arXiv subjects

Yuxin Chen

Publications and source records attributed to Yuxin Chen.

304 records · Page 17Linked to original sources

arXiv2015

Spectral MLE: Top-$K$ Rank Aggregation from Pairwise Comparisons

This paper explores the preference-based top-$K$ rank aggregation problem. Suppose that a collection of items is repeatedly compared in pairs, and one wishes to recover a consistent ordering that emphasizes the top-$K$ ranked items, based on partially revealed preferences. We focus on the Bradley-Terry-Luce (BTL) model that postulates a set of latent preference scores underlying all items, where the odds of paired comparisons depend only on the relative scores of the items involved. We characterize the minimax limits on identifiability of top-$K$ ranked items, in the presence of random and non-adaptive sampling. Our results highlight a separation measure that quantifies the gap of preference scores between the $K^{\text{th}}$ and $(K+1)^{\text{th}}$ ranked items. The minimum sample complexity required for reliable top-$K$ ranking scales inversely with the separation measure irrespective of other preference distribution metrics. To approach this minimax limit, we propose a nearly linear-time ranking scheme, called \emph{Spectral MLE}, that returns the indices of the top-$K$ items in accordance to a careful score estimate. In a nutshell, Spectral MLE starts with an initial score estimate with minimal squared loss (obtained via a spectral method), and then successively refines each component with the assistance of coordinate-wise MLEs. Encouragingly, Spectral MLE allows perfect top-$K$ item identification under minimal sample complexity. The practical applicability of Spectral MLE is further corroborated by numerical experiments.

cs.LG↗

arXiv2015

Exact and Stable Covariance Estimation from Quadratic Sampling via Convex Programming

Statistical inference and information processing of high-dimensional data often require efficient and accurate estimation of their second-order statistics. With rapidly changing data, limited processing power and storage at the acquisition devices, it is desirable to extract the covariance structure from a single pass over the data and a small number of stored measurements. In this paper, we explore a quadratic (or rank-one) measurement model which imposes minimal memory requirements and low computational complexity during the sampling process, and is shown to be optimal in preserving various low-dimensional covariance structures. Specifically, four popular structural assumptions of covariance matrices, namely low rank, Toeplitz low rank, sparsity, jointly rank-one and sparse structure, are investigated, while recovery is achieved via convex relaxation paradigms for the respective structure. The proposed quadratic sampling framework has a variety of potential applications including streaming data processing, high-frequency wireless communication, phase space tomography and phase retrieval in optics, and non-coherent subspace detection. Our method admits universally accurate covariance estimation in the absence of noise, as soon as the number of measurements exceeds the information theoretic limits. We also demonstrate the robustness of this approach against noise and imperfect structural assumptions. Our analysis is established upon a novel notion called the mixed-norm restricted isometry property (RIP-$\ell_{2}/\ell_{1}$), as well as the conventional RIP-$\ell_{2}/\ell_{2}$ for near-isotropic and bounded measurements. In addition, our results improve upon the best-known phase retrieval (including both dense and sparse signals) guarantees using PhaseLift with a significantly simpler approach.

cs.IT↗

arXiv2014

Backing off from Infinity: Performance Bounds via Concentration of Spectral Measure for Random MIMO Channels

The performance analysis of random vector channels, particularly multiple-input-multiple-output (MIMO) channels, has largely been established in the asymptotic regime of large channel dimensions, due to the analytical intractability of characterizing the exact distribution of the objective performance metrics. This paper exposes a new non-asymptotic framework that allows the characterization of many canonical MIMO system performance metrics to within a narrow interval under moderate-to-large channel dimensionality, provided that these metrics can be expressed as a separable function of the singular values of the matrix. The effectiveness of our framework is illustrated through two canonical examples. Specifically, we characterize the mutual information and power offset of random MIMO channels, as well as the minimum mean squared estimation error of MIMO channel inputs from the channel outputs. Our results lead to simple, informative, and reasonably accurate control of various performance metrics in the finite-dimensional regime, as corroborated by the numerical simulations. Our analysis framework is established via the concentration of spectral measure phenomenon for random matrices uncovered by Guionnet and Zeitouni, which arises in a variety of random matrix ensembles irrespective of the precise distributions of the matrix entries.

cs.IT↗

arXiv2014

Robust Spectral Compressed Sensing via Structured Matrix Completion

The paper explores the problem of \emph{spectral compressed sensing}, which aims to recover a spectrally sparse signal from a small random subset of its $n$ time domain samples. The signal of interest is assumed to be a superposition of $r$ multi-dimensional complex sinusoids, while the underlying frequencies can assume any \emph{continuous} values in the normalized frequency domain. Conventional compressed sensing paradigms suffer from the basis mismatch issue when imposing a discrete dictionary on the Fourier representation. To address this issue, we develop a novel algorithm, called \emph{Enhanced Matrix Completion (EMaC)}, based on structured matrix completion that does not require prior knowledge of the model order. The algorithm starts by arranging the data into a low-rank enhanced form exhibiting multi-fold Hankel structure, and then attempts recovery via nuclear norm minimization. Under mild incoherence conditions, EMaC allows perfect recovery as soon as the number of samples exceeds the order of $r\log^{4}n$, and is stable against bounded noise. Even if a constant portion of samples are corrupted with arbitrary magnitude, EMaC still allows exact recovery, provided that the sample complexity exceeds the order of $r^{2}\log^{3}n$. Along the way, our results demonstrate the power of convex relaxation in completing a low-rank multi-fold Hankel or Toeplitz matrix from minimal observed entries. The performance of our algorithm and its applicability to super resolution are further validated by numerical experiments.

cs.IT↗

arXiv2014

Scalable Semidefinite Relaxation for Maximum A Posterior Estimation

Maximum a posteriori (MAP) inference over discrete Markov random fields is a fundamental task spanning a wide spectrum of real-world applications, which is known to be NP-hard for general graphs. In this paper, we propose a novel semidefinite relaxation formulation (referred to as SDR) to estimate the MAP assignment. Algorithmically, we develop an accelerated variant of the alternating direction method of multipliers (referred to as SDPAD-LR) that can effectively exploit the special structure of the new relaxation. Encouragingly, the proposed procedure allows solving SDR for large-scale problems, e.g., problems on a grid graph comprising hundreds of thousands of variables with multiple states per node. Compared with prior SDP solvers, SDPAD-LR is capable of attaining comparable accuracy while exhibiting remarkably improved scalability, in contrast to the commonly held belief that semidefinite relaxation can only been applied on small-scale MRF problems. We have evaluated the performance of SDR on various benchmark datasets including OPENGM2 and PIC in terms of both the quality of the solutions and computation time. Experimental results demonstrate that for a broad class of problems, SDPAD-LR outperforms state-of-the-art algorithms in producing better MAP assignment in an efficient manner.

cs.LG↗

arXiv2014

Channel Capacity under Sub-Nyquist Nonuniform Sampling

This paper investigates the effect of sub-Nyquist sampling upon the capacity of an analog channel. The channel is assumed to be a linear time-invariant Gaussian channel, where perfect channel knowledge is available at both the transmitter and the receiver. We consider a general class of right-invertible time-preserving sampling methods which include irregular nonuniform sampling, and characterize in closed form the channel capacity achievable by this class of sampling methods, under a sampling rate and power constraint. Our results indicate that the optimal sampling structures extract out the set of frequencies that exhibits the highest signal-to-noise ratio among all spectral sets of measure equal to the sampling rate. This can be attained through filterbank sampling with uniform sampling at each branch with possibly different rates, or through a single branch of modulation and filtering followed by uniform sampling. These results reveal that for a large class of channels, employing irregular nonuniform sampling sets, while typically complicated to realize, does not provide capacity gain over uniform sampling sets with appropriate preprocessing. Our findings demonstrate that aliasing or scrambling of spectral components does not provide capacity gain, which is in contrast to the benefits obtained from random mixing in spectrum-blind compressive sampling schemes.

cs.IT↗

arXiv2014

A minimal model of predator-swarm interactions

We propose a minimal model of predator-swarm interactions which captures many of the essential dynamics observed in nature. Different outcomes are observed depending on the predator strength. For a "weak" predator, the swarm is able to escape the predator completely. As the strength is increased, the predator is able to catch up with the swarm as a whole, but the individual prey are able to escape by "confusing" the predator: the prey forms a ring with the predator at the center. For higher predator strength, complex chasing dynamics are observed which can become chaotic. For even higher strength, the predator is able to successfully capture the prey. Our model is simple enough to be amenable to a full mathematical analysis which is used to predict the shape of the swarm as well as the resulting predator-prey dynamics as a function of model parameters. We show that as the predator strength is increased, there is a transition (due to a Hopf bifurcation) from confusion state to chasing dynamics, and we compute the threshold analytically. Our analysis indicates that the swarming behaviour is not helpful in avoiding the predator, suggesting that there are other reasons why the species may swarm. The complex shape of the swarm in our model during the chasing dynamics is similar to the shape of a flock of sheep avoiding a shepherd.

nlin.AO↗

arXiv2014

An Algorithm for Exact Super-resolution and Phase Retrieval

We explore a fundamental problem of super-resolving a signal of interest from a few measurements of its low-pass magnitudes. We propose a 2-stage tractable algorithm that, in the absence of noise, admits perfect super-resolution of an $r$-sparse signal from $2r^2-2r+2$ low-pass magnitude measurements. The spike locations of the signal can assume any value over a continuous disk, without increasing the required sample size. The proposed algorithm first employs a conventional super-resolution algorithm (e.g. the matrix pencil approach) to recover unlabeled sets of signal correlation coefficients, and then applies a simple sorting algorithm to disentangle and retrieve the true parameters in a deterministic manner. Our approach can be adapted to multi-dimensional spike models and random Fourier sampling by replacing its first step with other harmonic retrieval algorithms.

cs.IT↗

arXiv2014

Near Optimal Bayesian Active Learning for Decision Making

How should we gather information to make effective decisions? We address Bayesian active learning and experimental design problems, where we sequentially select tests to reduce uncertainty about a set of hypotheses. Instead of minimizing uncertainty per se, we consider a set of overlapping decision regions of these hypotheses. Our goal is to drive uncertainty into a single decision region as quickly as possible. We identify necessary and sufficient conditions for correctly identifying a decision region that contains all hypotheses consistent with observations. We develop a novel Hyperedge Cutting (HEC) algorithm for this problem, and prove that is competitive with the intractable optimal policy. Our efficient implementation of the algorithm relies on computing subsets of the complete homogeneous symmetric polynomials. Finally, we demonstrate its effectiveness on two practical applications: approximate comparison-based learning and active localization using a robot manipulator.

cs.LG↗

arXiv2014

Near-Optimal Joint Object Matching via Convex Relaxation

Joint matching over a collection of objects aims at aggregating information from a large collection of similar instances (e.g. images, graphs, shapes) to improve maps between pairs of them. Given multiple matches computed between a few object pairs in isolation, the goal is to recover an entire collection of maps that are (1) globally consistent, and (2) close to the provided maps --- and under certain conditions provably the ground-truth maps. Despite recent advances on this problem, the best-known recovery guarantees are limited to a small constant barrier --- none of the existing methods find theoretical support when more than $50\%$ of input correspondences are corrupted. Moreover, prior approaches focus mostly on fully similar objects, while it is practically more demanding to match instances that are only partially similar to each other. In this paper, we develop an algorithm to jointly match multiple objects that exhibit only partial similarities, given a few pairwise matches that are densely corrupted. Specifically, we propose to recover the ground-truth maps via a parameter-free convex program called MatchLift, following a spectral method that pre-estimates the total number of distinct elements to be matched. Encouragingly, MatchLift exhibits near-optimal error-correction ability, i.e. in the asymptotic regime it is guaranteed to work even when a dominant fraction $1-Θ\left(\frac{\log^{2}n}{\sqrt{n}}\right)$ of the input maps behave like random outliers. Furthermore, MatchLift succeeds with minimal input complexity, namely, perfect matching can be achieved as soon as the provided maps form a connected map graph. We evaluate the proposed algorithm on various benchmark data sets including synthetic examples and real-world examples, all of which confirm the practical applicability of MatchLift.

cs.LG↗

arXiv2014

Collective behaviour of large number of vortices in the plane

We investigate the dynamics of $N$ point vortices in the plane, in the limit of large $N$. We consider {\em relative equilibria}, which are rigidly rotating lattice-like configurations of vortices. These configurations were observed in several recent experiments [Durkin and Fajans, Phys. Fluids (2000) 12, 289-293; Grzybowski {\em et.al} PRE (2001)64, 011603]. We show that these solutions and their stability are fully characterized via a related {\em aggregation model} which was recently investigated in the context of biological swarms [Fetecau {\em et.al.}, Nonlinearity (2011) 2681; Bertozzi {\em et.al.}, M3AS (2011)]. By utilizing this connection, we give explicit analytic formulae for many of the configurations that have been observed experimentally. These include configurations of vortices of equal strength; the $N+1$ configurations of $N$ vortices of equal strength and one vortex of much higher strength; and more generally, $N+K$ configurations. We also give examples of configurations that have not been studied experimentally, including $N+2$ configurations where $N$ vortices aggregate inside an ellipse. Finally, we introduce an artificial ``damping'' to the vortex dynamics, in an attempt to explain the phenomenon of crystalization that is often observed in real experiments. The diffusion breaks the conservative structure of vortex dynamics so that any initial conditions converge to the lattice-like relative equilibrium.

cond-mat.quant-gas↗

arXiv2013

Spectral Compressed Sensing via Structured Matrix Completion

The paper studies the problem of recovering a spectrally sparse object from a small number of time domain samples. Specifically, the object of interest with ambient dimension $n$ is assumed to be a mixture of $r$ complex multi-dimensional sinusoids, while the underlying frequencies can assume any value in the unit disk. Conventional compressed sensing paradigms suffer from the {\em basis mismatch} issue when imposing a discrete dictionary on the Fourier representation. To address this problem, we develop a novel nonparametric algorithm, called enhanced matrix completion (EMaC), based on structured matrix completion. The algorithm starts by arranging the data into a low-rank enhanced form with multi-fold Hankel structure, then attempts recovery via nuclear norm minimization. Under mild incoherence conditions, EMaC allows perfect recovery as soon as the number of samples exceeds the order of $\mathcal{O}(r\log^{2} n)$. We also show that, in many instances, accurate completion of a low-rank multi-fold Hankel matrix is possible when the number of observed entries is proportional to the information theoretical limits (except for a logarithmic gap). The robustness of EMaC against bounded noise and its applicability to super resolution are further demonstrated by numerical experiments.

cs.IT↗

arXiv2013

Shannon Meets Nyquist: Capacity of Sampled Gaussian Channels

We explore two fundamental questions at the intersection of sampling theory and information theory: how channel capacity is affected by sampling below the channel's Nyquist rate, and what sub-Nyquist sampling strategy should be employed to maximize capacity. In particular, we derive the capacity of sampled analog channels for three prevalent sampling strategies: sampling with filtering, sampling with filter banks, and sampling with modulation and filter banks. These sampling mechanisms subsume most nonuniform sampling techniques applied in practice. Our analyses illuminate interesting connections between under-sampled channels and multiple-input multiple-output channels. The optimal sampling structures are shown to extract out the frequencies with the highest SNR from each aliased frequency set, while suppressing aliasing and out-of-band noise. We also highlight connections between undersampled channel capacity and minimum mean-squared error (MSE) estimation from sampled data. In particular, we show that the filters maximizing capacity and the ones minimizing MSE are equivalent under both filtering and filter-bank sampling strategies. These results demonstrate the effect upon channel capacity of sub-Nyquist sampling techniques, and characterize the tradeoff between information rate and sampling rate.

cs.IT↗

arXiv2013

On the Role of Mobility for Multi-message Gossip

We consider information dissemination in a large $n$-user wireless network in which $k$ users wish to share a unique message with all other users. Each of the $n$ users only has knowledge of its own contents and state information; this corresponds to a one-sided push-only scenario. The goal is to disseminate all messages efficiently, hopefully achieving an order-optimal spreading rate over unicast wireless random networks. First, we show that a random-push strategy -- where a user sends its own or a received packet at random -- is order-wise suboptimal in a random geometric graph: specifically, $Ω(\sqrt{n})$ times slower than optimal spreading. It is known that this gap can be closed if each user has "full" mobility, since this effectively creates a complete graph. We instead consider velocity-constrained mobility where at each time slot the user moves locally using a discrete random walk with velocity $v(n)$ that is much lower than full mobility. We propose a simple two-stage dissemination strategy that alternates between individual message flooding ("self promotion") and random gossiping. We prove that this scheme achieves a close to optimal spreading rate (within only a logarithmic gap) as long as the velocity is at least $v(n)=ω(\sqrt{\log n/k})$. The key insight is that the mixing property introduced by the partial mobility helps users to spread in space within a relatively short period compared to the optimal spreading time, which macroscopically mimics message dissemination over a complete graph.

cs.SI↗

arXiv2012

Channel Capacity under General Nonuniform Sampling

This paper develops the fundamental capacity limits of a sampled analog channel under a sub-Nyquist sampling rate constraint. In particular, we derive the capacity of sampled analog channels over a general class of time-preserving sampling methods including irregular nonuniform sampling. Our results indicate that the optimal sampling structures extract out the set of frequencies that exhibits the highest SNR among all spectral sets of support size equal to the sampling rate. The capacity under sub-Nyquist sampling can be attained through filter-bank sampling, or through a single branch of modulation and filtering followed by uniform sampling. The capacity under sub-Nyquist sampling is a monotone function of the sampling rate. These results indicate that the optimal sampling schemes suppress aliasing, and that employing irregular nonuniform sampling does not provide capacity gain over uniform sampling sets with appropriate preprocessing for a large class of channels.

cs.IT↗

arXiv2011

An Upper Bound on Multi-hop Transmission Capacity with Dynamic Routing Selection

This paper develops upper bounds on the end-to-end transmission capacity of multi-hop wireless networks. Potential source-destination paths are dynamically selected from a pool of randomly located relays, from which a closed-form lower bound on the outage probability is derived in terms of the expected number of potential paths. This is in turn used to provide an upper bound on the number of successful transmissions that can occur per unit area, which is known as the transmission capacity. The upper bound results from assuming independence among the potential paths, and can be viewed as the maximum diversity case. A useful aspect of the upper bound is its simple form for an arbitrary-sized network, which allows insights into how the number of hops and other network parameters affect spatial throughput in the non-asymptotic regime. The outage probability analysis is then extended to account for retransmissions with a maximum number of allowed attempts. In contrast to prevailing wisdom, we show that predetermined routing (such as nearest-neighbor) is suboptimal, since more hops are not useful once the network is interference-limited. Our results also make clear that randomness in the location of relay sets and dynamically varying channel states is helpful in obtaining higher aggregate throughput, and that dynamic route selection should be used to exploit path diversity.

cs.IT↗