arXiv subjects

Dustin G. Mixon

Publications and source records attributed to Dustin G. Mixon.

At least 109 records · Page 6Linked to original sources

arXiv2014

Phase Transitions in Phase Retrieval

Consider a scenario in which an unknown signal is transformed by a known linear operator, and then the pointwise absolute value of the unknown output function is reported. This scenario appears in several applications, and the goal is to recover the unknown signal -- this is called phase retrieval. Phase retrieval has been a popular subject of research in the last few years, both in determining whether complete information is available with a given linear operator, and in finding efficient and stable phase retrieval algorithms in the cases where complete information is available. Interestingly, there are a few ways to measure information completeness, and each way appears to be governed by a phase transition of sorts. This chapter will survey the state of the art with some of these phase transitions, and identify a few open problems for further research.

cs.IT↗

arXiv2013

Saving phase: Injectivity and stability for phase retrieval

Recent advances in convex optimization have led to new strides in the phase retrieval problem over finite-dimensional vector spaces. However, certain fundamental questions remain: What sorts of measurement vectors uniquely determine every signal up to a global phase factor, and how many are needed to do so? Furthermore, which measurement ensembles lend stability? This paper presents several results that address each of these questions. We begin by characterizing injectivity, and we identify that the complement property is indeed a necessary condition in the complex case. We then pose a conjecture that 4M-4 generic measurement vectors are both necessary and sufficient for injectivity in M dimensions, and we prove this conjecture in the special cases where M=2,3. Next, we shift our attention to stability, both in the worst and average cases. Here, we characterize worst-case stability in the real case by introducing a numerical version of the complement property. This new property bears some resemblance to the restricted isometry property of compressed sensing and can be used to derive a sharp lower Lipschitz bound on the intensity measurement mapping. Localized frames are shown to lack this property (suggesting instability), whereas Gaussian random measurements are shown to satisfy this property with high probability. We conclude by presenting results that use a stochastic noise model in both the real and complex cases, and we leverage Cramer-Rao lower bounds to identify stability with stronger versions of the injectivity characterizations.

math.FA↗

arXiv2013

Phase retrieval with polarization

In many areas of imaging science, it is difficult to measure the phase of linear measurements. As such, one often wishes to reconstruct a signal from intensity measurements, that is, perform phase retrieval. In this paper, we provide a novel measurement design which is inspired by interferometry and exploits certain properties of expander graphs. We also give an efficient phase retrieval procedure, and use recent results in spectral graph theory to produce a stable performance guarantee which rivals the guarantee for PhaseLift in [Candes et al. 2011]. We use numerical simulations to illustrate the performance of our phase retrieval procedure, and we compare reconstruction error and runtime with a common alternating-projections-type procedure.

cs.IT↗

arXiv2013

Near-optimal phase retrieval of sparse vectors

In many areas of imaging science, it is difficult to measure the phase of linear measurements. As such, one often wishes to reconstruct a signal from intensity measurements, that is, perform phase retrieval. In several applications the signal in question is believed to be sparse. In this paper, we use ideas from the recently developed polarization method for phase retrieval and provide an algorithm that is guaranteed to recover a sparse signal from a number of phaseless linear measurements that scales linearly with the sparsity of the signal (up to logarithmic factors). This is particularly remarkable since it is known that a certain popular class of convex methods is not able to perform recovery unless the number of measurements scales with the square of the sparsity of the signal. This is a shorter version of a more complete publication that will appear elsewhere.

cs.IT↗

arXiv2013

Phase retrieval from very few measurements

In many applications, signals are measured according to a linear process, but the phases of these measurements are often unreliable or not available. To reconstruct the signal, one must perform a process known as phase retrieval. This paper focuses on completely determining signals with as few intensity measurements as possible, and on efficient phase retrieval algorithms from such measurements. For the case of complex M-dimensional signals, we construct a measurement ensemble of size 4M-4 which yields injective intensity measurements; this is conjectured to be the smallest such ensemble. For the case of real signals, we devise a theory of "almost" injective intensity measurements, and we characterize such ensembles. Later, we show that phase retrieval from M+1 almost injective intensity measurements is NP-hard, indicating that computationally efficient phase retrieval must come at the price of measurement redundancy.

math.FA↗

arXiv2013

Phase retrieval from power spectra of masked signals

In diffraction imaging, one is tasked with reconstructing a signal from its power spectrum. To resolve the ambiguity in this inverse problem, one might invoke prior knowledge about the signal, but phase retrieval algorithms in this vein have found limited success. One alternative is to create redundancy in the measurement process by illuminating the signal multiple times, distorting the signal each time with a different mask. Despite several recent advances in phase retrieval, the community has yet to construct an ensemble of masks which uniquely determines all signals and admits an efficient reconstruction algorithm. In this paper, we leverage the recently proposed polarization method to construct such an ensemble. We also present numerical simulations to illustrate the stability of the polarization method in this setting. In comparison to a state-of-the-art phase retrieval algorithm known as PhaseLift, we find that polarization is much faster with comparable stability.

math.FA↗

arXiv2013

Kirkman Equiangular Tight Frames and Codes

An equiangular tight frame (ETF) is a set of unit vectors in a Euclidean space whose coherence is as small as possible, equaling the Welch bound. Also known as Welch-bound-equality sequences, such frames arise in various applications, such as waveform design and compressed sensing. At the moment, there are only two known flexible methods for constructing ETFs: harmonic ETFs are formed by carefully extracting rows from a discrete Fourier transform; Steiner ETFs arise from a tensor-like combination of a combinatorial design and a regular simplex. These two classes seem very different: the vectors in harmonic ETFs have constant amplitude, whereas Steiner ETFs are extremely sparse. We show that they are actually intimately connected: a large class of Steiner ETFs can be unitarily transformed into constant-amplitude frames, dubbed Kirkman ETFs. Moreover, we show that an important class of harmonic ETFs is a subset of an important class of Kirkman ETFs. This connection informs the discussion of both types of frames: some Steiner ETFs can be transformed into constant-amplitude waveforms making them more useful in waveform design; some harmonic ETFs have low spark, making them less desirable for compressed sensing. We conclude by showing that real-valued constant-amplitude ETFs are equivalent to binary codes that achieve the Grey-Rankin bound, and then construct such codes using Kirkman ETFs.

cs.IT↗

arXiv2012

Group Model Selection Using Marginal Correlations: The Good, the Bad and the Ugly

Group model selection is the problem of determining a small subset of groups of predictors (e.g., the expression data of genes) that are responsible for majority of the variation in a response variable (e.g., the malignancy of a tumor). This paper focuses on group model selection in high-dimensional linear models, in which the number of predictors far exceeds the number of samples of the response variable. Existing works on high-dimensional group model selection either require the number of samples of the response variable to be significantly larger than the total number of predictors contributing to the response or impose restrictive statistical priors on the predictors and/or nonzero regression coefficients. This paper provides comprehensive understanding of a low-complexity approach to group model selection that avoids some of these limitations. The proposed approach, termed Group Thresholding (GroTh), is based on thresholding of marginal correlations of groups of predictors with the response variable and is reminiscent of existing thresholding-based approaches in the literature. The most important contribution of the paper in this regard is relating the performance of GroTh to a polynomial-time verifiable property of the predictors for the general case of arbitrary (random or deterministic) predictors and arbitrary nonzero regression coefficients.

math.ST↗

arXiv2012

Group-theoretic constructions of erasure-robust frames

In the field of compressed sensing, a key problem remains open: to explicitly construct matrices with the restricted isometry property (RIP) whose performance rivals those generated using random matrix theory. In short, RIP involves estimating the singular values of a combinatorially large number of submatrices, seemingly requiring an enormous amount of computation in even low-dimensional examples. In this paper, we consider a similar problem involving submatrix singular value estimation, namely the problem of explicitly constructing numerically erasure robust frames (NERFs). Such frames are the latest invention in a long line of research concerning the design of linear encoders that are robust against data loss. We begin by focusing on a subtle difference between the definition of a NERF and that of an RIP matrix, one that allows us to introduce a new computational trick for quickly estimating NERF bounds. In short, we estimate these bounds by evaluating the frame analysis operator at every point of an epsilon-net for the unit sphere. We then borrow ideas from the theory of group frames to construct explicit frames and epsilon-nets with such high degrees of symmetry that the requisite number of operator evaluations is greatly reduced. We conclude with numerical results, using these new ideas to quickly produce decent estimates of NERF bounds which would otherwise take an eternity. Though the more important RIP problem remains open, this work nevertheless demonstrates the feasibility of exploiting symmetry to greatly reduce the computational burden of similar combinatorial linear algebra problems.

math.FA↗

arXiv2012

Certifying the restricted isometry property is hard

This paper is concerned with an important matrix condition in compressed sensing known as the restricted isometry property (RIP). We demonstrate that testing whether a matrix satisfies RIP is NP-hard. As a consequence of our result, it is impossible to efficiently test for RIP provided P \neq NP.

math.FA↗

arXiv2012

Sparse Signal Processing with Frame Theory

Many emerging applications involve sparse signals, and their processing is a subject of active research. We desire a large class of sensing matrices which allow the user to discern important properties of the measured sparse signal. Of particular interest are matrices with the restricted isometry property (RIP). RIP matrices are known to enable efficient and stable reconstruction of sufficiently sparse signals, but the deterministic construction of such matrices has proven very difficult. In this thesis, we discuss this matrix design problem in the context of a growing field of study known as frame theory. In the first two chapters, we build large families of equiangular tight frames and full spark frames, and we discuss their relationship to RIP matrices as well as their utility in other aspects of sparse signal processing. In Chapter 3, we pave the road to deterministic RIP matrices, evaluating various techniques to demonstrate RIP, and making interesting connections with graph theory and number theory. We conclude in Chapter 4 with a coherence-based alternative to RIP, which provides near-optimal probabilistic guarantees for various aspects of sparse signal processing while at the same time admitting a whole host of deterministic constructions.

math.FA↗

arXiv2012

Numerically erasure-robust frames

Given a channel with additive noise and adversarial erasures, the task is to design a frame that allows for stable signal reconstruction from transmitted frame coefficients. To meet these specifications, we introduce numerically erasure-robust frames. We first consider a variety of constructions, including random frames, equiangular tight frames and group frames. Later, we show that arbitrarily large erasure rates necessarily induce numerical instability in signal reconstruction. We conclude with a few observations, including some implications for maximal equiangular tight frames and sparse frames.

math.FA↗

arXiv2012

Full Spark Frames

Finite frame theory has a number of real-world applications. In applications like sparse signal processing, data transmission with robustness to erasures, and reconstruction without phase, there is a pressing need for deterministic constructions of frames with the following property: every size-M subcollection of the M-dimensional frame elements is a spanning set. Such frames are called full spark frames, and this paper provides new constructions using the discrete Fourier transform. Later, we prove that full spark Parseval frames are dense in the entire set of Parseval frames, meaning full spark frames are abundant, even if one imposes an additional tightness constraint. Finally, we prove that testing whether a given matrix is full spark is hard for NP under randomized polynomial-time reductions, indicating that deterministic full spark constructions are particularly significant because they guarantee a property which is otherwise difficult to check.

math.FA↗

arXiv2012

The road to deterministic matrices with the restricted isometry property

The restricted isometry property (RIP) is a well-known matrix condition that provides state-of-the-art reconstruction guarantees for compressed sensing. While random matrices are known to satisfy this property with high probability, deterministic constructions have found less success. In this paper, we consider various techniques for demonstrating RIP deterministically, some popular and some novel, and we evaluate their performance. In evaluating some techniques, we apply random matrix theory and inadvertently find a simple alternative proof that certain random matrices are RIP. Later, we propose a particular class of matrices as candidates for being RIP, namely, equiangular tight frames (ETFs). Using the known correspondence between real ETFs and strongly regular graphs, we investigate certain combinatorial implications of a real ETF being RIP. Specifically, we give probabilistic intuition for a new bound on the clique number of Paley graphs of prime order, and we conjecture that the corresponding ETFs are RIP in a manner similar to random matrices.

math.FA↗

arXiv2012

Optimal frames and Newton's method

Given a parametrized family of finite frames, we consider the optimization problem of finding the member of this family whose coefficient space most closely contains a given data vector. This nonlinear least squares problem arises naturally in the context of a certain type of radar system. We derive analytic expressions for the first and second partial derivatives of the objective function in question, permitting this optimization problem to be efficiently solved using Newton's method. We also consider how sensitive the location of this minimizer is to noise in the data vector. We further provide conditions under which one should expect the minimizer of this objective function to be unique. We conclude by discussing a related variational-calculus-based approach for solving this frame optimization problem over an interval of time.

math.FA↗

arXiv2011

Fingerprinting with Equiangular Tight Frames

Digital fingerprinting is a framework for marking media files, such as images, music, or movies, with user-specific signatures to deter illegal distribution. Multiple users can collude to produce a forgery that can potentially overcome a fingerprinting system. This paper proposes an equiangular tight frame fingerprint design which is robust to such collusion attacks. We motivate this design by considering digital fingerprinting in terms of compressed sensing. The attack is modeled as linear averaging of multiple marked copies before adding a Gaussian noise vector. The content owner can then determine guilt by exploiting correlation between each user's fingerprint and the forged copy. The worst-case error probability of this detection scheme is analyzed and bounded. Simulation results demonstrate the average-case performance is similar to the performance of orthogonal and simplex fingerprint designs, while accommodating several times as many users.

cs.IT↗

arXiv2011

Two are better than one: Fundamental parameters of frame coherence

This paper investigates two parameters that measure the coherence of a frame: worst-case and average coherence. We first use worst-case and average coherence to derive near-optimal probabilistic guarantees on both sparse signal detection and reconstruction in the presence of noise. Next, we provide a catalog of nearly tight frames with small worst-case and average coherence. Later, we find a new lower bound on worst-case coherence; we compare it to the Welch bound and use it to interpret recently reported signal reconstruction results. Finally, we give an algorithm that transforms frames in a way that decreases average coherence without changing the spectral norm or worst-case coherence.

math.FA↗

arXiv2011

Constructing all self-adjoint matrices with prescribed spectrum and diagonal

The Schur-Horn Theorem states that there exists a self-adjoint matrix with a given spectrum and diagonal if and only if the spectrum majorizes the diagonal. Though the original proof of this result was nonconstructive, several constructive proofs have subsequently been found. Most of these constructive proofs rely on Givens rotations, and none have been shown to be able to produce every example of such a matrix. We introduce a new construction method that is able to do so. This method is based on recent advances in finite frame theory which show how to construct frames whose frame operator has a given prescribed spectrum and whose vectors have given prescribed lengths. This frame construction requires one to find a sequence of eigensteps, that is, a sequence of interlacing spectra that satisfy certain trace considerations. In this paper, we show how to explicitly construct every such sequence of eigensteps. Here, the key idea is to visualize eigenstep construction as iteratively building a staircase. This visualization leads to an algorithm, dubbed Top Kill, which produces a valid sequence of eigensteps whenever it is possible to do so. We then build on Top Kill to explicitly parametrize the set of all valid eigensteps. This yields an explicit method for constructing all self-adjoint matrices with a given spectrum and diagonal, and moreover all frames whose frame operator has a given spectrum and whose elements have given lengths.

math.FA↗