arXiv subjects

Hongkai Zhao

Publications and source records attributed to Hongkai Zhao.

34 records · Page 2Linked to original sources

arXiv2019

Solving Phase Retrieval via Graph Projection Splitting

Phase retrieval with prior information can be cast as a nonsmooth and nonconvex optimization problem. We solve the problem by graph projection splitting (GPS), where the two proximity subproblems and the graph projection step can be solved efficiently. With slight modification, we also propose a robust graph projection splitting (RGPS) method to stabilize the iteration for noisy measurements. Contrary to intuition, RGPS outperforms GPS with fewer iterations to locate a satisfying solution even for noiseless case. Based on the connection between GPS and Douglas-Rachford iteration, under mild conditions on the sampling vectors, we analyze the fixed point sets and provide the local convergence of GPS and RGPS applied to noiseless phase retrieval without prior information. For noisy case, we provide the error bound of the reconstruction. Compared to other existing methods, thanks for the splitting approach, GPS and RGPS can efficiently solve phase retrieval with prior information regularization for general sampling vectors which are not necessarily isometric. For Gaussian phase retrieval, compared to existing gradient flow approaches, numerical results show that GPS and RGPS are much less sensitive to the initialization. Thus they markedly improve the phase transition in noiseless case and reconstruction in the presence of noise respectively. GPS shows sharpest phase transition among existing methods including RGPS, while it needs more iterations than RGPS when the number of measurement is large enough. RGPS outperforms GPS in terms of stability for noisy measurements. When applying RGPS to more general non-Gaussian measurements with prior information, such as support, sparsity and TV minimization, RGPS either outperforms state-of-the-art solvers or can be combined with state-of-the-art solvers to improve their reconstruction quality.

math.OC↗

arXiv2019

Separability of the kernel function in an integral formulation for anisotropic radiative transfer equation

We study in this work an integral formulation for the radiative transfer equation (RTE) in anisotropic media with truncated approximation to the scattering phase function. The integral formulation consists of a coupled system of integral equations for the angular moments of the transport solution. We analyze the approximate separability of the kernel functions in these integral formulations, deriving asymptotic lower and upper bounds on the number of terms needed in a separable approximation of the kernel functions as the moment grows. Our analysis provides the mathematical understanding on when low-rank approximations to the discretized integral kernels can be used to develop fast numerical algorithms for the corresponding system of integral equations.

math.NA↗

arXiv2019

A data-driven approach for multiscale elliptic PDEs with random coefficients based on intrinsic dimension reduction

We propose a data-driven approach to solve multiscale elliptic PDEs with random coefficients based on the intrinsic low dimension structure of the underlying elliptic differential operators. Our method consists of offline and online stages. At the offline stage, a low dimension space and its basis are extracted from the data to achieve significant dimension reduction in the solution space. At the online stage, the extracted basis will be used to solve a new multiscale elliptic PDE efficiently. The existence of low dimension structure is established by showing the high separability of the underlying Green's functions. Different online construction methods are proposed depending on the problem setup. We provide error analysis based on the sampling error and the truncation threshold in building the data-driven basis. Finally, we present numerical examples to demonstrate the accuracy and efficiency of the proposed method.

math.NA↗

arXiv2019

Scalable Incremental Nonconvex Optimization Approach for Phase Retrieval

We aim to find a solution $\bm{x}\in\mathbb{C}^n$ to a system of quadratic equations of the form $b_i=\lvert\bm{a}_i^*\bm{x}\rvert^2$, $i=1,2,\ldots,m$, e.g., the well-known NP-hard phase retrieval problem. As opposed to recently proposed state-of-the-art nonconvex methods, we revert to the semidefinite relaxation (SDR) PhaseLift convex formulation and propose a successive and incremental nonconvex optimization algorithm, termed as \texttt{IncrePR}, to indirectly minimize the resulting convex problem on the cone of positive semidefinite matrices. Our proposed method overcomes the excessive computational cost of typical SDP solvers as well as the need of a good initialization for typical nonconvex methods. For Gaussian measurements, which is usually needed for provable convergence of nonconvex methods, \texttt{IncrePR} with restart strategy outperforms state-of-the-art nonconvex solvers with a sharper phase transition of perfect recovery and typical convex solvers in terms of computational cost and storage. For more challenging structured (non-Gaussian) measurements often occurred in real applications, such as transmission matrix and oversampling Fourier transform, \texttt{IncrePR} with several restarts can be used to find a good initial guess. With further refinement by local nonconvex solvers, one can achieve a better solution than that obtained by applying nonconvex solvers directly when the number of measurements is relatively small. Extensive numerical tests are performed to demonstrate the effectiveness of the proposed method.

math.OC↗

arXiv2018

Intrinsic Complexity And Scaling Laws: From Random Fields to Random Vectors

Random fields are commonly used for modeling of spatially (or timely) dependent stochastic processes. In this study, we provide a characterization of the intrinsic complexity of a random field in terms of its second order statistics, e.g., the covariance function, based on the Karhumen-Loéve expansion. We then show scaling laws for the intrinsic complexity of a random field in terms of the correlation length as it goes to 0. In the discrete setting, it becomes approximate embeddings of a set of random vectors. We provide a precise scaling law when the random vectors have independent and identically distributed entires using random matrix theory as well as when the random vectors has a specific covariance structure.

math.ST↗

arXiv2018

A hybrid adaptive phase space method for reflection traveltime tomography

We present a hybrid imaging method for a challenging travel time tomography problem which includes both unknown medium and unknown scatterers in a bounded domain. The goal is to recover both the medium and the boundary of the scatterers from the scattering relation data on the domain boundary. Our method is composed of three steps: 1) preprocess the data to classify them into three different categories of measurements corresponding to non-broken rays, broken-once rays, and others, respectively, 2) use the the non-broken ray data and an effective data-driven layer stripping strategy--an optimization based iterative imaging method--to recover the medium velocity outside the convex hull of the scatterers, and 3) use selected broken-once ray data to recover the boundary of the scatterers--a direct imaging method. By numerical tests, we show that our hybrid method can recover both the unknown medium and the not-too-concave scatterers efficiently and robustly.

math.NA↗

arXiv2017

A hybrid approach to solve the high-frequency Helmholtz equation with source singularity in smooth heterogeneous media

We propose a hybrid approach to solve the high-frequency Helmholtz equation with point source terms in smooth heterogeneous media. The method is based on the ray-based finite element method (ray-FEM), whose original version can not handle the singularity close to point sources accurately. This pitfall is addressed by combining the ray-FEM, which is used to compute the smooth far-field of the solution accurately, with a high-order asymptotic expansion close to the point source, which is used to properly capture the singularity of the solution in the near-field. The method requires a fixed number of grid points per wavelength to accurately represent the wave field with an asymptotic convergence rate of $\mathcal{O}(ω^{-1/2})$, where $ω$ is the frequency parameter in the Helmholtz equation. In addition, a fast sweeping-type preconditioner is used to solve the resulting linear system. We present numerical examples in 2D to show both accuracy and efficiency of our method as the frequency increases. In particular, we provide numerical evidence of the convergence rate, and we show empirically that the overall complexity is $\mathcal{O}(ω^2)$ up to a poly-logarithmic factor.

math.NA↗

arXiv2017

Precomputing Strategy for Hamiltonian Monte Carlo Method Based on Regularity in Parameter Space

Markov Chain Monte Carlo (MCMC) algorithms play an important role in statistical inference problems dealing with intractable probability distributions. Recently, many MCMC algorithms such as Hamiltonian Monte Carlo (HMC) and Riemannian Manifold HMC have been proposed to provide distant proposals with high acceptance rate. These algorithms, however, tend to be computationally intensive which could limit their usefulness, especially for big data problems due to repetitive evaluations of functions and statistical quantities that depend on the data. This issue occurs in many statistic computing problems. In this paper, we propose a novel strategy that exploits smoothness (regularity) of parameter space to improve computational efficiency of MCMC algorithms. When evaluation of functions or statistical quantities are needed at a point in parameter space, interpolation from precomputed values or previous computed values is used. More specifically, we focus on Hamiltonian Monte Carlo (HMC) algorithms that use geometric information for faster exploration of probability distributions. Our proposed method is based on precomputing the required geometric information on a set of grids before running sampling information at nearby grids at each iteration of HMC. Sparse grid interpolation method is used for high dimensional problems. Tests on computational examples are shown to illustrate the advantages of our method.

stat.CO↗

arXiv2017

Hamiltonian Monte Carlo Acceleration Using Surrogate Functions with Random Bases

For big data analysis, high computational cost for Bayesian methods often limits their applications in practice. In recent years, there have been many attempts to improve computational efficiency of Bayesian inference. Here we propose an efficient and scalable computational technique for a state-of-the-art Markov Chain Monte Carlo (MCMC) methods, namely, Hamiltonian Monte Carlo (HMC). The key idea is to explore and exploit the structure and regularity in parameter space for the underlying probabilistic model to construct an effective approximation of its geometric properties. To this end, we build a surrogate function to approximate the target distribution using properly chosen random bases and an efficient optimization process. The resulting method provides a flexible, scalable, and efficient sampling algorithm, which converges to the correct target distribution. We show that by choosing the basis functions and optimization process differently, our method can be related to other approaches for the construction of surrogate functions such as generalized additive models or Gaussian process models. Experiments based on simulated and real data show that our approach leads to substantially more efficient sampling algorithms compared to existing state-of-the art methods.

stat.CO↗

arXiv2017

Variational Hamiltonian Monte Carlo via Score Matching

Traditionally, the field of computational Bayesian statistics has been divided into two main subfields: variational methods and Markov chain Monte Carlo (MCMC). In recent years, however, several methods have been proposed based on combining variational Bayesian inference and MCMC simulation in order to improve their overall accuracy and computational efficiency. This marriage of fast evaluation and flexible approximation provides a promising means of designing scalable Bayesian inference methods. In this paper, we explore the possibility of incorporating variational approximation into a state-of-the-art MCMC method, Hamiltonian Monte Carlo (HMC), to reduce the required gradient computation in the simulation of Hamiltonian flow, which is the bottleneck for many applications of HMC in big data problems. To this end, we use a {\it free-form} approximation induced by a fast and flexible surrogate function based on single-hidden layer feedforward neural networks. The surrogate provides sufficiently accurate approximation while allowing for fast exploration of parameter space, resulting in an efficient approximate inference algorithm. We demonstrate the advantages of our method on both synthetic and real data problems.

stat.CO↗

arXiv2016

Modified Virtual Grid Difference for Discretizing the Laplace-Beltrami Operator on Point Clouds

We propose a new and simple discretization, named the Modified Virtual Grid Difference (MVGD), for numerical approximation of the Laplace-Beltrami (LB) operator on manifolds sampled by point clouds. The key observation is that both the manifold and a function defined on it can both be parametrized in a local Cartesian coordinate system and approximated using least squares. Based on the above observation, we first introduce a local virtual grid with a scale adapted to the sampling density centered at each point. Then we propose a modified finite difference scheme on the virtual grid to discretize the LB operator. Instead of using the local least squares values on all virtual grid points like the typical finite difference method, we use the function value explicitly at the grid located at the center (coincided with the data point). The new discretization provides more diagonal dominance to the resulting linear system and improves its conditioning. We show that the linear system can be robustly, efficiently and accurately solved by existing fast solver such as the Algebraic Multigrid (AMG) method. We will present numerical tests and comparison with other exiting methods to demonstrate the effectiveness and the performance of the proposed approach.

math.NA↗

arXiv2016

Learning Dominant Wave Directions For Plane Wave Methods For High-Frequency Helmholtz Equations

We present a ray-based finite element method (ray-FEM) by learning basis adaptive to the underlying high-frequency Helmholtz equation in smooth media. Based on the geometric optics ansatz of the wave field, we learn local dominant ray directions by probing the medium using low-frequency waves with the same source. Once local ray directions are extracted, they are incorporated into the finite element basis to solve the high-frequency Helmholtz equation. This process can be continued to further improve approximations for both local ray directions and the high frequency wave field iteratively. The method requires a fixed number of grid points per wavelength to represent the wave field and achieves an asymptotic convergence as the frequency $ω\rightarrow \infty$ without the pollution effect. A fast solver is developed for the resulting linear system with an empirical complexity $\mathcal{O}(ω^d)$ up to a poly-logarithmic factor. Numerical examples in 2D are presented to corroborate the claims.

math.NA↗

arXiv2016

Fast alternating bi-directional preconditioner for the 2D high-frequency Lippmann-Schwinger equation

This paper presents a fast iterative solver for Lippmann-Schwinger equation for high-frequency waves scattered by a smooth medium with a compactly supported inhomogeneity. The solver is based on the sparsifying preconditioner and a domain decomposition approach similar to the method of polarized traces. The iterative solver has two levels, the outer level in which a sparsifying preconditioner for the Lippmann-Schwinger equation is constructed, and the inner level, in which the resulting sparsified system is solved fast using an iterative solver preconditioned with a bi-directional matrix-free variant of the method of polarized traces. The complexity of the construction and application of the preconditioner is $\mathcal{O}(N)$ and $\mathcal{O}(N\log{N})$ respectively, where $N$ is the number of degrees of freedom. Numerical experiments in 2D indicate that the number of iterations in both levels depends weakly on the frequency resulting in method with an overall $\mathcal{O}(N\log{N})$ complexity.

math.NA↗

arXiv2014

Multi-scale Non-Rigid Point Cloud Registration Using Robust Sliced-Wasserstein Distance via Laplace-Beltrami Eigenmap

In this work, we propose computational models and algorithms for point cloud registration with non-rigid transformation. First, point clouds sampled from manifolds originally embedded in some Euclidean space $\mathbb{R}^D$ are transformed to new point clouds embedded in $\mathbb{R}^n$ by Laplace-Beltrami(LB) eigenmap using the $n$ leading eigenvalues and corresponding eigenfunctions of LB operator defined intrinsically on the manifolds. The LB eigenmap are invariant under isometric transformation of the original manifolds. Then we design computational models and algorithms for registration of the transformed point clouds in distribution/probability form based on the optimal transport theory which provides both generality and flexibility to handle general point clouds setting. Our methods use robust sliced-Wasserstein distance, which is as the average of projected Wasserstein distance along different directions, and incorporate a rigid transformation to handle ambiguities introduced by the Laplace-Beltrami eigenmap. By going from smaller $n$, which provides a quick and robust registration (based on coarse scale features) as well as a good initial guess for finer scale registration, to a larger $n$, our method provides an efficient, robust and accurate approach for multi-scale non-rigid point cloud registration.

math.NA↗

arXiv2012

Cine cone beam CT reconstruction using low-rank matrix factorization: algorithm and a proof-of-princple study

Respiration-correlated CBCT, commonly called 4DCBCT, provide respiratory phase-resolved CBCT images. In many clinical applications, it is more preferable to reconstruct true 4DCBCT with the 4th dimension being time, i.e., each CBCT image is reconstructed based on the corresponding instantaneous projection. We propose in this work a novel algorithm for the reconstruction of this truly time-resolved CBCT, called cine-CBCT, by effectively utilizing the underlying temporal coherence, such as periodicity or repetition, in those cine-CBCT images. Assuming each column of the matrix $\bm{U}$ represents a CBCT image to be reconstructed and the total number of columns is the same as the number of projections, the central idea of our algorithm is that the rank of $\bm{U}$ is much smaller than the number of projections and we can use a matrix factorization form $\bm{U}=\bm{L}\bm{R}$ for $\bm{U}$. The number of columns for the matrix $\bm{L}$ constraints the rank of $\bm{U}$ and hence implicitly imposing a temporal coherence condition among all the images in cine-CBCT. The desired image properties in $\bm{L}$ and the periodicity of the breathing pattern are achieved by penalizing the sparsity of the tight wavelet frame transform of $\bm{L}$ and that of the Fourier transform of $\bm{R}$, respectively. A split Bregman method is used to solve the problem. In this paper we focus on presenting this new algorithm and showing the proof of principle using simulation studies on an NCAT phantom.

physics.med-ph↗

arXiv2011

A New Numerical Algorithm for Thermoacoustic and Photoacoustic Tomography with Variable Sound Speed

We present a new algorithm for reconstructing an unknown source in Thermoacoustic and Photoacoustic Tomography based on the recent advances in understanding the theoretical nature of the problem. We work with variable sound speeds that might be also discontinuous across some surface. The latter problem arises in brain imaging. The new algorithm is based on an explicit formula in the form of a Neumann series. We present numerical examples with non-trapping, trapping and piecewise smooth speeds, as well as examples with data on a part of the boundary. These numerical examples demonstrate the robust performance of the new algorithm.

math.NA↗