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We propose a general algorithm for approximating nonstandard Bayesian posterior distributions. The algorithm minimizes the Kullback-Leibler divergence of an approximating distribution to the intractable posterior distribution. Our method…

Computation · Statistics 2014-07-29 Tim Salimans , David A. Knowles

The Fast Fourier Transform (FFT) is an algorithm of paramount importance in signal processing as it allows to apply the Fourier transform in O(n log n) instead of O(n 2) arithmetic operations. Graph Signal Processing (GSP) is a recent…

Numerical Analysis · Computer Science 2017-06-19 Luc Le Magoarou , Rémi Gribonval , Nicolas Tremblay

In this paper, an evolutionary-based sparse regression algorithm is proposed and applied onto experimental data collected from a Duffing oscillator setup and numerical simulation data. Our purpose is to identify the Coulomb friction terms…

Computational Engineering, Finance, and Science · Computer Science 2020-05-19 Saeideh Khatiry Goharoodi , Kevin Dekemele , Mia Loccufier , Luc Dupre , Guillaume Crevecoeur

Fourier Ptychography (FP) is a recently proposed technique for large field of view and high resolution imaging. Specifically, FP captures a set of low resolution images under angularly varying illuminations and stitches them together in…

Optics · Physics 2014-11-25 Liheng Bian , Jinli Suo , Guohai Situ , Guoan Zheng , Feng Chen , Qionghai Dai

We propose a novel sparse sliced inverse regression method based on random projections in a large $p$ small $n$ setting. Embedded in a generalized eigenvalue framework, the proposed approach finally reduces to parallel execution of…

Methodology · Statistics 2023-08-04 Jia Zhang , Runxiong Wu , Xin Chen

We propose a new fourth-order compact time-splitting ($S_\text{4c}$) Fourier pseudospectral method for the Dirac equation by splitting the Dirac equation into two parts together with using the double commutator between them to integrate the…

Numerical Analysis · Mathematics 2021-10-26 Weizhu Bao , Jia Yin

Deep representation learning has become one of the most widely adopted approaches for visual search, recommendation, and identification. Retrieval of such representations from a large database is however computationally challenging.…

Machine Learning · Computer Science 2020-04-14 Biswajit Paria , Chih-Kuan Yeh , Ian E. H. Yen , Ning Xu , Pradeep Ravikumar , Barnabás Póczos

The problem of off-grid direction-of-arrival (DOA) estimation is investigated. We develop a grid-based method to jointly estimate the closest spatial frequency (the sine of DOA) grids, and the gaps between the estimated grids and the…

Signal Processing · Electrical Eng. & Systems 2022-03-01 Huiping Huang , Hing Cheung So , Abdelhak M. Zoubir

We develop the uniform sparse Fast Fourier Transform (usFFT), an efficient, non-intrusive, adaptive algorithm for the solution of elliptic partial differential equations with random coefficients. The algorithm is an adaption of the sparse…

Numerical Analysis · Mathematics 2022-09-05 Lutz Kämmerer , Daniel Potts , Fabian Taubert

This paper studies the problem of Simultaneous Sparse Approximation (SSA). This problem arises in many applications which work with multiple signals maintaining some degree of dependency such as radar and sensor networks. In this paper, we…

Information Theory · Computer Science 2023-04-04 Sahar Sadrizadeh , Shahrzad Kiani , Mahdi Boloursaz , Farokh Marvasti

Discrete delta functions define the limits of attainable spatial resolution for all imaging systems. Here we construct broad, multi-dimensional discrete functions that replicate closely the action of a Dirac delta function under aperiodic…

Image and Video Processing · Electrical Eng. & Systems 2020-09-01 I. D. Svalbe , D. M. Paganin , T. C. Petersen

We propose a new algorithm for sparse spike estimation from Fourier measurements. Based on theoretical results on non-convex optimization techniques for off-the-grid sparse spike estimation, we present a projected gradient descent algorithm…

Signal Processing · Electrical Eng. & Systems 2020-08-26 Yann Traonmilin , Jean-François Aujol , Arthur Leclaire

Diffusive representations of fractional derivatives have proven to be useful tools in the construction of fast and memory efficient numerical methods for solving fractional differential equations. A common challenge in many of the known…

Numerical Analysis · Mathematics 2022-04-11 Kai Diethelm

(This paper was written in November 2011 and never published. It is posted on arXiv.org in its original form in June 2016). Many recent object recognition systems have proposed using a two phase training procedure to learn sparse…

Computer Vision and Pattern Recognition · Computer Science 2016-06-07 Kevin Jarrett , Koray Kvukcuoglu , Karol Gregor , Yann LeCun

Wireless OFDM channels can be approximated by a time varying filter with sparse time domain taps. Recent achievements in sparse signal processing such as compressed sensing have facilitated the use of sparsity in estimation, which improves…

Information Theory · Computer Science 2009-01-27 Mahdi Soltanolkotabi , Arash Amini , Farokh Marvasti

We propose a method based on sinc series approximations for computing the Rayleigh-Sommerfeld and Fresnel diffraction integrals of optics. The diffraction integrals are given in terms of a convolution, and our proposed numerical approach is…

Computational Physics · Physics 2021-11-16 Max Cubillos , Edwin Jimenez

This work deals with directional of arrival (DOA) estimation with a large antenna array. We first develop a novel signal model with a sparse system transfer matrix using an inverse discrete Fourier transform (DFT) operation, which leads to…

Signal Processing · Electrical Eng. & Systems 2023-09-04 Yiwen Mao , Dawei Gao , Qinghua Guo , Ming Jin

Faraday tomography (or rotation measure synthesis) is a procedure to convert linear polarization spectra into the Faraday dispersion function, which provides us with unique information of magneto-ionic media along the line of sight.…

Instrumentation and Methods for Astrophysics · Physics 2018-12-03 Kazunori Akiyama , Takuya Akahori , Yoshimitsu Miyashita , Shinsuke Ideguchi , Ryosuke Yamaguchi , Shiro Ikeda , Keitaro Takahashi

In this paper we propose an identification procedure of a sparse graphical model associated to a Gaussian stationary stochastic process. The identification paradigm exploits the approximation of autoregressive processes through reciprocal…

Optimization and Control · Mathematics 2018-06-13 Daniele Alpago , Mattia Zorzi , Augusto Ferrante

We consider finite approximations of a fractal generated by an iterated function system of affine transformations on $\mathbb{R}^d$ as a discrete set of data points. Considering a signal supported on this finite approximation, we propose a…

Functional Analysis · Mathematics 2016-07-14 Calvin Hotchkiss , Eric S. Weber