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Sjoerd Dirksen

Publications and source records attributed to Sjoerd Dirksen.

At least 19 recordsLinked to original sources

Near-optimal estimates for the $\ell^p$-Lipschitz constants of deep random ReLU neural networks

This paper studies the $\ell^p$-Lipschitz constants of ReLU neural networks $Φ: \mathbb{R}^d \to \mathbb{R}$ with random parameters for $p \in [1,\infty]$. The distribution of the weights follows a variant of the He initialization. In the case of zero-bias networks, we derive high probability upper and lower bounds for wide networks that differ at most by a factor that is logarithmic in the network's depth. Remarkably, the behavior of the $\ell^p$-Lipschitz constant varies significantly between the regimes $ p \in [1,2) $ and $ p \in [2,\infty] $. For $p \in [2,\infty]$, the $\ell^p$-Lipschitz constant behaves similarly to $\Vert g\Vert_{p'}$, where $g \in \mathbb{R}^d$ is a $d$-dimensional standard Gaussian vector and $1/p + 1/p' = 1$. In contrast, for $p \in [1,2)$, the $\ell^p$-Lipschitz constant aligns more closely to $\Vert g \Vert_{2}$. We extend our analysis to networks with possibly non-zero biases drawn from arbitrary symmetric distributions. In this case, we obtain high probability upper and lower bounds that differ at most by a factor that is logarithmic in the network's width and linear in its depth.

stat.ML

Subspace and DOA estimation under coarse quantization

We study direction-of-arrival (DOA) estimation from coarsely quantized data. We focus on a two-step approach which first estimates the signal subspace via covariance estimation and then extracts DOA angles by the ESPRIT algorithm. In particular, we analyze two stochastic quantization schemes which use dithering: a one-bit quantizer combined with rectangular dither and a multi-bit quantizer with triangular dither. For each quantizer, we derive rigorous high probability bounds for the distances between the true and estimated signal subspaces and DOA angles. Using our analysis, we identify scenarios in which subspace and DOA estimation via triangular dithering qualitatively outperforms rectangular dithering. We verify in numerical simulations that our estimates are optimal in their dependence on the smallest non-zero eigenvalue of the target matrix. The resulting subspace estimation guarantees are equally applicable in the analysis of other spectral estimation algorithms and related problems.

cs.IT

A resolution of the Gaussian hyperplane tessellation conjecture on the sphere

We investigate how many hyperplanes with independent standard Gaussian directions one needs to produce a $δ$-uniform tessellation of a subset $S$ of the Euclidean sphere, meaning that for any pair of points in $S$ the fraction of hyperplanes separating them corresponds to their geodesic distance up to an additive error $δ$. It was conjectured that $δ^{-2}w_*(S)^2$ Gaussian random hyperplanes are necessary and sufficient for this purpose, where $w_*(S)$ is the Gaussian complexity of $S$. We falsify this conjecture by constructing a set $S$ where $δ^{-3}w_*(S)^2$ Gaussian hyperplanes are necessary and sufficient.

math.PR

Phasebook: A Survey of Selected Open Problems in Phase Retrieval

Phase retrieval is an inverse problem that, on one hand, is crucial in many applications across imaging and physics, and, on the other hand, leads to deep research questions in theoretical signal processing and applied harmonic analysis. This survey paper is an outcome of the recent workshop Phase Retrieval in Mathematics and Applications (PRiMA) (held on August 5--9 2024 at the Lorentz Center in Leiden, The Netherlands) that brought together experts working on theoretical and practical aspects of the phase retrieval problem with the purpose to formulate and explore essential open problems in the field.

cs.IT

Improving Statistical Postprocessing for Extreme Wind Speeds using Tuned Weighted Scoring Rules

Recent statistical postprocessing methods for wind speed forecasts have incorporated linear models and neural networks to produce more skillful probabilistic forecasts in the low-to-medium wind speed range. At the same time, these methods struggle in the high-to-extreme wind speed range. In this work, we aim to increase the performance in this range by training using a weighted version of the continuous ranked probability score (wCRPS). We develop an approach using shifted Gaussian cdf weight functions, whose parameters are tuned using a multi-objective hyperparameter tuning algorithm that balances performance on low and high wind speed ranges. We explore this approach for both linear models and convolutional neural network models combined with various parametric distributions, namely the truncated normal, log-normal, and generalized extreme value distributions, as well as adaptive mixtures. We apply these methods to forecasts from KNMI's deterministic Harmonie-Arome numerical weather prediction model to obtain probabilistic wind speed forecasts in the Netherlands for 48 hours ahead. For linear models we observe that even with a tuned weight function, training using the wCRPS produces a strong body-tail trade-off, where increased performance on extremes comes at the price of lower performance for the bulk of the distribution. For the best models using convolutional neural networks, we find that using a tuned weight function the performance on extremes can be increased without a significant deterioration in performance on the bulk. The best-performing weight function is shown to be model-specific. Finally, the choice of distribution has no significant impact on the performance of our models.

stat.AP

Spectral method for low-dose Poisson and Bernoulli phase retrieval

We consider the problem of phaseless reconstruction from measurements with Poisson or Bernoulli distributed noise. This is of particular interest in biological imaging experiments where a low dose of radiation has to be used to mitigate potential damage of the specimen, resulting in low observed particle counts. We derive recovery guarantees for the spectral method for these noise models in the case of Gaussian measurements. Our results give a quantitative insight in the trade-off between the employed radiation dose per measurement and the overall sampling complexity.

cs.IT

Memorization With Neural Nets: Going Beyond the Worst Case

In practice, deep neural networks are often able to easily interpolate their training data. To understand this phenomenon, many works have aimed to quantify the memorization capacity of a neural network architecture: the largest number of points such that the architecture can interpolate any placement of these points with any assignment of labels. For real-world data, however, one intuitively expects the presence of a benign structure so that interpolation already occurs at a smaller network size than suggested by memorization capacity. In this paper, we investigate interpolation by adopting an instance-specific viewpoint. We introduce a simple randomized algorithm that, given a fixed finite data set with two classes, with high probability constructs an interpolating three-layer neural network in polynomial time. The required number of parameters is linked to geometric properties of the two classes and their mutual arrangement. As a result, we obtain guarantees that are independent of the number of samples and hence move beyond worst-case memorization capacity bounds. We verify our theoretical result with numerical experiments and additionally investigate the effectiveness of the algorithm on MNIST and CIFAR-10.

stat.ML

Plug-in Channel Estimation with Dithered Quantized Signals in Spatially Non-Stationary Massive MIMO Systems

As the array dimension of massive MIMO systems increases to unprecedented levels, two problems occur. First, the spatial stationarity assumption along the antenna elements is no longer valid. Second, the large array size results in an unacceptably high power consumption if high-resolution analog-to-digital converters are used. To address these two challenges, we consider a Bussgang linear minimum mean square error (BLMMSE)-based channel estimator for large scale massive MIMO systems with one-bit quantizers and a spatially non-stationary channel. Whereas other works usually assume that the channel covariance is known at the base station, we consider a plug-in BLMMSE estimator that uses an estimate of the channel covariance and rigorously analyze the distortion produced by using an estimated, rather than the true, covariance. To cope with the spatial non-stationarity, we introduce dithering into the quantized signals and provide a theoretical error analysis. In addition, we propose an angular domain fitting procedure which is based on solving an instance of non-negative least squares. For the multi-user data transmission phase, we further propose a BLMMSE-based receiver to handle one-bit quantized data signals. Our numerical results show that the performance of the proposed BLMMSE channel estimator is very close to the oracle-aided scheme with ideal knowledge of the channel covariance matrix. The BLMMSE receiver outperforms the conventional maximum-ratio-combining and zero-forcing receivers in terms of the resulting ergodic sum rate.

cs.IT

Tuning-free one-bit covariance estimation using data-driven dithering

We consider covariance estimation of any subgaussian distribution from finitely many i.i.d. samples that are quantized to one bit of information per entry. Recent work has shown that a reliable estimator can be constructed if uniformly distributed dithers on $[-λ,λ]$ are used in the one-bit quantizer. This estimator enjoys near-minimax optimal, non-asymptotic error estimates in the operator and Frobenius norms if $λ$ is chosen proportional to the largest variance of the distribution. However, this quantity is not known a-priori, and in practice $λ$ needs to be carefully tuned to achieve good performance. In this work we resolve this problem by introducing a tuning-free variant of this estimator, which replaces $λ$ by a data-driven quantity. We prove that this estimator satisfies the same non-asymptotic error estimates - up to small (logarithmic) losses and a slightly worse probability estimate. We also show that by using refined data-driven dithers that vary per entry of each sample, one can construct an estimator satisfying the same estimation error bound as the sample covariance of the samples before quantization -- again up logarithmic losses. Our proofs rely on a new version of the Burkholder-Rosenthal inequalities for matrix martingales, which is expected to be of independent interest.

math.ST

The Separation Capacity of Random Neural Networks

Neural networks with random weights appear in a variety of machine learning applications, most prominently as the initialization of many deep learning algorithms and as a computationally cheap alternative to fully learned neural networks. In the present article, we enhance the theoretical understanding of random neural networks by addressing the following data separation problem: under what conditions can a random neural network make two classes $\mathcal{X}^-, \mathcal{X}^+ \subset \mathbb{R}^d$ (with positive distance) linearly separable? We show that a sufficiently large two-layer ReLU-network with standard Gaussian weights and uniformly distributed biases can solve this problem with high probability. Crucially, the number of required neurons is explicitly linked to geometric properties of the underlying sets $\mathcal{X}^-, \mathcal{X}^+$ and their mutual arrangement. This instance-specific viewpoint allows us to overcome the usual curse of dimensionality (exponential width of the layers) in non-pathological situations where the data carries low-complexity structure. We quantify the relevant structure of the data in terms of a novel notion of mutual complexity (based on a localized version of Gaussian mean width), which leads to sound and informative separation guarantees. We connect our result with related lines of work on approximation, memorization, and generalization.

cs.LG

Fast metric embedding into the Hamming cube

We consider the problem of embedding a subset of $\mathbb{R}^n$ into a low-dimensional Hamming cube in an almost isometric way. We construct a simple, data-oblivious, and computationally efficient map that achieves this task with high probability: we first apply a specific structured random matrix, which we call the double circulant matrix; using that matrix requires linear storage and matrix-vector multiplication can be performed in near-linear time. We then binarize each vector by comparing each of its entries to a random threshold, selected uniformly at random from a well-chosen interval. We estimate the number of bits required for this encoding scheme in terms of two natural geometric complexity parameters of the set - its Euclidean covering numbers and its localized Gaussian complexity. The estimate we derive turns out to be the best that one can hope for - up to logarithmic terms. The key to the proof is a phenomenon of independent interest: we show that the double circulant matrix mimics the behavior of a Gaussian matrix in two important ways. First, it maps an arbitrary set in $\mathbb{R}^n$ into a set of well-spread vectors. Second, it yields a fast near-isometric embedding of any finite subset of $\ell_2^n$ into $\ell_1^m$. This embedding achieves the same dimension reduction as a Gaussian matrix in near-linear time, under an optimal condition - up to logarithmic factors - on the number of points to be embedded. This improves a well-known construction due to Ailon and Chazelle.

math.PR

Covariance estimation under one-bit quantization

We consider the classical problem of estimating the covariance matrix of a subgaussian distribution from i.i.d. samples in the novel context of coarse quantization, i.e., instead of having full knowledge of the samples, they are quantized to one or two bits per entry. This problem occurs naturally in signal processing applications. We introduce new estimators in two different quantization scenarios and derive non-asymptotic estimation error bounds in terms of the operator norm. In the first scenario we consider a simple, scale-invariant one-bit quantizer and derive an estimation result for the correlation matrix of a centered Gaussian distribution. In the second scenario, we add random dithering to the quantizer. In this case we can accurately estimate the full covariance matrix of a general subgaussian distribution by collecting two bits per entry of each sample. In both scenarios, our bounds apply to masked covariance estimation. We demonstrate the near-optimality of our error bounds by deriving corresponding (minimax) lower bounds and using numerical simulations.

cs.IT

Binarized Johnson-Lindenstrauss embeddings

We consider the problem of encoding a set of vectors into a minimal number of bits while preserving information on their Euclidean geometry. We show that this task can be accomplished by applying a Johnson-Lindenstrauss embedding and subsequently binarizing each vector by comparing each entry of the vector to a uniformly random threshold. Using this simple construction we produce two encodings of a dataset such that one can query Euclidean information for a pair of points using a small number of bit operations up to a desired additive error - Euclidean distances in the first case and inner products and squared Euclidean distances in the second. In the latter case, each point is encoded in near-linear time. The number of bits required for these encodings is quantified in terms of two natural complexity parameters of the dataset - its covering numbers and localized Gaussian complexity - and shown to be near-optimal.

cs.IT

Sharp estimates on random hyperplane tessellations

We study the problem of generating a hyperplane tessellation of an arbitrary set $T$ in $\mathbb{R}^n$, ensuring that the Euclidean distance between any two points corresponds to the fraction of hyperplanes separating them up to a pre-specified error $δ$. We focus on random gaussian tessellations with uniformly distributed shifts and derive sharp bounds on the number of hyperplanes $m$ that are required. Surprisingly, our lower estimates falsify the conjecture that $m\sim \ell_*^2(T)/δ^2$, where $\ell_*^2(T)$ is the gaussian width of $T$, is optimal.

math.PR

New challenges in covariance estimation: multiple structures and coarse quantization

In this self-contained chapter, we revisit a fundamental problem of multivariate statistics: estimating covariance matrices from finitely many independent samples. Based on massive Multiple-Input Multiple-Output (MIMO) systems we illustrate the necessity of leveraging structure and considering quantization of samples when estimating covariance matrices in practice. We then provide a selective survey of theoretical advances of the last decade focusing on the estimation of structured covariance matrices. This review is spiced up by some yet unpublished insights on how to benefit from combined structural constraints. Finally, we summarize the findings of our recently published preprint "Covariance estimation under one-bit quantization" to show how guaranteed covariance estimation is possible even under coarse quantization of the samples.

math.ST

Statistical post-processing of wind speed forecasts using convolutional neural networks

Current statistical post-processing methods for probabilistic weather forecasting are not capable of using full spatial patterns from the numerical weather prediction (NWP) model. In this paper we incorporate spatial wind speed information by using convolutional neural networks (CNNs) and obtain probabilistic wind speed forecasts in the Netherlands for 48 hours ahead, based on KNMI's deterministic Harmonie-Arome NWP model. The probabilistic forecasts from the CNNs are shown to have higher Brier skill scores for medium to higher wind speeds, as well as a better continuous ranked probability score (CRPS) and logarithmic score, than the forecasts from fully connected neural networks and quantile regression forests. As a secondary result, we have compared the CNNs using 3 different density estimation methods (quantized softmax (QS), kernel mixture networks, and fitting a truncated normal distribution), and found the probabilistic forecasts based on the QS method to be best.

stat.ML

Sparse recovery in bounded Riesz systems with applications to numerical methods for PDEs

We study sparse recovery with structured random measurement matrices having independent, identically distributed, and uniformly bounded rows and with a nontrivial covariance structure. This class of matrices arises from random sampling of bounded Riesz systems and generalizes random partial Fourier matrices. Our main result improves the currently available results for the null space and restricted isometry properties of such random matrices. The main novelty of our analysis is a new upper bound for the expectation of the supremum of a Bernoulli process associated with a restricted isometry constant. We apply our result to prove new performance guarantees for the CORSING method, a recently introduced numerical approximation technique for partial differential equations (PDEs) based on compressive sensing.

cs.IT

Gelfand numbers related to structured sparsity and Besov space embeddings with small mixed smoothness

We consider the problem of determining the asymptotic order of the Gelfand numbers of mixed-(quasi-)norm embeddings $\ell^b_p(\ell^d_q) \hookrightarrow \ell^b_r(\ell^d_u)$ given that $p \leq r$ and $q \leq u$, with emphasis on cases with $p\leq 1$ and/or $q\leq 1$. These cases turn out to be related to structured sparsity. We obtain sharp bounds in a number of interesting parameter constellations. Our new matching bounds for the Gelfand numbers of the embeddings of $\ell_1^b(\ell_2^d)$ and $\ell_2^b(\ell_1^d)$ into $\ell_2^b(\ell_2^d)$ imply optimality assertions for the recovery of block-sparse and sparse-in-levels vectors, respectively. In addition, we apply the sharp estimates for $\ell^b_p(\ell^d_q)$-spaces to obtain new two-sided estimates for the Gelfand numbers of multivariate Besov space embeddings in regimes of small mixed smoothness. It turns out that in some particular cases these estimates show the same asymptotic behaviour as in the univariate situation. In the remaining cases they differ at most by a $\log\log$ factor from the univariate bound.

cs.IT