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Low-rank approximation is a common tool used to accelerate kernel methods: the $n \times n$ kernel matrix $K$ is approximated via a rank-$k$ matrix $\tilde K$ which can be stored in much less space and processed more quickly. In this work…

Data Structures and Algorithms · Computer Science 2017-11-07 Cameron Musco , David P. Woodruff

With the advent of gravitational-wave astronomy and the discovery of more compact binary coalescences, data quality improvement techniques are desired to handle the complex and overwhelming noise in gravitational wave (GW) observational…

General Relativity and Quantum Cosmology · Physics 2024-02-21 He Wang , Yue Zhou , Zhoujian Cao , Zong-Kuan Guo , Zhixiang Ren

This paper presents a parallel algorithm for finding the smallest eigenvalue of a particular form of ill-conditioned Hankel matrix, which requires the use of extremely high precision arithmetic. Surprisingly, we find that commonly-used…

Numerical Analysis · Mathematics 2009-02-06 Niall Emmart , Charles C. Weems , Yang Chen

Gravitational wave astronomy has set in motion a scientific revolution. To further enhance the science reach of this emergent field, there is a pressing need to increase the depth and speed of the gravitational wave algorithms that have…

Instrumentation and Methods for Astrophysics · Physics 2018-02-28 Daniel George , E. A. Huerta

We investigate the use of matrix completion methods for time-series imputation. Specifically we consider low-rank completion of the block-Hankel matrix representation of a time-series. Simulation experiments are used to compare the method…

Methodology · Statistics 2024-08-06 Thomas Poudevigne , Owen Jones

We introduce $\texttt{GWFAST}$, a novel Fisher-matrix code for gravitational-wave studies, tuned toward third-generation gravitational-wave detectors such as Einstein Telescope (ET) and Cosmic Explorer (CE). We use it to perform a…

General Relativity and Quantum Cosmology · Physics 2023-01-02 Francesco Iacovelli , Michele Mancarella , Stefano Foffa , Michele Maggiore

All scientific claims of gravitational wave discovery to date rely on the offline statistical analysis of candidate observations in order to quantify significance relative to background processes. The current foundation in such offline…

General Relativity and Quantum Cosmology · Physics 2022-07-12 Michael Andrews , Manfred Paulini , Luke Sellers , Alexey Bobrick , Gianni Martire , Haydn Vestal

We address the problem of learning the parameters of a stable linear time invariant (LTI) system or linear dynamical system (LDS) with unknown latent space dimension, or order, from a single time--series of noisy input-output data. We focus…

Systems and Control · Computer Science 2020-04-09 Tuhin Sarkar , Alexander Rakhlin , Munther A. Dahleh

For reconstruction of low-rank matrices from undersampled measurements, we develop an iterative algorithm based on least-squares estimation. While the algorithm can be used for any low-rank matrix, it is also capable of exploiting a-priori…

Statistics Theory · Mathematics 2012-06-13 Dave Zachariah , Martin Sundin , Magnus Jansson , Saikat Chatterjee

Signals are generally modeled as a superposition of exponential functions in spectroscopy of chemistry, biology and medical imaging. For fast data acquisition or other inevitable reasons, however, only a small amount of samples may be…

Machine Learning · Statistics 2020-01-31 Jiaxi Ying , Hengfa Lu , Qingtao Wei , Jian-Feng Cai , Di Guo , Jihui Wu , Zhong Chen , Xiaobo Qu

The matched filtering paradigm is the mainstay of gravitational wave (GW) searches from astrophysical coalescing compact binaries. The compact binary coalescence (CBC) search pipelines perform the matched filter between the GW detector's…

General Relativity and Quantum Cosmology · Physics 2024-06-19 Chetan Verma , Amit Reza , Dilip Krishnaswamy , Sarah Caudill , Gurudatt Gaur

This paper proposes a new framework to regularize the highly ill-posed and non-linear phase retrieval problem through deep generative priors using simple gradient descent algorithm. We experimentally show effectiveness of proposed algorithm…

Machine Learning · Computer Science 2018-08-20 Fahad Shamshad , Ali Ahmed

We develop a parametric high-resolution method for the estimation of the frequency nodes of linear combinations of complex exponentials with exponential damping. We use Kronecker's theorem to formulate the associated nonlinear least squares…

Numerical Analysis · Mathematics 2013-06-13 Fredrik Andersson , Marcus Carlsson , Jean-Yves Tourneret , Herwig Wendt

We propose a new algorithm for the problem of recovering data that adheres to multiple, heterogeneous low-dimensional structures from linear observations. Focusing on data matrices that are simultaneously row-sparse and low-rank, we propose…

Machine Learning · Computer Science 2024-01-19 Christian Kümmerle , Johannes Maly

Gravitational-wave analyses depend heavily on waveforms that model the evolution of compact binary coalescences as seen by observing detectors. In many cases these waveforms are given by waveform approximants, models that approximate the…

General Relativity and Quantum Cosmology · Physics 2024-10-11 Quirijn Meijer , Sarah Caudill

We present an application of anomaly detection techniques based on deep recurrent autoencoders to the problem of detecting gravitational wave signals in laser interferometers. Trained on noise data, this class of algorithms could detect…

General Relativity and Quantum Cosmology · Physics 2021-12-15 Eric A. Moreno , Jean-Roch Vlimant , Maria Spiropulu , Bartlomiej Borzyszkowski , Maurizio Pierini

Matrix sensing is the problem of reconstructing a low-rank matrix from a few linear measurements. In many applications such as collaborative filtering, the famous Netflix prize problem, and seismic data interpolation, there exists some…

Information Theory · Computer Science 2019-04-30 Sajad Daei , Arash Amini , Farzan Haddadi

The paper studies the problem of recovering a spectrally sparse object from a small number of time domain samples. Specifically, the object of interest with ambient dimension $n$ is assumed to be a mixture of $r$ complex multi-dimensional…

Information Theory · Computer Science 2015-01-06 Yuxin Chen , Yuejie Chi

At nanohertz frequencies gravitational waves (GWs) cause variations in time-of-arrival of pulsar signals potentially measurable via precision timing observations. Here we compute very-low-frequency GW sensitivity constrained by…

General Relativity and Quantum Cosmology · Physics 2015-03-17 Fredrick A. Jenet , J. W. Armstrong , Massimo Tinto

This work presents generalized low-rank signal decompositions with the aid of switching techniques and adaptive algorithms, which do not require eigen-decompositions, for space-time adaptive processing. A generalized scheme is proposed to…

Information Theory · Computer Science 2013-04-09 R. C. de Lamare