Monday, July 28, 2014

Compressed Subspace Matching on the Continuum / Subspace Learning From Bits

Two different techniques to learn more about the subspace you're in.

Compressed Subspace Matching on the Continuum by William Mantzel, Justin Romberg

We consider the general problem of matching a subspace to a signal in R^N that has been observed indirectly (compressed) through a random projection. We are interested in the case where the collection of K-dimensional subspaces is continuously parameterized, i.e. naturally indexed by an interval from the real line, or more generally a region of R^D. Our main results show that if the dimension of the random projection is on the order of K times a geometrical constant that describes the complexity of the collection, then the match obtained from the compressed observation is nearly as good as one obtained from a full observation of the signal. We give multiple concrete examples of collections of subspaces for which this geometrical constant can be estimated, and discuss the relevance of the results to the general problems of template matching and source localization.

Subspace Learning From Bits by Yuejie Chi

This paper proposes a simple sensing and estimation framework to faithfully recover the principal subspace of high-dimensional datasets or data streams from a collection of one-bit measurements from distributed sensors based on comparing accumulated energy projections of their data samples of dimension n over pairs of randomly selected directions. By leveraging low-dimensional structures, the top eigenvectors of a properly designed surrogate matrix is shown to recover the principal subspace of rank $r$ as soon as the number of bit measurements exceeds the order of $nr^2 \log n$, which can be much smaller than the ambient dimension of the covariance matrix. The sample complexity to obtain reliable comparison outcomes is also obtained. Furthermore, we develop a low-complexity online algorithm to track the principal subspace that allows new bit measurements arrive sequentially. Numerical examples are provided to validate the proposed approach.

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