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Qiyu Sun

Publications and source records attributed to Qiyu Sun.

87 records · Page 5Linked to original sources

A unified formulation of Gaussian vs. sparse stochastic processes - Part I: Continuous-domain theory

We introduce a general distributional framework that results in a unifying description and characterization of a rich variety of continuous-time stochastic processes. The cornerstone of our approach is an innovation model that is driven by some generalized white noise process, which may be Gaussian or not (e.g., Laplace, impulsive Poisson or alpha stable). This allows for a conceptual decoupling between the correlation properties of the process, which are imposed by the whitening operator L, and its sparsity pattern which is determined by the type of noise excitation. The latter is fully specified by a Levy measure. We show that the range of admissible innovation behavior varies between the purely Gaussian and super-sparse extremes. We prove that the corresponding generalized stochastic processes are well-defined mathematically provided that the (adjoint) inverse of the whitening operator satisfies some Lp bound for p>=1. We present a novel operator-based method that yields an explicit characterization of all Levy-driven processes that are solutions of constant-coefficient stochastic differential equations. When the underlying system is stable, we recover the family of stationary CARMA processes, including the Gaussian ones. The approach remains valid when the system is unstable and leads to the identification of potentially useful generalizations of the Levy processes, which are sparse and non-stationary. Finally, we show how we can apply finite difference operators to obtain a stationary characterization of these processes that is maximally decoupled and stable, irrespective of the location of the poles in the complex plane.

cs.IT↗

Divergence of mock and scrambled Fourier series

We study divergence properties of Fourier series on Cantor-type fractal measures, also called mock Fourier series. We show that in some cases the $L^1$-norm of the corresponding Dirichlet kernel grows exponentially fast, and therefore the Fourier series are not even pointwise convergent. We apply these results to the Lebesgue measure to show that a certain rearrangement of the exponential functions, which we call scrambled Fourier series, have a corresponding Dirichlet kernel whose $L^1$-norm grows exponentially fast, which is much worse than the known logarithmic bound. The divergence properties are related to the Mahler measure of certain polynomials and to spectral properties of Ruelle operators.

math.FA↗

Sparse approximation property and stable recovery of sparse signals from noisy measurements

In this paper, we introduce a sparse approximation property of order $s$ for a measurement matrix ${\bf A}$: $$\|{\bf x}_s\|_2\le D \|{\bf A}{\bf x}\|_2+ β\frac{σ_s({\bf x})}{\sqrt{s}} \quad {\rm for\ all} \ {\bf x},$$ where ${\bf x}_s$ is the best $s$-sparse approximation of the vector ${\bf x}$ in $\ell^2$, $σ_s({\bf x})$ is the $s$-sparse approximation error of the vector ${\bf x}$ in $\ell^1$, and $D$ and $β$ are positive constants. The sparse approximation property for a measurement matrix can be thought of as a weaker version of its restricted isometry property and a stronger version of its null space property. In this paper, we show that the sparse approximation property is an appropriate condition on a measurement matrix to consider stable recovery of any compressible signal from its noisy measurements. In particular, we show that any compressible signalcan be stably recovered from its noisy measurements via solving an $\ell^1$-minimization problem if the measurement matrix has the sparse approximation property with $β\in (0,1)$, and conversely the measurement matrix has the sparse approximation property with $β\in (0,\infty)$ if any compressible signal can be stably recovered from its noisy measurements via solving an $\ell^1$-minimization problem.

cs.IT↗

Stability of Localized Integral Operators on Weighted $L^p$ spaces

In this paper, we consider localized integral operators whose kernels have mild singularity near the diagonal and certain Holder regularity and decay off the diagonal. Our model example is the Bessel potential operator ${\mathcal J}_γ, γ>0$. We show that if such a localized integral operator has stability on a weighted function space $L^p_w$ for some $p\in [1, \infty)$ and Muckenhoupt $A_p$-weight $w$, then it has stability on weighted function spaces $L^{p'}_{w'}$ for all $1\le p'<\infty$ and Muckenhoupt $A_{p'}$-weights $w'$.

math.FA↗

Left-Inverses of Fractional Laplacian and Sparse Stochastic Processes

The fractional Laplacian $(-\triangle)^{γ/2}$ commutes with the primary coordination transformations in the Euclidean space $\RR^d$: dilation, translation and rotation, and has tight link to splines, fractals and stable Levy processes. For $0<γ<d$, its inverse is the classical Riesz potential $I_γ$ which is dilation-invariant and translation-invariant. In this work, we investigate the functional properties (continuity, decay and invertibility) of an extended class of differential operators that share those invariance properties. In particular, we extend the definition of the classical Riesz potential $I_γ$ to any non-integer number $γ$ larger than $d$ and show that it is the unique left-inverse of the fractional Laplacian $(-\triangle)^{γ/2}$ which is dilation-invariant and translation-invariant. We observe that, for any $1\le p\le \infty$ and $γ\ge d(1-1/p)$, there exists a Schwartz function $f$ such that $I_γf$ is not $p$-integrable. We then introduce the new unique left-inverse $I_{γ, p}$ of the fractional Laplacian $(-\triangle)^{γ/2}$ with the property that $I_{γ, p}$ is dilation-invariant (but not translation-invariant) and that $I_{γ, p}f$ is $p$-integrable for any Schwartz function $f$. We finally apply that linear operator $I_{γ, p}$ with $p=1$ to solve the stochastic partial differential equation $(-\triangle)^{γ/2} Φ=w$ with white Poisson noise as its driving term $w$.

cs.IT↗

Uncertainty Principles and Balian-Low type Theorems in Principal Shift-Invariant Spaces

In this paper, we consider the time-frequency localization of the generator of a principal shift-invariant space on the real line which has additional shift-invariance. We prove that if a principal shift-invariant space on the real line is translation-invariant then any of its orthonormal (or Riesz) generators is non-integrable. However, for any $n\ge2$, there exist principal shift-invariant spaces on the real line that are also $\nZ$-invariant with an integrable orthonormal (or a Riesz) generator $ϕ$, but $ϕ$ satisfies $\int_{\mathbb R} |ϕ(x)|^2 |x|^{1+ε} dx=\infty$ for any $ε>0$ and its Fourier transform $\hatϕ$ cannot decay as fast as $ (1+|ξ|)^{-r}$ for any $r>1/2$. Examples are constructed to demonstrate that the above decay properties for the orthormal generator in the time domain and in the frequency domain are optimal.

math.FA↗

On the Beurling dimension of exponential frames

We study Fourier frames of exponentials on fractal measures associated with a class of affine iterated function systems. We prove that, under a mild technical condition, the Beurling dimension of a Fourier frame coincides with the Hausdorff dimension of the fractal.

math.FA↗

Recovery of sparsest signals via $\ell^q$-minimization

In this paper, it is proved that every $s$-sparse vector ${\bf x}\in {\mathbb R}^n$ can be exactly recovered from the measurement vector ${\bf z}={\bf A} {\bf x}\in {\mathbb R}^m$ via some $\ell^q$-minimization with $0< q\le 1$, as soon as each $s$-sparse vector ${\bf x}\in {\mathbb R}^n$ is uniquely determined by the measurement ${\bf z}$.

cs.IT↗

Wiener's Lemma for Infinite Matrices II

In this paper, we introduce a class of infinite matrices related to the Beurling algebra of periodic functions, and we show that it is an inverse-closed subalgebra of ${\mathcal B}(\ell^q_w)$, the algebra of all bounded linear operators on the weight sequence space $\ell^q_w$, for any $1\le q<\infty$ and any discrete Muckenhoupt $A_q$-weight $w$.

math.FA↗

Sampling and Reconstruction of Signals in a Reproducing Kernel Subspace of $L^p({\Bbb R}^d)$

In this paper, we consider sampling and reconstruction of signals in a reproducing kernel subspace of $L^p(\Rd), 1\le p\le \infty$, associated with an idempotent integral operator whose kernel has certain off-diagonal decay and regularity. The space of $p$-integrable non-uniform splines and the shift-invariant spaces generated by finitely many localized functions are our model examples of such reproducing kernel subspaces of $L^p(\Rd)$. We show that a signal in such reproducing kernel subspaces can be reconstructed in a stable way from its samples taken on a relatively-separated set with sufficiently small gap. We also study the exponential convergence, consistency, and the asymptotic pointwise error estimate of the iterative approximation-projection algorithm and the iterative frame algorithm for reconstructing a signal in those reproducing kernel spaces from its samples with sufficiently small gap.

cs.IT↗

Stability Criterion for Convolution-Dominated Infinite Matrices

Let $\ell^p$ be the space of all $p$-summable sequences on $\mathbb{Z}$. An infinite matrix is said to have $\ell^p$-stability if it is bounded and has bounded inverse on $\ell^p$. In this paper, a practical criterion is established for the $\ell^p$-stability of convolution-dominated infinite matrices.

math.OA↗

Stability of Localized Operators

Let $\ell^p, 1\le p\le \infty$, be the space of all $p$-summable sequences and $C_a$ be the convolution operator associated with a summable sequence $a$. It is known that the $\ell^p$- stability of the convolution operator $C_a$ for different $1\le p\le \infty$ are equivalent to each other, i.e., if $C_a$ has $\ell^p$-stability for some $1\le p\le \infty$ then $C_a$ has $\ell^q$-stability for all $1\le q\le \infty$. In the study of spline approximation, wavelet analysis, time-frequency analysis, and sampling, there are many localized operators of non-convolution type whose stability is one of the basic assumptions. In this paper, we consider the stability of those localized operators including infinite matrices in the Sjöstrand class, synthesis operators with generating functions enveloped by shifts of a function in the Wiener amalgam space, and integral operators with kernels having certain regularity and decay at infinity. We show that the $\ell^p$- stability (or $L^p$-stability) of those three classes of localized operators are equivalent to each other, and we also prove that the left inverse of those localized operators are well localized.

math.FA↗

On the spectra of a Cantor measure

We analyze all orthonormal bases of exponentials on the Cantor set defined by Jorgensen and Pedersen in J. Anal. Math. 75,1998, pp 185-228. A complete characterization for all maximal sets of orthogonal exponentials is obtained by establishing a one-to-one correspondence with the spectral labelings of the infinite binary tree. With the help of this characterization we obtain a sufficient condition for a spectral labeling to generate a spectrum (an orthonormal basis). This result not only provides us an easy and efficient way to construct various of new spectra for the Cantor measure but also extends many previous results in the literature. In fact, most known examples of orthonormal bases of exponentials correspond to spectral labelings satisfying this sufficient condition. We also obtain two new conditions for a labeling tree to generate a spectrum when other digits (digits not necessarily in $\{0, 1, 2, 3\}$) are used in the base 4 expansion of integers and when bad branches are allowed in the spectral labeling. These new conditions yield new examples of spectra and in particular lead to a surprizing example which shows that a maximal set of orthogonal exponentials is not necessarily an orthonormal basis.

math.FA↗

Orthonormal dilations of Parseval wavelets

We prove that any Parseval wavelet frame is the projection of an orthonormal wavelet basis for a representation of the Baumslag-Solitar group $$BS(1,2)=< u,t | utu^{-1}=t^2>.$$ We give a precise description of this representation in some special cases, and show that for wavelet sets, it is related to symbolic dynamics. We show that the structure of the representation depends on the analysis of certain finite orbits for the associated symbolic dynamics. We give concrete examples of Parseval wavelets for which we compute the orthonormal dilations in detail; we show that there are examples of Parseval wavelet sets which have infinitely many non-isomorphic orthonormal dilations.

math.FA↗