Suppose x is an unknown vector in Ropfm (a digital image or signal); we plan to measure n general linear functionals of x and then reconstruct. If x is known to be compressible by transform coding with a known transform, and we reconstruct via the nonlinear procedure defined here, the number of measurements n can be dramatically smaller than the size m. Thus, certain natural classes of images with m pixels need only n=O(m1/4log5/2(m)) nonadaptive nonpixel samples for faithful recovery, as opposed to the usual m pixel samples. More specifically, suppose x has a sparse representation in some orthonormal basis (e.g., wavelet, Fourier) or tight frame (e.g., curvelet, Gabor)-so the coefficients belong to an lscrp ball for 0<ples1. The N most important coefficients in that expansion allow reconstruction with lscr2 error O(N1/2-1p/). It is possible to design n=O(Nlog(m)) nonadaptive measurements allowing reconstruction with accuracy comparable to that attainable with direct knowledge of the N most important coefficients. Moreover, a good approximation to those N important coefficients is extracted from the n measurements by solving a linear program-Basis Pursuit in signal processing. The nonadaptive measurements have the character of "random" linear combinations of basis/frame elements. Our results use the notions of optimal recovery, of n-widths, and information-based complexity. We estimate the Gel'fand n-widths of lscrp balls in high-dimensional Euclidean space in the case 0<ples1, and give a criterion identifying near- optimal subspaces for Gel'fand n-widths. We show that "most" subspaces are near-optimal, and show that convex optimization (Basis Pursuit) is a near-optimal way to extract information derived from these near-optimal subspaces

Compressed sensing

Function estimation/approximation is viewed from the perspective of numerical optimization in function space, rather than parameter space. A connection is made between stagewise additive expansions and steepest-descent minimization. A general gradient descent “boosting” paradigm is developed for additive expansions based on any fitting criterion.Specific algorithms are presented for least-squares, least absolute deviation, and Huber-M loss functions for regression, and multiclass logistic likelihood for classification. Special enhancements are derived for the particular case where the individual additive components are regression trees, and tools for interpreting such “TreeBoost” models are presented. Gradient boosting of regression trees produces competitive, highly robust, interpretable procedures for both regression and classification, especially appropriate for mining less than clean data. Connections between this approach and the boosting methods of Freund and Shapire and Friedman, Hastie and Tibshirani are discussed.

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Greedy function approximation: A gradient boosting machine.

Introduction to a Transient World. Fourier Kingdom. Discrete Revolution. Time Meets Frequency. Frames. Wavelet Zoom. Wavelet Bases. Wavelet Packet and Local Cosine Bases. An Approximation Tour. Estimations are Approximations. Transform Coding. Appendix A: Mathematical Complements. Appendix B: Software Toolboxes.

http://ahvazdownload.persiangig.com/document/article/39.pdf

A wavelet tour of signal processing

The time-frequency and time-scale communities have recently developed a large number of overcomplete waveform dictionaries --- stationary wavelets, wavelet packets, cosine packets, chirplets, and warplets, to name a few. Decomposition into overcomplete systems is not unique, and several methods for decomposition have been proposed, including the method of frames (MOF), Matching pursuit (MP), and, for special dictionaries, the best orthogonal basis (BOB).
Basis Pursuit (BP) is a principle for decomposing a signal into an "optimal" superposition of dictionary elements, where optimal means having the smallest l1 norm of coefficients among all such decompositions. We give examples exhibiting several advantages over MOF, MP, and BOB, including better sparsity and superresolution. BP has interesting relations to ideas in areas as diverse as ill-posed problems, in abstract harmonic analysis, total variation denoising, and multiscale edge denoising.
BP in highly overcomplete dictionaries leads to large-scale optimization problems. With signals of length 8192 and a wavelet packet dictionary, one gets an equivalent linear program of size 8192 by 212,992. Such problems can be attacked successfully only because of recent advances in linear programming by interior-point methods. We obtain reasonable success with a primal-dual logarithmic barrier method and conjugate-gradient solver.

Atomic Decomposition by Basis Pursuit

In recent years there has been a growing interest in the study of sparse representation of signals. Using an overcomplete dictionary that contains prototype signal-atoms, signals are described by sparse linear combinations of these atoms. Applications that use sparse representation are many and include compression, regularization in inverse problems, feature extraction, and more. Recent activity in this field has concentrated mainly on the study of pursuit algorithms that decompose signals with respect to a given dictionary. Designing dictionaries to better fit the above model can be done by either selecting one from a prespecified set of linear transforms or adapting the dictionary to a set of training signals. Both of these techniques have been considered, but this topic is largely still open. In this paper we propose a novel algorithm for adapting dictionaries in order to achieve sparse signal representations. Given a set of training signals, we seek the dictionary that leads to the best representation for each member in this set, under strict sparsity constraints. We present a new method-the K-SVD algorithm-generalizing the K-means clustering process. K-SVD is an iterative method that alternates between sparse coding of the examples based on the current dictionary and a process of updating the dictionary atoms to better fit the data. The update of the dictionary columns is combined with an update of the sparse representations, thereby accelerating convergence. The K-SVD algorithm is flexible and can work with any pursuit method (e.g., basis pursuit, FOCUSS, or matching pursuit). We analyze this algorithm and demonstrate its results both on synthetic tests and in applications on real image data

https://users.ece.utexas.edu/~sanghavi/courses/papers/KSVD.pdf

$rm K$ -SVD: An Algorithm for Designing Overcomplete Dictionaries for Sparse Representation

The authors introduce an algorithm, called matching pursuit, that decomposes any signal into a linear expansion of waveforms that are selected from a redundant dictionary of functions. These waveforms are chosen in order to best match the signal structures. Matching pursuits are general procedures to compute adaptive signal representations. With a dictionary of Gabor functions a matching pursuit defines an adaptive time-frequency transform. They derive a signal energy distribution in the time-frequency plane, which does not include interference terms, unlike Wigner and Cohen class distributions. A matching pursuit isolates the signal structures that are coherent with respect to a given dictionary. An application to pattern extraction from noisy signals is described. They compare a matching pursuit decomposition with a signal expansion over an optimized wavepacket orthonormal basis, selected with the algorithm of Coifman and Wickerhauser see (IEEE Trans. Informat. Theory, vol. 38, Mar. 1992). >

Matching pursuits with time-frequency dictionaries

Computing the optimal expansion of a signal in a redundant dictionary of waveforms is an NP-hard problem. We introduce a greedy algorithm, called a matching pursuit, which computes a suboptimal expansion. The dictionary waveforms that best match a signal's structures are chosen iteratively. An orthogonalized version of the matching pursuit is also developed. Matching pursuits are general procedures for computing adaptive signal representations. With a dictionary of Gabor functions, a matching pursuit defines an adaptive time-frequency transform. Matching pursuits are chaotic maps whose attractors define a generic noise with respect to the dictionary. We derive an algorithm that isolates the coherent structures of a signal and describe an application to pattern extraction from noisy signals.

Adaptive time-frequency decompositions

It is shown that the covariance operator of a locally stationary process has approximate eigenvectors that are local cosine functions. We model locally stationary processes with pseudo-differential operators that are time-varying convolutions. An adaptive covariance estimation is calculated by searching first for a “best” local cosine basis which approximates the covariance by a band or a diagonal matrix. The estimation is obtained from regularized versions of the diagonal coefficients in the best basis.

/pdf/adaptive-covariance-estimation-of-locally-stationary-9d15da320e.pdf

Adaptive covariance estimation of locally stationary processes

To compute the optimal expansion of signals in redundant dictionary of waveforms is an NP complete problem. We introduce a greedy algorithm, called matching pursuit, that performs a suboptimal expansion. The waveforms are chosen iteratively in order to best match the signal structures. Matching pursuits are general procedures to compute adaptive signal representations. With a dictionary of Gabor functions, a matching pursuit defines an adaptive time-frequency transform. We derive a signal energy distribution in the time-frequency plane, which does not include interference terms, unlike Wigner and Cohen class distributions. A matching pursuit is a chaotic map, whose attractor defines a generic noise with respect to the dictionary. We derive an algorithm that isolates the coherent structures of a signal and an application to pattern extraction from noisy signals is described.

Adaptive time-frequency decompositions with matching pursuit

Methods are provided to decompose signals into elementary components that are extracted from a dictionary of waveforms. In a disclosed embodiment, a method is provided to build a structure book with a non-linear iterative procedure, and reconstruct a signal from a structure book. The method is comprised of the steps of reading in a signal (52); choosing a dictionary type (54); reading in the dictionary and building the data structure of correlation coefficients between the signal and the dictionary waveform (56); selecting the waveform of the dictionary from the correlation coefficients (58); subtracting selected waveforms from the signal and update the correlation coefficients data structure (60); testing the structure book precision (62); processing the structure book (64), and reconstructing a signal from the structure book (66).

Zhifeng Zhang

Papers

Matching pursuits with time-frequency dictionaries

Adaptive time-frequency decompositions

Adaptive covariance estimation of locally stationary processes

Adaptive time-frequency decompositions with matching pursuit

Method and apparatus for encoding and decoding signals with structures