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A new algorithm is presented for reconstructing stochastic nonlinear dynamical models from noisy time-series data. The approach is analytical; consequently, the resulting algorithm does not require an extensive global search for the model…

Other Condensed Matter · Physics 2009-11-10 V. N. Smelyanskiy , D. G. Luchinsky , D. A. Timucin , A. Bandrivskyy

Compressed sensing is a novel technique where one can recover sparse signals from the undersampled measurements. In this correspondence, a $K \times N$ measurement matrix for compressed sensing is deterministically constructed via additive…

Information Theory · Computer Science 2010-10-04 Nam Yul Yu

Compressive sampling has become a widely used approach to construct polynomial chaos surrogates when the number of available simulation samples is limited. Originally, these expensive simulation samples would be obtained at random locations…

Computation · Statistics 2018-07-04 Negin Alemazkoor , Hadi Meidani

In this study, we investigate the effect of reservoir computing training data on the reconstruction of chaotic dynamics. Our findings indicate that a training time series comprising a few periodic orbits of low periods can successfully…

Data Analysis, Statistics and Probability · Physics 2024-07-10 Kengo Nakai , Yoshitaka Saiki

In this paper, a class of deterministic sensing matrices are constructed by selecting rows from Fourier matrices. These matrices have better performance in sparse recovery than random partial Fourier matrices. The coherence and restricted…

Information Theory · Computer Science 2015-09-10 Shan Huang , Hong Sun , Lei Yu , Haijian Zhang

Compressed sensing is a technique for recovering an unknown sparse signal from a small number of linear measurements. When the measurement matrix is random, the number of measurements required for perfect recovery exhibits a phase…

Optimization and Control · Mathematics 2016-12-30 Mateo Díaz , Mauricio Junca , Felipe Rincón , Mauricio Velasco

Structurally random matrices (SRMs) are a practical alternative to fully random matrices (FRMs) when generating compressive sensing measurements because of their computational efficiency and their universality with respect to the sparsifing…

Information Theory · Computer Science 2015-07-27 Raziel Haimi-Cohen , Yenming Mark Lai

Compressive sensing achieves effective dimensionality reduction of signals, under a sparsity constraint, by means of a small number of random measurements acquired through a sensing matrix. In a signal processing system, the problem arises…

Information Theory · Computer Science 2014-03-13 Diego Valsesia , Enrico Magli

For wideband spectrum sensing, compressive sensing has been proposed as a solution to speed up the high dimensional signals sensing and reduce the computational complexity. Compressive sensing consists of acquiring the essential information…

Signal Processing · Electrical Eng. & Systems 2018-02-13 Fatima Salahdine , Naima Kaabouch , Hassan El Ghazi

We revisit the probabilistic construction of sparse random matrices where each column has a fixed number of nonzeros whose row indices are drawn uniformly at random. These matrices have a one-to-one correspondence with the adjacency…

Information Theory · Computer Science 2013-07-25 Bubacarr Bah , Jared Tanner

We propose several sampling architectures for the efficient acquisition of an ensemble of correlated signals. We show that without prior knowledge of the correlation structure, each of our architectures (under different sets of assumptions)…

Information Theory · Computer Science 2018-01-03 Ali Ahmed , Justin Romberg

Reservoir computing is a machine learning paradigm that uses a structure called a reservoir, which has nonlinearities and short-term memory. In recent years, reservoir computing has expanded to new functions such as the autonomous…

Machine Learning · Computer Science 2023-07-05 Kohei Tsuchiyama , André Röhm , Takatomo Mihana , Ryoichi Horisaki , Makoto Naruse

This paper focuses on causal structure estimation from time series data in which measurements are obtained at a coarser timescale than the causal timescale of the underlying system. Previous work has shown that such subsampling can lead to…

Artificial Intelligence · Computer Science 2016-07-14 Antti Hyttinen , Sergey Plis , Matti Järvisalo , Frederick Eberhardt , David Danks

In this paper, we consider a compressed sensing problem of reconstructing a sparse signal from an undersampled set of noisy linear measurements. The regularized least squares or least absolute shrinkage and selection operator (LASSO)…

Information Theory · Computer Science 2014-10-30 Chao-Kai Wen , Jun Zhang , Kai-Kit Wong , Jung-Chieh Chen , Chau Yuen

An extremely challenging problem of significant interest is to predict catastrophes in advance of their occurrences. We present a general approach to predicting catastrophes in nonlinear dynamical systems under the assumption that the…

Data Analysis, Statistics and Probability · Physics 2015-05-28 Wen-Xu Wang , Rui Yang , Ying-Cheng Lai , Vassilios Kovanis , Celso Grebogi

Many natural systems exhibit chaotic behaviour such as the weather, hydrology, neuroscience and population dynamics. Although many chaotic systems can be described by relatively simple dynamical equations, characterizing these systems can…

Dynamical Systems · Mathematics 2022-06-15 H. Ribera , S. Shirman , A. V. Nguyen , N. M. Mangan

In this paper, a new class of circulant matrices built from deterministic sequences is proposed for convolution-based compressed sensing (CS). In contrast to random convolution, the coefficients of the underlying filter are given by the…

Information Theory · Computer Science 2015-06-11 Kezhi Li , Lu Gan , Cong Ling

Compressed sensing (CS) enables people to acquire the compressed measurements directly and recover sparse or compressible signals faithfully even when the sampling rate is much lower than the Nyquist rate. However, the pure random sensing…

Information Theory · Computer Science 2016-11-24 Kezhi Li , Shuang Cong

This paper proposes a compressed sensing (CS) framework for the acquisition and reconstruction of frequency-sparse signals with chaotic dynamical systems. The sparse signal is acting as an excitation term of a discrete-time chaotic system…

Information Theory · Computer Science 2016-12-21 Zhong Liu , Shengyao Chen , Feng Xi

Simulating sample correlation matrices is important in many areas of statistics. Approaches such as generating Gaussian data and finding their sample correlation matrix or generating random uniform $[-1,1]$ deviates as pairwise correlations…

Statistics Theory · Mathematics 2013-12-09 Johanna Hardin , Stephan Ramon Garcia , David Golan