be destroyed when carrying out computations in finite precision. The purpose of this paper is to show that this is not the case. Specifically, we show that Fourier extensions are actually numerically stable when implemented in finite arithmetic, and achieve a convergence rate that is at least superalgebraic. Thus, in this instance, ill-conditioning of the linear system does not prohibit a good approximation. In the second part of this paper we consider the issue of computing Fourier extensions from equispaced data. A result of Platte, Trefethen & Kuijlaars states that no method for this problem can be both numerically stable and exponentially convergent. We explain how Fourier extensions relate to this theoretical barrier, and demonstrate that they are particularly well suited for this problem: namely, they obtain at least superalgebraic convergence in a numerically stable manner.

math.NA↗

arXiv2013

On optimal wavelet reconstructions from Fourier samples: linearity and universality of the stable sampling rate

In this paper we study the problem of computing wavelet coefficients of compactly supported functions from their Fourier samples. For this, we use the recently introduced framework of generalized sampling. Our first result demonstrates that using generalized sampling one obtains a stable and accurate reconstruction, provided the number of Fourier samples grows linearly in the number of wavelet coefficients recovered. For the class of Daubechies wavelets we derive the exact constant of proportionality. Our second result concerns the optimality of generalized sampling for this problem. Under some mild assumptions we show that generalized sampling cannot be outperformed in terms of approximation quality by more than a constant factor. Moreover, for the class of so-called perfect methods, any attempt to lower the sampling ratio below a certain critical threshold necessarily results in exponential ill-conditioning. Thus generalized sampling provides a nearly-optimal solution to this problem.

math.NA↗

arXiv2013

A stability barrier for reconstructions from Fourier samples

We prove that any stable method for resolving the Gibbs phenomenon - that is, recovering high-order accuracy from the first $m$ Fourier coefficients of an analytic and nonperiodic function - can converge at best root-exponentially fast in $m$. Any method with faster convergence must also be unstable, and in particular, exponential convergence implies exponential ill-conditioning. This result is analogous to a recent theorem of Platte, Trefethen & Kuijlaars concerning recovery from pointwise function values on an equispaced $m$-grid. The main step in our proof is an estimate for the maximal behaviour of a polynomial of degree $n$ with bounded $m$-term Fourier series, which is related to a conjecture of Hrycak & Groechenig. In the second part of the paper we discuss the implications of our main theorem to polynomial-based interpolation and least-squares approaches for overcoming the Gibbs phenomenon. Finally, we consider the use of so-called Fourier extensions as an attractive alternative for this problem. We present numerical results demonstrating rapid convergence in a stable manner.

math.NA↗

arXiv2013

Beyond consistent reconstructions: optimality and sharp bounds for generalized sampling, and application to the uniform resampling problem

Generalized sampling is a recently developed linear framework for sampling and reconstruction in separable Hilbert spaces. It allows one to recover any element in any finite-dimensional subspace given finitely many of its samples with respect to an arbitrary frame. Unlike more common approaches for this problem, such as the consistent reconstruction technique of Eldar et al, it leads to completely stable numerical methods possessing both guaranteed stability and accuracy. The purpose of this paper is twofold. First, we give a complete and formal analysis of generalized sampling, the main result of which being the derivation of new, sharp bounds for the accuracy and stability of this approach. Such bounds improve those given previously, and result in a necessary and sufficient condition, the stable sampling rate, which guarantees a priori a good reconstruction. Second, we address the topic of optimality. Under some assumptions, we show that generalized sampling is an optimal, stable reconstruction. Correspondingly, whenever these assumptions hold, the stable sampling rate is a universal quantity. In the final part of the paper we illustrate our results by applying generalized sampling to the so-called uniform resampling problem.

math.NA↗

arXiv2012

On the resolution power of Fourier extensions for oscillatory functions

Functions that are smooth but non-periodic on a certain interval possess Fourier series that lack uniform convergence and suffer from the Gibbs phenomenon. However, they can be represented accurately by a Fourier series that is periodic on a larger interval. This is commonly called a Fourier extension. When constructed in a particular manner, Fourier extensions share many of the same features of a standard Fourier series. In particular, one can compute Fourier extensions which converge spectrally fast whenever the function is smooth, and exponentially fast if the function is analytic, much the same as the Fourier series of a smooth/analytic and periodic function. With this in mind, the purpose of this paper is to describe, analyze and explain the observation that Fourier extensions, much like classical Fourier series, also have excellent resolution properties for representing oscillatory functions. The resolution power, or required number of degrees of freedom per wavelength, depends on a user-controlled parameter and, as we show, it varies between 2 and π. The former value is optimal and is achieved by classical Fourier series for periodic functions, for example. The latter value is the resolution power of algebraic polynomial approximations. Thus, Fourier extensions with an appropriate choice of parameter are eminently suitable for problems with moderate to high degrees of oscillation.

math.NA↗

arXiv2010

A Generalized Sampling Theorem for Stable Reconstructions in Arbitrary Bases

We introduce a generalized framework for sampling and reconstruction in separable Hilbert spaces. Specifically, we establish that it is always possible to stably reconstruct a vector in an arbitrary Riesz basis from sufficiently many of its samples in any other Riesz basis. This framework can be viewed as an extension of that of Eldar et al. However, whilst the latter imposes stringent assumptions on the reconstruction basis, and may in practice be unstable, our framework allows for recovery in any (Riesz) basis in a manner that is completely stable. Whilst the classical Shannon Sampling Theorem is a special case of our theorem, this framework allows us to exploit additional information about the approximated vector (or, in this case, function), for example sparsity or regularity, to design a reconstruction basis that is better suited. Examples are presented illustrating this procedure.

math.NA↗

arXiv2010

Stable reconstructions in Hilbert spaces and the resolution of the Gibbs phenomenon

We introduce a method to reconstruct an element of a Hilbert space in terms of an arbitrary finite collection of linearly independent reconstruction vectors, given a finite number of its samples with respect to any Riesz basis. As we establish, provided the dimension of the reconstruction space is chosen suitably in relation to the number of samples, this procedure can be numerically implemented in a stable manner. Moreover, the accuracy of the resulting approximation is completely determined by the choice of reconstruction basis, meaning that the reconstruction vectors can be tailored to the particular problem at hand. An important example of this approach is the accurate recovery of a piecewise analytic function from its first few Fourier coefficients. Whilst the standard Fourier projection suffers from the Gibbs phenomenon, by reconstructing in a piecewise polynomial basis, we obtain an approximation with root exponential accuracy in terms of the number of Fourier samples and exponential accuracy in terms of the degree of the reconstruction function. Numerical examples illustrate the advantage of this approach over other existing methods.

math.NA↗