arXiv subjects

Mario Coutino

Publications and source records attributed to Mario Coutino.

18 recordsLinked to original sources

arXiv2023

Revisiting Matching Pursuit: Beyond Approximate Submodularity

We study the problem of selecting a subset of vectors from a large set, to obtain the best signal representation over a family of functions. Although greedy methods have been widely used for tackling this problem and many of those have been analyzed under the lens of (weak) submodularity, none of these algorithms are explicitly devised using such a functional property. Here, we revisit the vector-selection problem and introduce a function which is shown to be submodular in expectation. This function does not only guarantee near-optimality through a greedy algorithm in expectation, but also alleviates the existing deficiencies in commonly used matching pursuit (MP) algorithms. We further show the relation between the single-point-estimate version of the proposed greedy algorithm and MP variants. Our theoretical results are supported by numerical experiments for the angle of arrival estimation problem, a typical signal representation task; the experiments demonstrate the benefits of the proposed method with respect to the traditional MP algorithms.

eess.SP↗

arXiv2023

Run-Time Monitors Design for Adaptive Radar Systems: A Practical Framework

Adaptivity in multi-function radar systems is rapidly increasing, especially when moving towards fully adaptive, cognitive radar systems. However, the large number of available system configurations makes the rigorous verification and certification process during the testing phase, deployment, and after hardware and software upgrades, challenging, if not infeasible. To alleviate the verification process, run-time verification can be applied to oversee the correct function of a system during its operation as done in applications where on-the-fly reconfiguration/adaptation is pervasive, e.g., spacecrafts and self-driving cars. Though possible, the application of run-time verification into a radar system is not straightforward, e.g., when verifying (adaptive) radar resource managers or performance measures, such as track initiation time in dynamic environments. The goal of this paper is to introduce a framework to identify, characterize, and map the various aspects necessary for implementing run-time verification for (components of) multi-function radar systems. The proposed framework can be used by radar practitioners and researchers for applying run-time-verification to adaptive, re-configurable radar systems. In addition, we discuss how run-time verification can be leveraged to gather new insights from operational data to improve functionalities in upcoming update cycles and present an example of a verifier designed using the introduced framework.

eess.SP↗

arXiv2022

Learning Time-Varying Graphs from Online Data

This work proposes an algorithmic framework to learn time-varying graphs from online data. The generality offered by the framework renders it model-independent, i.e., it can be theoretically analyzed in its abstract formulation and then instantiated under a variety of model-dependent graph learning problems. This is possible by phrasing (time-varying) graph learning as a composite optimization problem, where different functions regulate different desiderata, e.g., data fidelity, sparsity or smoothness. Instrumental for the findings is recognizing that the dependence of the majority (if not all) data-driven graph learning algorithms on the data is exerted through the empirical covariance matrix, representing a sufficient statistic for the estimation problem. Its user-defined recursive update enables the framework to work in non-stationary environments, while iterative algorithms building on novel time-varying optimization tools explicitly take into account the temporal dynamics, speeding up convergence and implicitly including a temporal-regularization of the solution. We specialize the framework to three well-known graph learning models, namely, the Gaussian graphical model (GGM), the structural equation model (SEM), and the smoothness-based model (SBM), where we also introduce ad-hoc vectorization schemes for structured matrices (symmetric, hollows, etc.) which are crucial to perform correct gradient computations, other than enabling to work in low-dimensional vector spaces and hence easing storage requirements. After discussing the theoretical guarantees of the proposed framework, we corroborate it with extensive numerical tests in synthetic and real data.

cs.LG↗

arXiv2021

Online Time-Varying Topology Identification via Prediction-Correction Algorithms

Signal processing and machine learning algorithms for data supported over graphs, require the knowledge of the graph topology. Unless this information is given by the physics of the problem (e.g., water supply networks, power grids), the topology has to be learned from data. Topology identification is a challenging task, as the problem is often ill-posed, and becomes even harder when the graph structure is time-varying. In this paper, we address the problem of dynamic topology identification by building on recent results from time-varying optimization, devising a general-purpose online algorithm operating in non-stationary environments. Because of its iteration-constrained nature, the proposed approach exhibits an intrinsic temporal-regularization of the graph topology without explicitly enforcing it. As a case-study, we specialize our method to the Gaussian graphical model (GGM) problem and corroborate its performance.

eess.SP↗

arXiv2021

Node-Adaptive Regularization for Graph Signal Reconstruction

A critical task in graph signal processing is to estimate the true signal from noisy observations over a subset of nodes, also known as the reconstruction problem. In this paper, we propose a node-adaptive regularization for graph signal reconstruction, which surmounts the conventional Tikhonov regularization, giving rise to more degrees of freedom; hence, an improved performance. We formulate the node-adaptive graph signal denoising problem, study its bias-variance trade-off, and identify conditions under which a lower mean squared error and variance can be obtained with respect to Tikhonov regularization. Compared with existing approaches, the node-adaptive regularization enjoys more general priors on the local signal variation, which can be obtained by optimally designing the regularization weights based on Prony's method or semidefinite programming. As these approaches require additional prior knowledge, we also propose a minimax (worst-case) strategy to address instances where this extra information is unavailable. Numerical experiments with synthetic and real data corroborate the proposed regularization strategy for graph signal denoising and interpolation, and show its improved performance compared with competing alternatives.

eess.SP↗

arXiv2020

Topology-Aware Joint Graph Filter and Edge Weight Identification for Network Processes

Data defined over a network have been successfully modelled by means of graph filters. However, although in many scenarios the connectivity of the network is known, e.g., smart grids, social networks, etc., the lack of well-defined interaction weights hinders the ability to model the observed networked data using graph filters. Therefore, in this paper, we focus on the joint identification of coefficients and graph weights defining the graph filter that best models the observed input/output network data. While these two problems have been mostly addressed separately, we here propose an iterative method that exploits the knowledge of the support of the graph for the joint identification of graph filter coefficients and edge weights. We further show that our iterative scheme guarantees a non-increasing cost at every iteration, ensuring a globally-convergent behavior. Numerical experiments confirm the applicability of our proposed approach.

eess.SP↗

arXiv2020

How Does Momentum Help Frank Wolfe?

We unveil the connections between Frank Wolfe (FW) type algorithms and the momentum in Accelerated Gradient Methods (AGM). On the negative side, these connections illustrate why momentum is unlikely to be effective for FW type algorithms. The encouraging message behind this link, on the other hand, is that momentum is useful for FW on a class of problems. In particular, we prove that a momentum variant of FW, that we term accelerated Frank Wolfe (AFW), converges with a faster rate $\tilde{\cal O}(\frac{1}{k^2})$ on certain constraint sets despite the same ${\cal O}(\frac{1}{k})$ rate as FW on general cases. Given the possible acceleration of AFW at almost no extra cost, it is thus a competitive alternative to FW. Numerical experiments on benchmarked machine learning tasks further validate our theoretical findings.

math.OC↗

arXiv2020

Submodularity in Action: From Machine Learning to Signal Processing Applications

Submodularity is a discrete domain functional property that can be interpreted as mimicking the role of the well-known convexity/concavity properties in the continuous domain. Submodular functions exhibit strong structure that lead to efficient optimization algorithms with provable near-optimality guarantees. These characteristics, namely, efficiency and provable performance bounds, are of particular interest for signal processing (SP) and machine learning (ML) practitioners as a variety of discrete optimization problems are encountered in a wide range of applications. Conventionally, two general approaches exist to solve discrete problems: $(i)$ relaxation into the continuous domain to obtain an approximate solution, or $(ii)$ development of a tailored algorithm that applies directly in the discrete domain. In both approaches, worst-case performance guarantees are often hard to establish. Furthermore, they are often complex, thus not practical for large-scale problems. In this paper, we show how certain scenarios lend themselves to exploiting submodularity so as to construct scalable solutions with provable worst-case performance guarantees. We introduce a variety of submodular-friendly applications, and elucidate the relation of submodularity to convexity and concavity which enables efficient optimization. With a mixture of theory and practice, we present different flavors of submodularity accompanying illustrative real-world case studies from modern SP and ML. In all cases, optimization algorithms are presented, along with hints on how optimality guarantees can be established.

eess.SP↗

arXiv2020

Joint blind calibration and time-delay estimation for multiband ranging

In this paper, we focus on the problem of blind joint calibration of multiband transceivers and time-delay (TD) estimation of multipath channels. We show that this problem can be formulated as a particular case of covariance matching. Although this problem is severely ill-posed, prior information about radio-frequency chain distortions and multipath channel sparsity is used for regularization. This approach leads to a biconvex optimization problem, which is formulated as a rank-constrained linear system and solved by a simple group Lasso algorithm.Numerical experiments show that the proposed algorithm provides better calibration and higher resolution for TD estimation than current state-of-the-art methods.

eess.SP↗

arXiv2019

State-Space Based Network Topology Identification

In this work, we explore the state-space formulation of network processes to recover the underlying structure of the network (local connections). To do so, we employ subspace techniques borrowed from system identification literature and extend them to the network topology inference problem. This approach provides a unified view of the traditional network control theory and signal processing on networks. In addition, it provides theoretical guarantees for the recovery of the topological structure of a deterministic linear dynamical system from input-output observations even though the input and state evolution networks can be different.

eess.SP↗

arXiv2019

Learning Connectivity and Higher-order Interactions in Radial Distribution Grids

To perform any meaningful optimization task, distribution grid operators need to know the topology of their grids. Although power grid topology identification and verification has been recently studied, discovering instantaneous interplay among subsets of buses, also known as higher-order interactions in recent literature, has not yet been addressed. The system operator can benefit from having this knowledge when re-configuring the grid in real time, to minimize power losses, balance loads, alleviate faults, or for scheduled maintenance. Establishing a connection between the celebrated exact distribution flow equations and the so-called self-driven graph Volterra model, this paper puts forth a nonlinear topology identification algorithm, that is able to reveal both the edge connections as well as their higher-order interactions. Preliminary numerical tests using real data on a 47-bus distribution grid showcase the merits of the proposed scheme relative to existing alternatives.

cs.IT↗

arXiv2019

State-Space Network Topology Identification from Partial Observations

In this work, we explore the state-space formulation of a network process to recover, from partial observations, the underlying network topology that drives its dynamics. To do so, we employ subspace techniques borrowed from system identification literature and extend them to the network topology identification problem. This approach provides a unified view of the traditional network control theory and signal processing on graphs. In addition, it provides theoretical guarantees for the recovery of the topological structure of a deterministic continuous-time linear dynamical system from input-output observations even though the input and state interaction networks might be different. The derived mathematical analysis is accompanied by an algorithm for identifying, from data, a network topology consistent with the dynamics of the system and conforms to the prior information about the underlying structure. The proposed algorithm relies on alternating projections and is provably convergent. Numerical results corroborate the theoretical findings and the applicability of the proposed algorithm.

eess.SP↗

arXiv2018

Joint Ranging and Clock Synchronization for Dense Heterogeneous IoT Networks

Synchronization and ranging in internet of things (IoT) networks are challenging due to the narrowband nature of signals used for communication between IoT nodes. Recently, several estimators for range estimation using phase difference of arrival (PDoA) measurements of narrowband signals have been proposed. However, these estimators are based on data models which do not consider the impact of clock-skew on the range estimation. In this paper, clock-skew and range estimation are studied under a unified framework. We derive a novel and precise data model for PDoA measurements which incorporates the unknown clock-skew effects. We then formulate joint estimation of the clock-skew and range as a two-dimensional (2-D) frequency estimation problem of a single complex sinusoid. Furthermore, we propose: (i) a two-way communication protocol for collecting PDoA measurements and (ii) a weighted least squares (WLS) algorithm for joint estimation of clock-skew and range leveraging the shift invariance property of the measurement data. Finally, through numerical experiments, the performance of the proposed protocol and estimator is compared against the Cramer Rao lower bound demonstrating that the proposed estimator is asymptotically efficient.

eess.SP↗

arXiv2018

Advances in Distributed Graph Filtering

Graph filters are one of the core tools in graph signal processing. A central aspect of them is their direct distributed implementation. However, the filtering performance is often traded with distributed communication and computational savings. To improve this tradeoff, this work generalizes state-of-the-art distributed graph filters to filters where every node weights the signal of its neighbors with different values while keeping the aggregation operation linear. This new implementation, labeled as edge-variant graph filter, yields a significant reduction in terms of communication rounds while preserving the approximation accuracy. In addition, we characterize the subset of shift-invariant graph filters that can be described with edge-variant recursions. By using a low-dimensional parametrization the proposed graph filters provide insights in approximating linear operators through the succession and composition of local operators, i.e., fixed support matrices, which span applications beyond the field of graph signal processing. A set of numerical results shows the benefits of the edge-variant filters over current methods and illustrates their potential to a wider range of applications than graph filtering.

eess.SP↗

arXiv2018

Sampling and Reconstruction of Signals on Product Graphs

In this paper, we consider the problem of subsampling and reconstruction of signals that reside on the vertices of a product graph, such as sensor network time series, genomic signals, or product ratings in a social network. Specifically, we leverage the product structure of the underlying domain and sample nodes from the graph factors. The proposed scheme is particularly useful for processing signals on large-scale product graphs. The sampling sets are designed using a low-complexity greedy algorithm and can be proven to be near-optimal. To illustrate the developed theory, numerical experiments based on real datasets are provided for sampling 3D dynamic point clouds and for active learning in recommender systems.

eess.SP↗

arXiv2018

Sparse Sampling for Inverse Problems with Tensors

We consider the problem of designing sparse sampling strategies for multidomain signals, which can be represented using tensors that admit a known multilinear decomposition. We leverage the multidomain structure of tensor signals and propose to acquire samples using a Kronecker-structured sensing function, thereby circumventing the curse of dimensionality. For designing such sensing functions, we develop low-complexity greedy algorithms based on submodular optimization methods to compute near-optimal sampling sets. We present several numerical examples, ranging from multi-antenna communications to graph signal processing, to validate the developed theory.

cs.IT↗

arXiv2018

Sparse Antenna and Pulse Placement for Colocated MIMO Radar

Multiple input multiple output (MIMO) radar is known for its superiority over conventional radar due to its antenna and waveform diversity. Although higher angular resolution, improved parameter identifiability, and better target detection are achieved, the hardware costs (due to multiple transmitters and multiple receivers) and high energy consumption (multiple pulses) limit the usage of MIMO radars in large scale networks. On one hand, higher angle and velocity estimation accuracy is required, but on the other hand, a lower number of antennas/pulses is desirable. To achieve such a compromise, in this work, the Cram'er-Rao lower bound (CRLB) for the angle and velocity estimator is employed as a performance metric to design the antenna and pulse placement. It is shown that the CRLB derived for two targets is a more appropriate criterion in comparison with the single-target CRLB since the two-target CRLB takes into account both the mainlobe width and sidelobe level of the ambiguity function. In this paper, several algorithms for antenna and pulse selection based on convex and submodular optimization are proposed. Numerical experiments are provided to illustrate the developed theory.

eess.SP↗

arXiv2017

Near-Optimal Sparse Sensing for Gaussian Detection with Correlated Observations

Detection of a signal under noise is a classical signal processing problem. When monitoring spatial phenomena under a fixed budget, i.e., either physical, economical or computational constraints, the selection of a subset of available sensors, referred to as sparse sensing, that meets both the budget and performance requirements is highly desirable. Unfortunately, the subset selection problem for detection under dependent observations is combinatorial in nature and suboptimal subset selection algorithms must be employed. In this work, different from the widely used convex relaxation of the problem, we leverage submodularity, the diminishing returns property, to provide practical near optimal algorithms suitable for large-scale subset selection. This is achieved by means of low-complexity greedy algorithms, which incur a reduced computational complexity compared to their convex counterparts.

eess.SP↗