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Compressed sensing allows perfect recovery of sparse signals (or signals sparse in some basis) using only a small number of random measurements. Existing results in compressed sensing literature have focused on characterizing the achievable…
Existing high-dimensional online learning methods often face the challenge that their error bounds, or per-batch sample sizes, diverge as the number of data batches increases. To address this issue, we propose an asynchronous decomposition…
Many real-world time series exhibit multiple seasonality with different lengths. The removal of seasonal components is crucial in numerous applications of time series, including forecasting and anomaly detection. However, many…
Signal recovery is one of the key techniques of Compressive sensing (CS). It reconstructs the original signal from the linear sub-Nyquist measurements. Classical methods exploit the sparsity in one domain to formulate the L0 norm…
Sampling from unnormalized target distributions is a fundamental yet challenging task in machine learning and statistics. Existing sampling algorithms typically require many iterative steps to produce high-quality samples, leading to high…
We develop and analyze algorithms for instrumental variable regression by viewing the problem as a conditional stochastic optimization problem. In the context of least-squares instrumental variable regression, our algorithms neither require…
Thanks to the rapid proliferation of connected devices, sensor-generated time series constitute a large and growing portion of the world's data. Often, this data is collected from distributed, resource-constrained devices and centralized at…
Temporally consistent depth estimation is crucial for online applications such as augmented reality. While stereo depth estimation has received substantial attention as a promising way to generate 3D information, there is relatively little…
A general method for compressing the modulation time-bandwidth product of analog signals is introduced and experimentally demonstrated. As one of its applications, this physics-based signal grooming performs feature-selective stretch,…
Irregularly sampled time series analysis is a common problem in various disciplines. Since conventional methods are not directly applicable to irregularly sampled time series, a common interpolation approach is used; however, this causes…
Due to the tremendous cost of seismic data acquisition, methods have been developed to reduce the amount of data acquired by designing optimal missing trace reconstruction algorithms. These technologies are designed to record as little data…
In modern applications multi-sensor arrays are subject to an ever-present demand to accommodate signals with higher bandwidths. Standard methods for broadband beamforming, namely digital beamforming and true-time delay, are difficult and…
The theory of compressive sensing (CS) suggests that under certain conditions, a sparse signal can be recovered from a small number of linear incoherent measurements. An effective class of reconstruction algorithms involve solving a convex…
The problem of estimating the accuracy of signal reconstruction from threshold-based sampling, by only taking the sampling output into account, is addressed. The approach is based on re-sampling the reconstructed signal and the application…
Multi-beam selection is one of the crucial technologies in hybrid beamforming systems for frequency-selective fading channels. Addressing the problem in the frequency domain facilitates the procedure of acquiring observations for analog…
This paper addresses the problem of segmenting a stream of graph signals: we aim to detect changes in the mean of a multivariate signal defined over the nodes of a known graph. We propose an offline method that relies on the concept of…
Time series anomaly detection is crucial for maintaining stable systems. Existing methods face two main challenges. First, it is difficult to directly model the dependencies of diverse and complex patterns within the sequences. Second, many…
Speed-of-sound is a biomechanical property for quantitative tissue differentiation, with great potential as a new ultrasound-based image modality. A conventional ultrasound array transducer can be used together with an acoustic mirror, or…
In this work, we study the problem of real-time tracking and reconstruction of an information source with the purpose of actuation. A device monitors an $N$-state Markov process and transmits status updates to a receiver over a wireless…
We consider the problem of estimating a signal from its warped observations. Such estimation is commonly performed by altering the observations through some inverse-warping, or solving a computationally demanding optimization formulation.…