arXiv subjects

Mark Iwen

Publications and source records attributed to Mark Iwen.

30 records · Page 2Linked to original sources

arXiv2019

Sparse Harmonic Transforms II: Best $s$-Term Approximation Guarantees for Bounded Orthonormal Product Bases in Sublinear-Time

In this paper, we develop a sublinear-time compressive sensing algorithm for approximating functions of many variables which are compressible in a given Bounded Orthonormal Product Basis (BOPB). The resulting algorithm is shown to both have an associated best $s$-term recovery guarantee in the given BOPB, and also to work well numerically for solving sparse approximation problems involving functions contained in the span of fairly general sets of as many as $\sim10^{230}$ orthonormal basis functions. All code is made publicly available. As part of the proof of the main recovery guarantee new variants of the well known CoSaMP algorithm are proposed which can utilize any sufficiently accurate support identification procedure satisfying a {Support Identification Property (SIP)} in order to obtain strong sparse approximation guarantees. These new CoSaMP variants are then proven to have both runtime and recovery error behavior which are largely determined by the associated runtime and error behavior of the chosen support identification method. The main theoretical results of the paper are then shown by developing a sublinear-time support identification algorithm for general BOPB sets which is robust to arbitrary additive errors. Using this new support identification method to create a new CoSaMP variant then results in a new robust sublinear-time compressive sensing algorithm for BOPB-compressible functions of many variables.

math.NA↗

arXiv2019

Inverting Spectrogram Measurements via Aliased Wigner Distribution Deconvolution and Angular Synchronization

We propose a two-step approach for reconstructing a signal ${\bf x}\in\mathbb{C}^d$ from subsampled short-time Fourier transform magnitude (spectogram) measurements: First, we use an aliased Wigner distribution deconvolution approach to solve for a portion of the rank-one matrix ${\bf \widehat{\bf x}}{\bf \widehat{\bf x}}^{*}.$ Second, we use angular syncrhonization to solve for ${\bf \widehat{\bf x}}$ (and then for ${\bf x}$ by Fourier inversion). Using this method, we produce two new efficient phase retrieval algorithms that perform well numerically in comparison to standard approaches and also prove two theorems, one which guarantees the recovery of discrete, bandlimited signals ${\bf x}\in\mathbb{C}^{d}$ from fewer than $d$ STFT magnitude measurements and another which establishes a new class of deterministic coded diffraction pattern measurements which are guaranteed to allow efficient and noise robust recovery.

math.NA↗

arXiv2019

New Algorithms and Improved Guarantees for One-Bit Compressed Sensing on Manifolds

We study the problem of approximately recovering signals on a manifold from one-bit linear measurements drawn from either a Gaussian ensemble, partial circulant ensemble, or bounded orthonormal ensemble and quantized using Sigma-Delta or distributed noise shaping schemes. We assume we are given a Geometric Multi-Resolution Analysis, which approximates the manifold, and we propose a convex optimization algorithm for signal recovery. We prove an upper bound on the recovery error which outperforms prior works that use memoryless scalar quantization, requires a simpler analysis, and extends the class of measurements beyond Gaussians. Finally, we illustrate our results with numerical experiments.

cs.IT↗

arXiv2019

A direct solver for the phase retrieval problem in ptychographic imaging

Measurements achieved with ptychographic imaging are a special case of diffraction measurements. They are generated by illuminating small parts of a sample with, e.g., a focused X-ray beam. By shifting the sample, a set of far-field diffraction patterns of the whole sample are then obtained. From a mathematical point of view those measurements are the squared modulus of the windowed Fourier transform of the sample. Thus, we have a phase retrieval problem for local Fourier measurements. A direct solver for this problem was introduced by Iwen, Viswanathan and Wang in 2016 and improved by Iwen, Preskitt, Saab and Viswanathan in 2018. Motivated by the applied perspective of ptychographic imaging, we present a generalization of this method and compare the different versions in numerical experiments. The new method proposed herein turns out to be more stable, particularly in the case of missing data.

math.NA↗

arXiv2017

Recovery of Compactly Supported Functions from Spectrogram Measurements via Lifting

A novel phase retrieval method, motivated by ptychographic imaging, is proposed for the approximate recovery of a compactly supported specimen function $f:\mathbb{R}\rightarrow\mathbb{C}$ from its continuous short time Fourier transform (STFT) spectrogram measurements. The method, partially inspired by the well known PhaseLift algorithm, is based on a lifted formulation of the infinite dimensional problem which is then later truncated for the sake of computation. Numerical experiments demonstrate the promise of the proposed approach.

math.NA↗

arXiv2016

Technical Report: Improved Fourier Reconstruction using Jump Information with Applications to MRI

Certain applications such as Magnetic Resonance Imaging (MRI) require the reconstruction of functions from Fourier spectral data. When the underlying functions are piecewise-smooth, standard Fourier approximation methods suffer from the Gibbs phenomenon - with associated oscillatory artifacts in the vicinity of edges and an overall reduced order of convergence in the approximation. This paper proposes an edge-augmented Fourier reconstruction procedure which uses only the first few Fourier coefficients of an underlying piecewise-smooth function to accurately estimate jump information and then incorporate it into a Fourier partial sum approximation. We provide both theoretical and empirical results showing the improved accuracy of the proposed method, as well as comparisons demonstrating superior performance over existing state-of-the-art sparse optimization-based methods. Extensions of the proposed techniques to functions of several variables are also addressed preliminarily. All code used to generate the results in this report are made publicly available.

math.NA↗

arXiv2016

Fast Phase Retrieval from Local Correlation Measurements

We develop a fast phase retrieval method which can utilize a large class of local phaseless correlation-based measurements in order to recover a given signal ${\bf x} \in \mathbb{C}^d$ (up to an unknown global phase) in near-linear $\mathcal{O} \left( d \log^4 d \right)$-time. Accompanying theoretical analysis proves that the proposed algorithm is guaranteed to deterministically recover all signals ${\bf x}$ satisfying a natural flatness (i.e., non-sparsity) condition for a particular choice of deterministic correlation-based measurements. A randomized version of these same measurements is then shown to provide nonuniform probabilistic recovery guarantees for arbitrary signals ${\bf x} \in \mathbb{C}^d$. Numerical experiments demonstrate the method's speed, accuracy, and robustness in practice -- all code is made publicly available. Finally, we conclude by developing an extension of the proposed method to the sparse phase retrieval problem; specifically, we demonstrate a sublinear-time compressive phase retrieval algorithm which is guaranteed to recover a given $s$-sparse vector ${\bf x} \in \mathbb{C}^d$ with high probability in just $\mathcal{O}(s \log^5 s \cdot \log d)$-time using only $\mathcal{O}(s \log^4 s \cdot \log d)$ magnitude measurements. In doing so we demonstrate the existence of compressive phase retrieval algorithms with near-optimal linear-in-sparsity runtime complexities.

math.NA↗

arXiv2016

Rapidly Computing Sparse Legendre Expansions via Sparse Fourier Transforms

In this paper we propose a general strategy for rapidly computing sparse Legendre expansions. The resulting methods yield a new class of fast algorithms capable of approximating a given function $f:[-1,1] \rightarrow \mathbb{R}$ with a near-optimal linear combination of $s$ Legendre polynomials of degree $\leq N$ in just $(s \log N)^{\mathcal{O}(1)}$-time. When $s \ll N$ these algorithms exhibit sublinear runtime complexities in $N$, as opposed to traditional $Ω(N \log N)$-time methods for computing all of the first $N$ Legendre coefficients of $f$. Theoretical as well as numerical results demonstrate the promise of the proposed approach.

math.NA↗

arXiv2015

Robust Sparse Phase Retrieval Made Easy

In this short note we propose a simple two-stage sparse phase retrieval strategy that uses a near-optimal number of measurements, and is both computationally efficient and robust to measurement noise. In addition, the proposed strategy is fairly general, allowing for a large number of new measurement constructions and recovery algorithms to be designed with minimal effort.

math.NA↗

arXiv2013

Fast Subspace Approximation via Greedy Least-Squares

In this note, we develop fast and deterministic dimensionality reduction techniques for a family of subspace approximation problems. Let $P\subset \mathbbm{R}^N$ be a given set of $M$ points. The techniques developed herein find an $O(n \log M)$-dimensional subspace that is guaranteed to always contain a near-best fit $n$-dimensional hyperplane $\mathcal{H}$ for $P$ with respect to the cumulative projection error $(\sum_{{\bf x} \in P} \| {\bf x} - Π_\mathcal{H} {\bf x} \|^p_2)^{1/p}$, for any chosen $p > 2$. The deterministic algorithm runs in $\tilde{O} (MN^2)$-time, and can be randomized to run in only $\tilde{O} (MNn)$-time while maintaining its error guarantees with high probability. In the case $p = \infty$ the dimensionality reduction techniques can be combined with efficient algorithms for computing the John ellipsoid of a data set in order to produce an $n$-dimensional subspace whose maximum $\ell_2$-distance to any point in the convex hull of $P$ is minimized. The resulting algorithm remains $\tilde{O} (MNn)$-time. In addition, the dimensionality reduction techniques developed herein can also be combined with other existing subspace approximation algorithms for $2 < p \leq \infty$ - including more accurate algorithms based on convex programming relaxations - in order to reduce their runtimes.

cs.CG↗

arXiv2013

Near-Optimal Encoding for Sigma-Delta Quantization of Finite Frame Expansions

In this paper we investigate encoding the bit-stream resulting from coarse Sigma-Delta quantization of finite frame expansions (i.e., overdetermined representations) of vectors. We show that for a wide range of finite-frames, including random frames and piecewise smooth frames, there exists a simple encoding algorithm ---acting only on the Sigma-Delta bit stream--- and an associated decoding algorithm that together yield an approximation error which decays exponentially in the number of bits used. The encoding strategy consists of applying a discrete random operator to the Sigma-Delta bit stream and assigning a binary codeword to the result. The reconstruction procedure is essentially linear and equivalent to solving a least squares minimization problem.

cs.IT↗

arXiv2012

A symbol-based algorithm for decoding bar codes

We investigate the problem of decoding a bar code from a signal measured with a hand-held laser-based scanner. Rather than formulating the inverse problem as one of binary image reconstruction, we instead incorporate the symbology of the bar code into the reconstruction algorithm directly, and search for a sparse representation of the UPC bar code with respect to this known dictionary. Our approach significantly reduces the degrees of freedom in the problem, allowing for accurate reconstruction that is robust to noise and unknown parameters in the scanning device. We propose a greedy reconstruction algorithm and provide robust reconstruction guarantees. Numerical examples illustrate the insensitivity of our symbology-based reconstruction to both imprecise model parameters and noise on the scanned measurements.

math.NA↗