arXiv subjects

Hau-tieng Wu

Publications and source records attributed to Hau-tieng Wu.

41 records · Page 3Linked to original sources

arXiv2013

Augmented projections for ptychographic imaging

Ptychography is a popular technique to achieve diffraction limited resolution images of a two or three dimensional sample using high frame rate detectors. We introduce a relaxation of common projection algorithms to account for instabilities given by intensity and background fluctuations, position errors, or poor calibration using multiplexing illumination. This relaxation introduces an additional phasing optimization at every step that enhances the convergence rate of common projection algorithms. Numerical tests exhibit the exact recovery of the object and the noise when there is high redundancy in the data.

physics.optics↗

arXiv2013

Nonparametric and adaptive modeling of dynamic seasonality and trend with heteroscedastic and dependent errors

Seasonality (or periodicity) and trend are features describing an observed sequence, and extracting these features is an important issue in many scientific fields. However, it is not an easy task for existing methods to analyze simultaneously the trend and {\it dynamics} of the seasonality such as time-varying frequency and amplitude, and the {\it adaptivity} of the analysis to such dynamics and robustness to heteroscedastic, dependent errors is not guaranteed. These tasks become even more challenging when there exist multiple seasonal components. We propose a nonparametric model to describe the dynamics of multi-component seasonality, and investigate the recently developed Synchrosqueezing transform (SST) in extracting these features in the presence of a trend and heteroscedastic, dependent errors. The identifiability problem of the nonparametric seasonality model is studied, and the adaptivity and robustness properties of the SST are theoretically justified in both discrete- and continuous-time settings. Consequently we have a new technique for de-coupling the trend, seasonality and heteroscedastic, dependent error process in a general nonparametric setup. Results of a series of simulations are provided, and the incidence time series of varicella and herpes zoster in Taiwan and respiratory signals observed from a sleep study are analyzed.

math.ST↗

arXiv2012

Local Linear Regression on Manifolds and its Geometric Interpretation

High-dimensional data analysis has been an active area, and the main focuses have been variable selection and dimension reduction. In practice, it occurs often that the variables are located on an unknown, lower-dimensional nonlinear manifold. Under this manifold assumption, one purpose of this paper is regression and gradient estimation on the manifold, and another is developing a new tool for manifold learning. To the first aim, we suggest directly reducing the dimensionality to the intrinsic dimension $d$ of the manifold, and performing the popular local linear regression (LLR) on a tangent plane estimate. An immediate consequence is a dramatic reduction in the computation time when the ambient space dimension $p\gg d$. We provide rigorous theoretical justification of the convergence of the proposed regression and gradient estimators by carefully analyzing the curvature, boundary, and non-uniform sampling effects. A bandwidth selector that can handle heteroscedastic errors is proposed. To the second aim, we analyze carefully the behavior of our regression estimator both in the interior and near the boundary of the manifold, and make explicit its relationship with manifold learning, in particular estimating the Laplace-Beltrami operator of the manifold. In this context, we also make clear that it is important to use a smaller bandwidth in the tangent plane estimation than in the LLR. Simulation studies and the Isomap face data example are used to illustrate the computational speed and estimation accuracy of our methods.

math.ST↗

arXiv2012

Instantaneous frequency and wave shape functions (I)

Although one can formulate an intuitive notion of instantaneous frequency, generalizing "frequency" as we understand it in e.g. the Fourier transform, a rigorous mathematical definition is lacking. In this paper, we consider a class of functions composed of waveforms that repeat nearly periodically, and for which the instantaneous frequency can be given a rigorous meaning. We show that Synchrosqueezing can be used to determine the instantaneous frequency of functions in this class, even if the waveform is not harmonic, thus generalizing earlier results for cosine wave functions. We also provide real-life examples and discuss the advantages, for these examples, of considering such non-harmonic waveforms.

math.NA↗

arXiv2011

Vector Diffusion Maps and the Connection Laplacian

We introduce {\em vector diffusion maps} (VDM), a new mathematical framework for organizing and analyzing massive high dimensional data sets, images and shapes. VDM is a mathematical and algorithmic generalization of diffusion maps and other non-linear dimensionality reduction methods, such as LLE, ISOMAP and Laplacian eigenmaps. While existing methods are either directly or indirectly related to the heat kernel for functions over the data, VDM is based on the heat kernel for vector fields. VDM provides tools for organizing complex data sets, embedding them in a low dimensional space, and interpolating and regressing vector fields over the data. In particular, it equips the data with a metric, which we refer to as the {\em vector diffusion distance}. In the manifold learning setup, where the data set is distributed on (or near) a low dimensional manifold $\MM^d$ embedded in $\RR^{p}$, we prove the relation between VDM and the connection-Laplacian operator for vector fields over the manifold.

math.ST↗