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Reconstructing continuous signals from a small number of discrete samples is a fundamental problem across science and engineering. In practice, we are often interested in signals with 'simple' Fourier structure, such as bandlimited,…

Data Structures and Algorithms · Computer Science 2018-12-24 Haim Avron , Michael Kapralov , Cameron Musco , Christopher Musco , Ameya Velingker , Amir Zandieh

Multimodal structures in the sampling density (e.g. two competing phases) can be a serious problem for traditional Markov Chain Monte Carlo (MCMC), because correct sampling of the different structures can only be guaranteed for infinite…

Data Analysis, Statistics and Probability · Physics 2009-11-11 M. Daghofer , M. Konegger , H. G. Evertz , W. von der Linden

This paper systematically discusses how the inherent properties of chaotic attractors influence the results of discovering causality from time series using convergent cross mapping, particularly how convergent cross mapping misleads…

Dynamical Systems · Mathematics 2025-05-09 Yiting Duan , Yi Guo , Jack Yang , Ming Yin

We present an analytical description of the distribution of diagonal lines in Recurrence Plots (RPs) for white noise and chaotic systems, and find that the latter one is linked to the correlation entropy. Further we identify two scaling…

Chaotic Dynamics · Physics 2007-05-23 M. Thiel , M. C. Romano , J. Kurths

We scrutinize the use of machine learning, based on reservoir computing, to build data-driven effective models of multiscale chaotic systems. We show that, for a wide scale separation, machine learning generates effective models akin to…

Adaptation and Self-Organizing Systems · Physics 2020-11-11 Francesco Borra , Angelo Vulpiani , Massimo Cencini

Sparse recovery aims to reconstruct an unknown spare or approximately sparse signal from significantly few noisy incoherent linear measurements. As a kind of computable incoherence measure of the measurement matrix, $q$-ratio constrained…

Information Theory · Computer Science 2018-06-01 Zhiyong Zhou , Jun Yu

This article extends the concept of compressed sensing to signals that are not sparse in an orthonormal basis but rather in a redundant dictionary. It is shown that a matrix, which is a composition of a random matrix of certain type and a…

Probability · Mathematics 2010-11-10 Holger Rauhut , Karin Schnass , Pierre Vandergheynst

In this paper we consider the problem of recovering a low-rank Tucker approximation to a massive tensor based solely on structured random compressive measurements. Crucially, the proposed random measurement ensembles are both designed to be…

Information Theory · Computer Science 2023-08-29 Cullen Haselby , Mark A. Iwen , Deanna Needell , Elizaveta Rebrova , William Swartworth

We propose a Bayesian nonparametric mixture model for the reconstruction and prediction from observed time series data, of discretized stochastic dynamical systems, based on Markov Chain Monte Carlo methods (MCMC). Our results can be used…

Applications · Statistics 2017-10-03 Christos Merkatas , Konstantinos Kaloudis , Spyridon J. Hatjispyros

Compressive sensing (CS) allows for acquisition of sparse signals at sampling rates significantly lower than the Nyquist rate required for bandlimited signals. Recovery guarantees for CS are generally derived based on the assumption that…

Information Theory · Computer Science 2014-10-22 Adam C. Polak , Marco F. Duarte , Dennis L. Goeckel

Complex-valued signals are used in the modeling of many systems in engineering and science, hence being of fundamental interest. Often, random complex-valued signals are considered to be proper. A proper complex random variable or process…

Machine Learning · Computer Science 2015-02-19 Rafael Boloix-Tortosa , F. Javier Payán-Somet , Eva Arias-de-Reyna , Juan José Murillo-Fuentes

Compressive sensing (CS) is a new methodology to capture signals at lower rate than the Nyquist sampling rate when the signals are sparse or sparse in some domain. The performance of CS estimators is analyzed in this paper using tools from…

Information Theory · Computer Science 2014-09-09 Solomon A. Tesfamicael , Bruhtesfa E. Godana , Faraz Barzideh

Model-free reconstruction of the bifurcation diagrams of Chua's circuits by the technique of parameter-aware reservoir computing is investigated. We demonstrate that: (1) reservoir computer can be utilized as a noise filter to recover the…

Disordered Systems and Neural Networks · Physics 2023-09-20 Haibo Luo , Yao Du , Huawei Fan , Xuan Wang , Jianzhong Guo , Xingang Wang

Deterministic chaos permits a precise notion of a "perfect measurement" as one that, when obtained repeatedly, captures all of the information created by the system's evolution with minimal redundancy. Finding an optimal measurement is…

Machine Learning · Computer Science 2024-03-21 Kieran A. Murphy , Dani S. Bassett

Reversible Markov chains play a central role in stochastic modelling and in algorithms such as Markov chain Monte Carlo (MCMC). Motivated by the fundamental importance of reversibility in classical settings, this paper develops a…

Probability · Mathematics 2025-10-28 Damjan Škulj

Tensor network states are powerful variational ans\"atze for many-body ground states of quantum lattice models. The use of Monte Carlo sampling techniques in tensor network approaches significantly reduces the cost of tensor contractions,…

Strongly Correlated Electrons · Physics 2012-05-01 Andrew J. Ferris , Guifre Vidal

Compressed sensing (CS) MRI relies on adequate undersampling of the k-space to accelerate the acquisition without compromising image quality. Consequently, the design of optimal sampling patterns for these k-space coefficients has received…

Image and Video Processing · Electrical Eng. & Systems 2021-01-26 Iris A. M. Huijben , Bastiaan S. Veeling , Ruud J. G. van Sloun

We describe a probabilistic, {\it sublinear} runtime, measurement-optimal system for model-based sparse recovery problems through dimensionality reducing, {\em dense} random matrices. Specifically, we obtain a linear sketch $u\in \R^M$ of a…

Information Theory · Computer Science 2012-06-22 Anastasios Kyrillidis , Volkan Cevher

Recent interest has developed around the problem of dynamic compressed sensing, or the recovery of time-varying, sparse signals from limited observations. In this paper, we study how the dynamics of recurrent networks, formulated as general…

Optimization and Control · Mathematics 2015-11-09 MohammadMehdi Kafashan , Anirban Nandi , ShiNung Ching

We consider the problem of recovering a structured signal $\mathbf{x} \in \mathbb{R}^{n}$ from noisy linear observations $\mathbf{y} =\mathbf{M} \mathbf{x}+\mathbf{w}$. The measurement matrix is modeled as $\mathbf{M} =…

Information Theory · Computer Science 2021-11-02 Alireza Naderi , Yaniv Plan
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