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The synchrosqueezing transform (SST) was developed recently to separate the components of non-stationary multicomponent signals. The continuous wavelet transform-based SST (WSST) reassigns the scale variable of the continuous wavelet…

Signal Processing · Electrical Eng. & Systems 2020-08-26 Jian Lu , Qingtang Jiang , Lin Li

We study the problem of learning to stabilize (LTS) a linear time-invariant (LTI) system. Policy gradient (PG) methods for control assume access to an initial stabilizing policy. However, designing such a policy for an unknown system is one…

Machine Learning · Computer Science 2025-05-07 Leonardo F. Toso , Lintao Ye , James Anderson

There is an increasing need of continual learning in dynamic systems, such as the self-driving vehicle, the surveillance drone, and the robotic system. Such a system requires learning from the data stream, training the model to preserve…

Machine Learning · Computer Science 2019-12-23 Xiaocong Du , Gouranga Charan , Frank Liu , Yu Cao

We address the phase retrieval problem with errors in the sensing vectors. A number of recent methods for phase retrieval are based on least squares (LS) formulations which assume errors in the quadratic measurements. We extend this…

Signal Processing · Electrical Eng. & Systems 2022-02-02 Sidharth Gupta , Ivan Dokmanić

Given a linear system in a real or complex domain, linear regression aims to recover the model parameters from a set of observations. Recent studies in compressive sensing have successfully shown that under certain conditions, a linear…

Statistics Theory · Mathematics 2016-11-15 Henrik Ohlsson , Allen Y. Yang , Roy Dong , S. Shankar Sastry

Line spectral estimation theory aims to estimate the off-the-grid spectral components of a time signal with optimal precision. Recent results have shown that it is possible to recover signals having sparse line spectra from few temporal…

Information Theory · Computer Science 2017-01-31 Maxime Ferreira Da Costa , Wei Dai

The problem of dimension reduction is of increasing importance in modern data analysis. In this paper, we consider modeling the collection of points in a high dimensional space as a union of low dimensional subspaces. In particular we…

Machine Learning · Statistics 2020-06-12 Weiwei Li , Jan Hannig , Sayan Mukherjee

Phase retrieval refers to a classical nonconvex problem of recovering a signal from its Fourier magnitude measurements. Inspired by the compressed sensing technique, signal sparsity is exploited in recent studies of phase retrieval to…

Computational Physics · Physics 2013-02-04 Zai Yang , Cishen Zhang , Lihua Xie

Spatiotemporal (ST) data collected by sensors can be represented as multi-variate time series, which is a sequence of data points listed in an order of time. Despite the vast amount of useful information, the ST data usually suffer from the…

Machine Learning · Computer Science 2023-04-20 Li Jiang , Ting Zhang , Qiruyi Zuo , Chenyu Tian , George P. Chan , Wai Kin , Chan

The problem of detection and possible estimation of a signal generated by a dynamic system when a variable number of noisy measurements can be taken is here considered. Assuming a Markov evolution of the system (in particular, the pair…

Information Theory · Computer Science 2022-05-12 Emanuele Grossi , Marco Lops

In many areas of imaging science, it is difficult to measure the phase of linear measurements. As such, one often wishes to reconstruct a signal from intensity measurements, that is, perform phase retrieval. In several applications the…

Information Theory · Computer Science 2015-06-16 Afonso S. Bandeira , Dustin G. Mixon

Consider a scenario in which an unknown signal is transformed by a known linear operator, and then the pointwise absolute value of the unknown output function is reported. This scenario appears in several applications, and the goal is to…

Information Theory · Computer Science 2014-03-10 Dustin G. Mixon

Spatiotemporal dynamics is central to a wide range of applications from climatology, computer vision to neural sciences. From temporal observations taken on a high-dimensional vector of spatial locations, we seek to derive knowledge about…

Methodology · Statistics 2016-04-19 Lu Meng , Tian Zheng

Suppose that we observe noisy linear measurements of an unknown signal that can be modeled as the sum of two component signals, each of which arises from a nonlinear sub-manifold of a high dimensional ambient space. We introduce SPIN, a…

Information Theory · Computer Science 2012-06-11 Chinmay Hegde , Richard G. Baraniuk

Subspace clustering refers to the problem of clustering unlabeled high-dimensional data points into a union of low-dimensional linear subspaces, assumed unknown. In practice one may have access to dimensionality-reduced observations of the…

Information Theory · Computer Science 2014-04-29 Reinhard Heckel , Michael Tschannen , Helmut Bölcskei

Spectroscopically measuring low levels of non-equilibrium phenomena (e.g. emission in the presence of a large thermal background) can be problematic due to an unfavorable signal-to-noise ratio. An approach is presented to use time-series…

Geophysics · Physics 2015-04-08 John Scoville

Staged trees are probabilistic graphical models capable of representing any class of non-symmetric independence via a coloring of its vertices. Several structural learning routines have been defined and implemented to learn staged trees…

Machine Learning · Statistics 2024-05-29 Jack Storror Carter , Manuele Leonelli , Eva Riccomagno , Gherardo Varando

This paper investigates the sparse phase retrieval problem, which aims to recover a sparse signal from a system of quadratic measurements. In this work, we propose a novel non-convex algorithm, termed Gradient Hard Thresholding Pursuit…

Numerical Analysis · Mathematics 2025-02-18 Licheng Dai , Xiliang Lu , Juntao You

Sparse signal recovery from a small number of random measurements is a well known NP-hard to solve combinatorial optimization problem, with important applications in signal and image processing. The standard approach to the sparse signal…

Data Analysis, Statistics and Probability · Physics 2013-04-09 M. Andrecut

This paper considers the recovery of continuous signals in infinite dimensional spaces from the magnitude of their frequency samples. It proposes a sampling scheme which involves a combination of oversampling and modulations with complex…

Information Theory · Computer Science 2014-07-11 Volker Pohl , Fanny Yang , Holger Boche