Related papers: Theoretical analysis of phase-rectified signal ave…
We study an approach to solving the phase retrieval problem as it arises in a phase-less imaging modality known as ptychography. In ptychography, small overlapping sections of an unknown sample (or signal, say $x_0\in \mathbb{C}^d$) are…
The phase retrieval problem asks to recover a natural signal $y_0 \in \mathbb{R}^n$ from $m$ quadratic observations, where $m$ is to be minimized. As is common in many imaging problems, natural signals are considered sparse with respect to…
This paper considers a distributed detection setup where agents in a network want to detect a time-varying signal embedded in temporally correlated noise. The signal of interest is the impulse response of an ARMA (auto-regressive moving…
In this paper we propose a recursive online algorithm for estimating the parameters of a time-varying ARCH process. The estimation is done by updating the estimator at time point $t-1$ with observations about the time point $t$ to yield an…
We describe a proof-of-concept development and application of a phase averaging technique to the nonlinear rotating shallow water equations on the sphere, discretised using compatible finite element methods. Phase averaging consists of…
Recently popularized randomized methods for principal component analysis (PCA) efficiently and reliably produce nearly optimal accuracy --- even on parallel processors --- unlike the classical (deterministic) alternatives. We adapt one of…
In phase retrieval, the goal is to recover a complex signal from the magnitude of its linear measurements. While many well-known algorithms guarantee deterministic recovery of the unknown signal using i.i.d. random measurement matrices,…
Factor analysis (FA) or principal component analysis (PCA) models the covariance matrix of the observed data as R = SS' + {\Sigma}, where SS' is the low-rank covariance matrix of the factors (aka latent variables) and {\Sigma} is the…
In the theory of compressed sensing, restricted isometry analysis has become a standard tool for studying how efficiently a measurement matrix acquires information about sparse and compressible signals. Many recovery algorithms are known to…
In this article, we review the literature on design and analysis of recursive algorithms for reconstructing a time sequence of sparse signals from compressive measurements. The signals are assumed to be sparse in some transform domain or in…
This paper develops new theory and algorithms to recover signals that are approximately sparse in some general dictionary (i.e., a basis, frame, or over-/incomplete matrix) but corrupted by a combination of interference having a sparse…
The spacing of nearest levels of the spectrum of a complex network can be regarded as a time series. Joint use of Multi-fractal Detrended Fluctuation Approach (MF-DFA) and Diffusion Entropy (DE) is employed to extract characteristics from…
Principal component analysis (PCA) requires the computation of a low-rank approximation to a matrix containing the data being analyzed. In many applications of PCA, the best possible accuracy of any rank-deficient approximation is at most a…
This paper delivers improved theoretical guarantees for the convex programming approach in low-rank matrix estimation, in the presence of (1) random noise, (2) gross sparse outliers, and (3) missing data. This problem, often dubbed as…
Random Phase Approximation (RPA) is the theory most commonly used to describe the excitations of many-body systems. In this article, the secular equations of the theory are obtained by using three different approaches: the equation of…
Motivated by modern data applications such as cryo-electron microscopy, the goal of classic multi-reference alignment (MRA) is to recover an unknown signal $f: \mathbb{R} \to \mathbb{R}$ from many observations that have been randomly…
Oscillators are ubiquitous in nature, and usually associated with the existence of an asymptotic phase that governs the long-term dynamics of the oscillator. % We show that asymptotic phase can be estimated using a carefully chosen series…
Phase aberration is one of the main contributors to image degradation in ultrasound imaging. Normalized-Cross-Correlation (NCC) is one of the most extensively studied techniques to estimate the arrival delay error and the aberration…
This paper considers an unsourced random access (URA) set-up equipped with a passive reconfigurable intelligent surface (RIS), where a massive number of unidentified users (only a small fraction of them being active at any given time) are…
SARSA is an on-policy algorithm to learn a Markov decision process policy in reinforcement learning. We investigate the SARSA algorithm with linear function approximation under the non-i.i.d.\ data, where a single sample trajectory is…