Tuesday, May 18, 2010

CS: Channel Estimation for Opportunistic Spectrum Access: Uniform and Random Sensing


The knowledge of channel statistics can be very helpful in making sound opportunistic spectrum access decisions. It is therefore desirable to be able to efficiently and accurately estimate channel statistics. In this paper we study the problem of optimally placing sensing times over a time window so as to get the best estimate on the parameters of an on-off renewal channel. We are particularly interested in a sparse sensing regime with a small number of samples relative to the time window size. Using Fisher information as a measure, we analytically derive the best and worst sensing sequences under a sparsity condition. We also present a way to derive the best/worst sequences without this condition using a dynamic programming approach. In both cases the worst turns out to be the uniform sensing sequence, where sensing times are evenly spaced within the window. With these results we argue that without a priori knowledge, a robust sensing strategy should be a randomized strategy. We then compare different random schemes using a family of distributions generated by the circular $\beta$ ensemble, and propose an adaptive sensing scheme to effectively track time-varying channel parameters. We further discuss the applicability of compressive sensing for this problem.
A related conference paper can be found here.

I note the following:

"For the reconstruction to be successful, two conditions need to be satisfied: the signal needs be sparse in some domain (i.e., the existence of a \psi such that a is sufficiently sparse), and the two matrices \phi and \psi need to be incoherent. Due to the binary property of the channel state sequence, it’s difficult to find a basis matrix \psi that has dense entities. As a result we have two very sparse matrices and they are highly coherent. For these reasons we have not found compressive sensing to have an advantage in our channel estimation problem....The time window is set to 4096 time units. Overall compressive sensing based estimation dose not compare favorably with uniform sensing and random sensing, due to the coherence problem between the two matrices. It remains an interesting problem to find a good basis matrix that can both sparsify x and at the same time be sufficiently incoherent with the measurement matrix."


If sparsity is an issue in the measurement matrix, what about using the sparse matrices of Indyk et al for \phi and and \psi be the identity ?




Credit: JAXA / ISAS, Hayabusa is coming home! Sighting the home world Hayabusa's star tracker shot this photo of the Earth-Moon system on May 12, 2010, within 13.5 million kilometers of its home world. The spacecraft is aimed for a June 13 return of its sample capsule to Earth. The star tracker is designed to photograph stars, so targets as bright as the Moon and Earth are overpoweringly bright. Neither body actually subtends more than one pixel; their apparent size results from their bright points of light spilling over into adjacent pixels. However, the star tracker successfully separates the light of the Moon and Earth, resolving them as distinct points of bright light.

Sunday, May 16, 2010

CS: The real lengthy post of the week: Courses, Diffusive EDOF, IMRT, CBCT, Coherent Imaging CS, Tensors Factorizations, Coresets and much more.



A day after this entry, the following listing of sites showed up on the first page of this weekly realtime Google search. Coincidence ? I think not. Hey Google, instead of paying me, I'll settle for increasing my Pagerank to 7.

Since power laws are a good proxy for sparsity, I liked reading this blog entry on power laws.

Jort Gemmeke sent me the following:

Hi Igor,

I didnt check properly if you mentioned this one on the blog yet:

http://www2.imm.dtu.dk/projects/sparse/

Seems nice provided there are no ash clouds ;)

Jort

This is a link to the Summer School on Sparse Representations and Sparse Coding and it will take place in Iceland. As of last week, we still had problems navigating between the U.S. and Europe because of this. In fact, this is still a problem within Europe. What's up with Summer school headed to far away places and islands ? I am thinking this is a ploy so that students cannot run away after the first class :)


Emil Sidky sent me the following:
... [This] reminds me to tell you that we have a paper on another application for CS-style image recon. in X-ray phase-contrast tomography in Optics Express (which offers free downloads):
http://www.opticsinfobase.org/oe/abstract.cfm?uri=oe-18-10-10404

It's an interesting application for CS, because the object function is an edge map which should be sparse in pixels. From the practical point of view, reducing the number of projections is interesting because data acquisition is time consuming and the repeated projections can damage biological samples. The imaging application itself is cool, because it uses a coherent X-ray beam at the advanced photon source (APS) at Argonne national lab.

Best regards,
Emil

The paper is Image reconstruction exploiting object sparsity in boundary-enhanced X-ray phase-contrast tomography by Emil Y. Sidky, Mark A. Anastasio, and Xiaochuan Pan. The abstract reads:
Propagation-based X-ray phase-contrast tomography (PCT) seeks to reconstruct information regarding the complex-valued refractive index distribution of an object. In many applications, a boundary-enhanced image is sought that reveals the locations of discontinuities in the real-valued component of the refractive index distribution. We investigate two iterative algorithms for few-view image reconstruction in boundary-enhanced PCT that exploit the fact that a boundary-enhanced PCT image, or its gradient, is often sparse. In order to exploit object sparseness, the reconstruction algorithms seek to minimize the ℓ1-norm or TV-norm of the image, subject to data consistency constraints. We demonstrate that the algorithms can reconstruct accurate boundary-enhanced images from highly incomplete few-view projection data.


Thanks Emil.

muuhhh, compressive sensing with coherent photons..... I can't talk about it for the moment.


But let's focus on what is already out there. See one of the fascinating element of compressed sensing is the deeper connection between the theoretical aspect of things as featured for instance in the presentations going on at this workshop in Paris and the fact that actual hardware is being built and fulfills by default some of the conditions for random mixing. By just looking at how the mixing is taking place, you have the comforting knowledge that, even if the traditional methods for recovering solutions were to fail, the whole arm race that has taken place in the reconstruction solvers for compressed sensing will help you and will provide you a resolution for a sparse solution. I mentioned recently the Reinterpretable Imager: Towards Variable Post-Capture Space, Angle and Time Resolution in Photography by Amit Agrawal, Ashok Veeraraghavan and Ramesh Raskar, today we have another fantastic hardware that seems to have taken its cue from the Random Lens Imager, it's the Diffuser aided Extended Depth of Field Camera from Columbia. The project page is here. The paper presenting it is: Diffusion Coded Photography for Extended Depth of Field by Oliver Cossairt, Changyin Zhou and Shree Nayar. The abstract reads:
In recent years, several cameras have been introduced which extend depth of field (DOF) by producing a depth-invariant point spread function (PSF). These cameras extend DOF by deblurring a captured image with a single spatially-invariant PSF. For these cameras, the quality of recovered images depends both on the magnitude of the PSF spectrum (MTF) of the camera, and the similarity between PSFs at different depths. While researchers have compared the MTFs of different extended DOF cameras, relatively little attention has been paid to evaluating their depth invariances. In this paper, we compare the depth invariance of several cameras, and introduce a new diffusion coding camera that achieves near identical performance to a focal sweep camera, but without the need for moving parts. Our technique utilizes a novel optical element placed in the pupil plane of an imaging system. Whereas previous approaches use optical elements characterized by their amplitude or phase profile, our approach utilizes one whose behavior is characterized by its scattering properties. Such an element is commonly referred to as an optical diffuser, and thus we refer to our new approach as diffusion coding. We show that diffusion coding can be analyzed in a simple and intuitive way by modeling the effect of a diffuser as a kernel in light field space. We provide detailed analysis of diffusion coded cameras and show results from an implementation using a custom designed diffuser.
Wow. just wow. No need to invoke sparsity. I am pretty sure I'll come back to it eventually. Let us note in the meantime that the kinoform diffuser used in this paper can also be used in X-ray work, yes, the same photons used in the Advanced Photon Source (APS) at Argonne. And yes, you guessed it right, we ought to be looking at those random diffuser for particle detectors in general.

In other news, we have:

A presentation by Laurent Jacques on "Dequantizing Compressed Sensing: When Oversampling and Non-Gaussian Constraints Combine".

Sparse Multipath Channel Estimation Using Compressive Sampling Matching Pursuit Algorithm by Guan Gui, Qun Wan, Wei Peng, Fumiyuki Adachi. The abstract reads:

Wideband wireless channel is a time dispersive channel and becomes strongly frequency-selective. However, in most cases, the channel is composed of a few dominant taps and a large part of taps is approximately zero or zero. To exploit the sparsity of multi-path channel (MPC), two methods have been proposed. They are, namely, greedy algorithm and convex program. Greedy algorithm is easy to be implemented but not stable; on the other hand, the convex program method is stable but difficult to be implemented as practical channel estimation problems. In this paper, we introduce a novel channel estimation strategy using compressive sampling matching pursuit (CoSaMP) algorithm which was proposed in [1]. This algorithm will combine the greedy algorithm with the convex program method. The effectiveness of the proposed algorithm will be confirmed through comparisons with the existing methods.

Sparse Recovery with Orthogonal Matching Pursuit under RIP by Tong Zhang. The abstract reads:
This paper presents a new analysis for the orthogonal matching pursuit (OMP) algorithm. It is shown that if the restricted isometry property (RIP) is satisfied at sparsity level $O(\bar{k})$, then OMP can recover a $\bar{k}$-sparse signal in 2-norm. For compressed sensing applications, this result implies that in order to uniformly recover a $\bar{k}$-sparse signal in $\Real^d$, only $O(\bar{k} \ln d)$ random projections are needed. This analysis improves earlier results on OMP that depend on stronger conditions such as mutual incoherence that can only be satisfied with $\Omega(\bar{k}^2 \ln d)$ random projections.

This is the end of the semester for most universities. Several classes featured Compressed Sensing one way or another, here is a list of courses thus far:


Some folks graduated, Rayan Saab's thesis is out. It is entitled: Compressed sensing : decoding and quantization. The abstract reads:
Recently, great strides in sparse approximation theory and its application have been made. Many of these developments were spurred by the emerging area of compressed sensing. Compressed sensing is a signal acquisition paradigm that entails recovering estimates of sparse and compressible signals from n linear measurements, many fewer than the signal ambient dimension N. In general, these measurements are assumed to be imperfect. For example, they may be noisy or quantized (or both). Thus, the associated sparse recovery problem requires the existence of stable and robust “decoders” to reconstruct the signal. In this thesis, we first address the theoretical properties of ∆p, a class of compressed sensing decoders that rely on ℓp minimization with p element of (0, 1). In particular, we extend the known results regarding the decoder ∆₁, based on ℓ₁ minimization, to ∆p with p element of (0, 1). Our results are two-fold. We show that under sufficient conditions that are weaker than the analogous sufficient conditions for ∆₁, the decoders ∆p are robust to noise and stable. In particular, they are (2, p) instance optimal. We also show that, like ∆₁, the decoders ∆p are (2, 2) instance optimal in probability provided the measurement matrix is drawn from an appropriate distribution. Second, we address quantization of compressed sensing measurements. Typically, the most commonly assumed approach (called PCM) entails quantizing each measurement independently, using a quantization alphabet with step-size d. Subsequently, by using a stable and robust decoder one can guarantee that the estimate produced by the decoder is within O(d) of the signal. As a more effective alternative, we propose using sigma-delta schemes to quantize compressed sensing measurements of a k-sparse signal. We show that there is an associated two-stage recovery method which guarantees a reduction of the approximation error by a factor of (n/k){α(r−¹/²)}, for any α less than 1 if n greater than k(log N)¹{¹−α)} (with high probability on the initial draw of the measurement matrix). In particular, the first recovery stage employs a stable decoder to estimate the support of the signal, while the second stage employs Sobolev dual frames to approximate the signal.

Linear prediction of speech based on 1-norm minimization has already proved to be an interesting alternative to 2-norm minimization. In particular, choosing the 1-norm as a convex relaxation of the 0-norm, the corresponding linear prediction model offers a sparser residual better suited for coding applications. In this paper, we propose a new speech modeling technique based on reweighted 1-norm minimization. The purpose of the reweighted scheme is to overcome the mismatch between 0-norm minimization and 1-norm minimization while keeping the problem solvable with convex estimation tools. Experimental results prove the effectiveness of the reweighted 1-norm minimization, offering better coding properties compared to 1-norm minimization.

Nonparametric Bayesian Dictionary Learning for Analysis of Noisy and Incomplete Images by Mingyuan Zhou, Haojun Chen, John Paisley, Lu Ren, Lingbo Li, Zhengming Xing, David Dunson, Guillermo Sapiro, and Lawrence Carin. The abstract reads:
We present a nonparametric Bayesian model for completing low-rank, positive semidefinite matrices. Given an N × N matrix with underlying rank r, and noisy measured values and missing values with a symmetric pattern, the proposed Bayesian hierarchical model nonparametrically uncovers the underlying rank from all positive semidefinite matrices, and completes the matrix by approximating the missing values. We analytically derive all posterior distributions for the fully conjugate model hierarchy and discuss variational Bayes and MCMC Gibbs sampling for inference, as well as an efficient measurement selection procedure. We present results on a toy problem, and a music recommendation problem, where we complete the kernel matrix of 2,250 pieces of music.
The poster is here.

Undersampling the k-space is an efficient way to speed up the magnetic resonance imaging (MRI). Recently emerged compressed sensing MRI shows promising results. However, most of them only enforce the sparsity of images in single transform, e.g. total variation, wavelet, etc. In this paper, based on the principle of basis pursuit, we propose a new framework to combine sparsifying transforms in compressed sensing MRI. Each transform can efficiently represent specific feature that the other can not. This framework is implemented via the state-of-art smoothed ℓ0 norm in overcomplete sparse decomposition. Simulation results demonstrate that the proposed method can improve image quality when comparing to single sparsifying transform.
The poster is here.

Iterative thresholding compressed sensing MRI based on contourlet transform by Xiaobo Qu, Weiru Zhang, Di Guo, Congbo Cai, Shuhui Cai, Zhong Chen. The abstract reads:
Reducing the acquisition time is important for clinical magnetic resonance imaging (MRI). Compressed sensing has recently emerged as a theoretical foundation for the reconstruction of magnetic resonance (MR) images from undersampled k-space measurements, assuming those images are sparse in a certain transform domain. However, most real-world signals are compressible rather than exactly sparse. For example, the commonly used 2D wavelet for compressed sensing MRI (CS-MRI) does not sparsely represent curves and edges. In this paper, we introduce a geometric image transform, the contourlet, to overcome this shortage. In addition, the improved redundancy provided by the contourlet can successfully suppress the pseudo-Gibbs phenomenon, a tiresome artifact produced by undersampling of k-space, around the singularities of images. For numerical calculation, a simple but effective iterative thresholding algorithm is employed to solve 1 l norm optimization for CS-MRI. Considering the recovered information and image features, we introduce three objective criteria, which are the peak signal-to-noise ratio (PSNR), mutual information (MI) and transferred edge information (TEI), to evaluate the performance of different image transforms. Simulation results demonstrate that contourlet-based CS-MRI can better reconstruct the curves and edges than traditional wavelet-based methods, especially at low k-space sampling rate.

Combined sparsifying transforms for compressed sensing MRI by Xiaobo Qu, X. Cao, Di Guo, C. Hu and Zhong Chen. The abstract reads:
In traditional compressed sensing MRI methods, single sparsifying transform limits the reconstruction quality because it cannot sparsely represent all types of image features. Based on the principle of basis pursuit, a method that combines sparsifying transforms to improve the sparsity of images is proposed. Simulation results demonstrate that the proposed method can well recover different types of image features and can be easily associated with total variation. Introduction: Recently emerged compressed sensing (CS) [1,2] provides a firm foundation to reconstruct signal from incomplete measurements assuming signal can be sparsely represented by certain transform. CS is first applied in MRI in [3] and the result is very impressive. Sparsity of images limits the quality of reconstructed image for compressing sensing MRI (CS-MRI) [1,2,3]. Traditional 2D wavelet was employed to sparsify magnetic resonance (MR) images [3]. Wavelet is good at sparsely representing point-like features but fails in sparsely representing the curve-like features. New tailored geometric transforms like curvelet [4] and contourlet [5,6] can be used to sparsely represent curves. But neither of them is good at representing point-like image features. So far, how to exploit multiple geometric transforms to improve the sparsity of MR images for CS reconstruction has not been discussed. This paper will present a new method to combine these transforms for CS-MRI and
improve quality of reconstructed image.

Compressed sensing with coherent and redundant dictionaries by Emmanuel Candès, Yonina Eldar and Deanna Needell and Yi Ma. The abstract reads:
This article presents novel results concerning the recovery of signals from undersampled data in the common situation where such signals are not sparse in an orthonormal basis or incoherent dictionary, but in a truly redundant dictionary. This work thus bridges a gap in the literature and shows not only that compressed sensing is viable in this context, but also that accurate recovery is possible via an l_1-analysis optimization problem. We introduce a condition on the measurement/sensing matrix, which is a natural generalization of the now well-known restricted isometry property, and which guarantees accurate recovery of signals that are nearly sparse in (possibly) highly overcomplete and coherent dictionaries. This condition imposes no incoherence
restriction on the dictionary and our results may be the first of this kind. We discuss practical examples and the implications of our results on those applications, and complement our study by demonstrating the potential of l_1-analysis for such problems.

I just noticed the IPAM workshop on Mathematical Problems, Models and Methods in Biomedical Imaging that took place on February 8 - 12, 2010. The program is here. One of the authors Lei Xing has several interesting papers that include:

Search for IMRT inverse plans with piecewise constant fluence maps using compressed sensing techniques by Zhu L, and Lei Xing. The abstract reads:
An intensity-modulated radiation therapy (IMRT) field is composed of a series of segmented beams. It is practically important to reduce the number of segments while maintaining the conformality of the final dose distribution. In this article, the authors quantify the complexity of an IMRT fluence map by introducing the concept of sparsity of fluence maps and formulate the inverse planning problem into a framework of compressing sensing. In this approach, the treatment planning is modeled as a multiobjective optimization problem, with one objective on the dose performance and the other on the sparsity of the resultant fluence maps. A Pareto frontier is calculated, and the achieved dose distributions associated with the Pareto efficient points are evaluated using clinical acceptance criteria. The clinically acceptable dose distribution with the smallest number of segments is chosen as the final solution. The method is demonstrated in the application of fixed-gantry IMRT on a prostate patient. The result shows that the total number of segments is greatly reduced while a satisfactory dose distribution is still achieved. With the focus on the sparsity of the optimal solution, the proposed method is distinct from the existing beamlet- or segment-based optimization algorithms.

Iterative image reconstruction for CBCT using edge-preserving prior
by Wang J, Li T, Lei Xing The abstract reads:
On-board cone-beam computed tomography (CBCT) is a new imaging technique for radiation therapy guidance, which provides volumetric information of a patient at treatment position. CBCT improves the setup accuracy and may be used for dose reconstruction. However, there is great concern that the repeated use of CBCT during a treatment course delivers too much of an extra dose to the patient. To reduce the CBCT dose, one needs to lower the total mAs of the x-ray tube current, which usually leads to reduced image quality. Our goal of this work is to develop an effective method that enables one to achieve a clinically acceptable CBCT image with as low as possible mAs without compromising quality. An iterative image reconstruction algorithm based on a penalized weighted least-squares (PWLS) principle was developed for this purpose. To preserve edges in the reconstructed images, we designed an anisotropic penalty term of a quadratic form. The algorithm was evaluated with a CT quality assurance phantom and an anthropomorphic head phantom. Compared with conventional isotropic penalty, the PWLS image reconstruction algorithm with anisotropic penalty shows better resolution preservation.


The problem of incomplete data - i.e., data with missing or unknown values - in multi-way arrays is ubiquitous in biomedical signal processing, network traffic analysis, bibliometrics, social network analysis, chemometrics, computer vision, communication networks, etc. We consider the problem of how to factorize data sets with missing values with the goal of capturing the underlying latent structure of the data and possibly reconstructing missing values (i.e., tensor completion). We focus on one of the most well-known tensor factorizations that captures multi-linear structure, CANDECOMP/PARAFAC (CP). In the presence of missing data, CP can be formulated as a weighted least squares problem that models only the known entries. We develop an algorithm called CP-WOPT (CP Weighted OPTimization) that uses a first-order optimization approach to solve the weighted least squares problem. Based on extensive numerical experiments, our algorithm is shown to successfully factorize tensors with noise and up to 99% missing data. A unique aspect of our approach is that it scales to sparse large-scale data, e.g., 1000 x 1000 x 1000 with five million known entries (0.5% dense). We further demonstrate the usefulness of CP-WOPT on two real-world applications: a novel EEG (electroencephalogram) application where missing data is frequently encountered due to disconnections of electrodes and the problem of modeling computer network traffic where data may be absent due to the expense of the data collection process.
Ultrahigh dimensional variable selection for Cox's proportional hazards model by Jianqing Fan, Yang Feng, Yichao Wu. The abstract reads:
Variable selection in high dimensional space has challenged many contemporary statistical problems from many frontiers of scientific disciplines. Recent technology advance has made it possible to collect a huge amount of covariate information such as microarray, proteomic and SNP data via bioimaging technology while observing survival information on patients in clinical studies. Thus, the same challenge applies to the survival analysis in order to understand the association between genomics information and clinical information about the survival time. In this work, we extend the sure screening procedure Fan and Lv (2008) to Cox's proportional hazards model with an iterative version available. Numerical simulation studies have shown encouraging performance of the proposed method in comparison with other techniques such as LASSO. This demonstrates the utility and versatility of the iterative sure independent screening scheme.
and Sure Independence Screening for Ultra-High Dimensional Feature Space by Jianqing Fan, Jinchi Lv. The abstract reads:
Variable selection plays an important role in high dimensional statistical modeling which nowadays appears in many areas of scientific discoveries. With large scale or dimensionality p, computational cost and estimation accuracy are two top concerns for any statistical procedure. In a recent paper, Candes and Tao (2007) propose a minimum `1 estimator, the Dantzig selector, and show that it mimics the ideal risk within a factor of log p. Their innovative procedure and remarkable result are challenged when the dimensionality is ultra high. The factor log p can be large and their uniform uncertainty principle can fail. Motivated by those concerns, we introduce the concept of sure screening and propose a sure screening method Sure Independence Screening (SIS) to reduce dimensionality from high to a relatively large scale d that is below sample size. In a fairly general asymptotic framework, SIS is shown to have the sure screening property for even exponentially growing dimension. As a methodological extension, an iterate SIS (ISIS) is also proposed to enhance the finite sample performance. With high dimension reduced accurately to below sample size, variable selection can be accomplished by some refined lower dimensional method such as the SCAD, Dantzig selector, Lasso, or adaptive Lasso.
In the same vein here is this presentation on the same subject: ISIS: A two-scale framework to sparse inference by Jianqing Fan.

What's a coreset you ask, well wikipedia has an answer for that, which makes this paper all the more interesting: Coresets and Sketches for High Dimensional Subspace Approximation Problems by Dan Feldman, Morteza Monemizadeh, Christian Sohler, David P. Woodruff. The abstract reads:

We consider the problem of approximating a set P of n points in Rd by a j-dimensional subspace under the `p measure, in which we wish to minimize the sum of `p distances from each point of P to this subspace. More generally, the Fq(`p)-subspace approximation problem asks for a j-subspace that minimizes the sum of qth powers of `p-distances to this subspace, up to a multiplicative factor of (1 + ). We develop techniques for subspace approximation, regression, and matrix approximation that can be used to deal with massive data sets in high dimensional spaces. In particular, we develop coresets and sketches, i.e. small space representations that approximate the input point set P with respect to the subspace approximation problem. Our results are:

A dimensionality reduction method that can be applied to Fq(`p)-clustering and shape fitting problems, such as those in [8, 15].

The first strong coreset for F1(`2)-subspace approximation in high-dimensional spaces, i.e. of size polynomial in the dimension of the space. This coreset approximates the distances to any j-subspace (not just the optimal one).

A (1 + )-approximation algorithm for the j-dimensional F1(`2)-subspace approximation problem with running time nd(j= )O(1) + (n + d)2poly(j= ).

A streaming algorithm that maintains a coreset for the F1(`2)-subspace approximation problem and uses a space of d 2plogn 2 !poly(j) (weighted) input points. Streaming algorithms for the above problems with bounded precision in the turnstile model, i.e, when coordinates appear in an arbitrary order and undergo multiple updates. We show that bounded precision can lead to further improvements. We extend results of [7] for approximate linear regression, distances to subspace approximation, and optimal rank-j approximation, to error measures other than the Frobenius norm.


I think I also mentioned the following papers before. They hide behind a paywall: Compressed-sensing Photoacoustic Imaging based on random optical illumination by Dong Liang, Hao F. Zhang and Leslie Ying. The abstract reads:
Limited-view acquisition suffers from artefacts and loss of resolution for reconstruction-based Photoacoustic Imaging (PAI). In this paper, a completely new acquisition and reconstruction scheme is reported to achieve artefact-free imaging from limited-view acquisition. The method employs spatially and temporally varying random optical illumination instead of the uniform illumination used in conventional PAI methods. Compressed Sensing (CS) is also used to reduce the number of random illuminations for fast data acquisition speed. Numerical simulations demonstrated that images can be recovered from acquisitions with as few as two transducer view angles. This novel scheme can potentially eliminate both the mechanical scanning of single-element ultrasonic transducer and the expensive ultrasonic array transducer

Compressed sensing in photoacoustic tomography in vivo. by Guo Z, Li C, Song L, Wang LV. The abstract reads:
The data acquisition speed in photoacoustic computed tomography (PACT) is limited by the laser repetition rate and the number of parallel ultrasound detecting channels. Reconstructing an image with fewer measurements can effectively accelerate the data acquisition and reduce the system cost. We adapt compressed sensing (CS) for the reconstruction in PACT. CS-based PACT is implemented as a nonlinear conjugate gradient descent algorithm and tested with both phantom and in vivo experiments.

Saturday, May 15, 2010

CS: Upcoming Parisian Workshops related to Compressed Sensing and a blog


From the most abstract to the more applied:


I also stumbled upon the interesting blog of Djalil Chafai entitled: Libres pensées d’un mathématicien ordinaire. I just added it to the list of blog on the right column of this blog.

Credit: Djalil Chafai's blog. This entry in particular.

Friday, May 14, 2010

CS: Benchmarks and Around the blog in 80 hours


The other day, I had a good discussion with Pedro on the underlying mechanics of the Caritags:) application and I now have a better technical understanding what it entails to provide a benchmark-like capability on the cloud like the one set up by the Mathworks for the Matlab programming contest. I say this because of the comments in the last entry and that, yes, we ought to do something about benchmarks. From the comments:

Vlad (Tony Vladusich) first wrote the following:
Hi Igor,

I also ran the algorithm against mine for comparison. My code seemed slightly faster but performed worse. So finally we have a CS algorithm that defeats Laplace's equation!

Vladirator10:

results: 26853807
time: 99.8700


solver_BCS_SPL:

results: 24931826
time: 112.6600

Eric Trammel then responded with:
A note about the interpolation algorithms:

For a given number of measurements (query limit), and under a strict time limit, interpolation seems like a very good approach. However, when decoding time becomes non-mission critical, and instead the focus is the quality of recovery, I think more sophisticated CS algorithms can provide more accurate results (given enough time, that is).

With more time/iterations, the CS algorithm should be able to tease more information out of those measurements than a simple interpolation. I know for Sungkwang's code (and Roberts), in order to get under the time limit, the algorithm had to be severely handicapped.

The Vlad then wrote:
Igor,

Is there any benchmark database in the CS literature against which to test algorithms? If not, establishing such a database would seem a reasonable step in standardizing performance estimates. My primary interest was from a biological/computer vision perspective: how do CS methods compare to conventional reconstruction algorithms for under-sampled images (m samples much less than n pixels)? In the human retina, for instance, photoreceptor density varies dramatically with eccentricity and there are 'holes' without any receptors at all. Yet our brains manage to fill-in these gaps, by means of some form of interpolation scheme. As the visual cortex is known to contain a wavelet-like representation of the visual field, the application of CS methods to this problem might seem reasonable at first glance. Aside from reconstruction fidelity, however, a serious constraint for real-time vision systems is processing speed. Solving an iterative L1 optimization problem might therefore prove to be prohibitively slow. More generally, the idea that the brain solves optimization problems in real-time seems a little unrealistic, at least with our current knowledge of brain function.

To which Eric responded with:
Vlad,

Right now I'm sitting on the code to auto generate new test-sets from image databases in the same manner as was used for the MathWorks contest. I just haven't figured out what to do with it yet, but I do have some ideas for setting up a system to handle future submissions in kind of the same manner.

Currently, there are no "standards" for CS on images, unless you count the standard image processing ones (lenna, barbara, cameraman...).

Other entries on the subject that might be of interest to this discussion include:
If you have an idea about what should be done, leave a comment at the end of this entry and let's try to build something that'll last without spending too much time on it.


As an echo to a previous entry on this blog, Bob Sturm wrote the following entry: Paper of the Day (Po'D): Probabilistic Matching Pursuit Edition. I like his style.

Other blog entries include:

Gonzalo Vazquez-Vilar wrote about Cognitive radio evolution.

and then there is:

Credit: Courtesy of SDO (NASA) and the [AIA, EVE, and/or AIA] consortium., The Sun today.

Thursday, May 13, 2010

CS: Matlab contest redux and a slew of papers, thesis, presentations, blog entries, fellowship and a job

After the disappointing results in the Matlab Programming Contest, Sungkwang Mun just sent me the following (the contest is already over):
Hello, Igor.

I know the contest ended already, but I would like to let you know CS can be close( not that close now, but) to the adaptive measuring method. This is the solver that I used for solving the problem. Block type CS and result is fairly good for the contest image. I attached the code which is originally from BCS-SPL ( http://www.ece.msstate.edu/~fowler/Publications/SourceCode/bcs-spl-1.2-1.tar.gz ) .

Thank you and I always appreciate your helpful informative CS website.
I mentioned that since the contest was over I was a little surprised he could get any results since the original test suite of the contest did not seem available ( I seem to be wrong on that one), Sungkwang then replied:
Actually, I didn't get the chance to submit the code because I found it too late. For the comparison, I ran the contest file on the same image set using three of Hannes's adaptive measuring method, Robert's Wavelet iterative hard threshold Method, and BCS-SPL. Time and the sum of absolute difference (SAD) generated from grade function in contest files is compared.

#Hannes Naude's method
results: 19,555,844
time: 43.3995

#Robert's Wavelet
results: 36,899,413
time: 98.0466

#BCS-SPL
results: 24,931,826
time: 95.1918

The method we use here is block by block sampling as Robert does so that we can build random (0,1) matrix in explicit way, but the difference is the block size is various from 3~8 depending on the limit of queries or the number of measurement in CS terms. Also Wiener filter is applied on entire image to remove the blocky artifacts during recovering. If you would like to run the program, here I attached the programs. Testsuite.mat is original image set, and Testsuite2.mat is Lenna, Barbara, and Goldhill images sampled at 0.1 subrate. (M/N: M: number of measurements, N: 512*512 number of pixels)
The files can be downloaded from here. It looks like it is a faster than the Vladirator but it does not do very well compared to Nicholas Howe's Interpol simple algorithm. Thanks Sungkwang.

In the previous long entry, I mentioned the following paper: Multichannel Sampling of Pulse Streams at the Rate of Innovation by Kfir Gedalyahu, Ronen Tur, Yonina Eldar. It turns out some of the authors are not reading the blog everyday. I like their summary though:

Dear Igor,

We would like to draw your attention to our new paper with Prof. Yonina Eldar entitled: "Multichannel Sampling of Pulse Streams at the Rate of Innovation" http://arxiv.org/abs/1004.5070

The main contribution of the paper is to provide an efficient and stable sampling scheme for streams of pulses. While this problem was addressed in various papers in the FRI literature, either the sampling rate was above the rate of innovation, or the pulse shape was limited to diracs only. Furthermore, previous methods did not allow for stable recovery with high rates of innovations. In our paper we provide a scheme which operates at the rate of innovation, and guarantees recovery even at high rates of innovation.
In addition, we put emphasis on the practical implementation of our scheme. Some of the previous approaches require special design of non-standard analog filters. Our approach is based on standard hardware blocks: rectangular pulse generators, mixers, practical LPFs and integrators. Moreover, we show that the hardware prototype of the modulated wideband converter
which was mentioned in your blog (December 29, 2009), can be used here also with certain modifications.

This paper joins another two recent papers by us, dealing with low rate schemes for time delay estimation problems: "Low Rate Sampling of Pulse Streams with Application to Ultrasound Imaging" http://arxiv.org/abs/1003.2822
and
"Time Delay Estimation from Low Rate Samples: A Union of Subspaces Approach" http://arxiv.org/abs/0905.2429

regards,
Kfir and Ronen
Thanks Kfir and Ronen.

Bob Sturm wrote in his blog:




Ashwin Wagadarikar
's thesis is out: Compressive Spectral and Coherence Imaging. The abstract reads:
This dissertation describes two computational sensors that were used to demonstrate applications of generalized sampling of the optical field. The first sensor was an incoherent imaging system designed for compressive measurement of the power spectral density in the scene (spectral imaging). The other sensor was an interferometer used to compressively measure the mutual intensity of the optical field (coherence imaging) for imaging through turbulence. Each sensor made anisomorphic measurements of the optical signal of interest and digital post-processing of these measurements was required to recover the signal. The optical hardware and post-processing software were co-designed to permit acquisition of the signal of interest with sub-Nyquist rate sampling, given the prior information that the signal is sparse or compressible in some basis.

Compressive spectral imaging was achieved by a coded aperture snapshot spectral imager (CASSI), which used a coded aperture and a dispersive element to modulate the optical field and capture a 2D projection of the 3D spectral image of the scene in a snapshot. Prior information of the scene, such as piecewise smoothness of objects in the scene, could be enforced by numerical estimation algorithms to recover an estimate of the spectral image from the snapshot measurement.

Hypothesizing that turbulence between the scene and CASSI would introduce spectral diversity of the point spread function, CASSI's snapshot spectral imaging capability could be used to image objects in the scene through the turbulence. However, no turbulence-induced spectral diversity of the point spread function was observed experimentally. Thus, coherence functions, which are multi-dimensional functions that completely determine optical fields observed by intensity detectors, were considered. These functions have previously been used to image through turbulence after extensive and time-consuming sampling of such functions. Thus, compressive coherence imaging was attempted as an alternative means of imaging through turbulence.

Compressive coherence imaging was demonstrated by using a rotational shear interferometer to measure just a 2D subset of the 4D mutual intensity, a coherence function that captures the optical field correlation between all the pairs of points in the aperture. By imposing a sparsity constraint on the possible distribution of objects in the scene, both the object distribution and the isoplanatic phase distortion induced by the turbulence could be estimated with the small number of measurements made by the interferometer.
Arxiv produced a new set of interesting papers:


Compressive Wideband Spectrum Sensing for Fixed Frequency Spectrum Allocation by Yipeng Liu, Qun Wan. The abstract:
Too high sampling rate is the bottleneck to wideband spectrum sensing for cognitive radio (CR). As the survey shows that the sensed signal has a sparse representation in frequency domain in the mass, compressed sensing (CS) can be used to transfer the sampling burden to the digital signal processor. An analog to information converter (AIC) can randomly sample the received signal with sub-Nyquist rate to obtained the random measurements. Considering that the static frequency spectrum allocation of primary radios means the bounds between different primary radios is known in advance, here we incorporate information of the spectrum boundaries between different primary user as a priori information to obtain a mixed l2/l1 norm denoising operator (MNDO). In the MNDO, the estimated power spectrum density (PSD) vector is divided into block sections with bounds corresponding different allocated primary radios. Different from previous standard l1-norm constraint on the whole PSD vector, a sum of the l2 norm of each section of the PSD vector is minimized to encourage the local grouping distribution while the sparse distribution in mass, while a relaxed constraint is used to improve the denoising performance. Simulation demonstrates that the proposed method outperforms standard sparse spectrum estimation in accuracy, denoising ability, etc.
Robust Compressive Wideband Spectrum Sensing with Sampling Distortion by Yipeng Liu, Qun Wan. The abstract reads:
Too high sampling rate is the bottleneck to wideband spectrum sensing for cognitive radio (CR). As the survey shows that the sensed signal has a sparse representation in frequency domain, compressed sensing (CS) can be used to transfer the sampling burden to the digital signal processor. But the standard sparse signal recovery ways do not consider the distortion in the analogue to information converter (AIC) which randomly samples the received signal with sub-Nyquist rate. In practice various non-ideal physical effects would lead to distortion in AIC. Here we model the sampling distortion as a bounded additive noise. An anti-sampling-distortion constraint (ASDC) in the form of a mixed \ell 2 and \ell 1 norm is deduced from the sparse signal model with bounded sampling error. And the sparse constraint is in the form of minimization of the \ell 1 norm of the estimated signal. Then we combine the sparse constraint with the ASDC to get a novel robust sparse signal recovery operator with sampling distortion. Numerical simulations demonstrate that the proposed method outperforms standard sparse wideband spectrum sensing in accuracy, denoising ability, etc.

Sparse Support Recovery with Phase-Only Measurements by Yipeng Liu, Qun Wan. The abstract reads:
Sparse support recovery (SSR) is an important part of the compressive sensing (CS). Most of the current SSR methods are with the full information measurements. But in practice the amplitude part of the measurements may be seriously destroyed. The corrupted measurements mismatch the current SSR algorithms, which leads to serious performance degeneration. This paper considers the problem of SSR with only phase information. In the proposed method, the minimization of the l1 norm of the estimated sparse signal enforces sparse distribution, while a nonzero constraint of the uncorrupted random measurements' amplitudes with respect to the reconstructed sparse signal is introduced. Because it only requires the phase components of the measurements in the constraint, it can avoid the performance deterioration by corrupted amplitude components. Simulations demonstrate that the proposed phase-only SSR is superior in the support reconstruction accuracy when the amplitude components of the measurements are contaminated.

Super-resolution single-beam imaging via compressive sampling by Wenlin Gong, Shensheng Han. The abstract reads:
Based on compressive sampling techniques and short exposure imaging, super-resolution imaging with thermal light is experimentally demonstrated exploiting the sparse prior property of images for standard conventional imaging system. Differences between super-resolution imaging demonstrated in this letter and super-resolution ghost imaging via compressive sampling (arXiv. Quant-ph/0911.4750v1 (2009)), and methods to further improve the imaging quality are also discussed.

While lurking around, I found several presentations of interest:

* Sublinear Compressive Sensing (CS) and Support Weight Enumerators of Codes: A Matroid Theory Approach by Olgica Milenkovic (Joint work with Wei Dai and Hoa Vinh Pham)

* Pascal O. Vontobel has two presentations of interest:

* There was a workshop on Linear Programming and Message-Passing Approaches to High-Density Parity-Check Codes and High-Density Graphical Models in Tel Aviv University, Israel on March 1 - 2, 2010. Here is a list of presentations made there:
Ilya Poltorak, Dror Baron, and Deanna Needell
Hybrid dense/sparse matrices in compressed sensing reconstruction [ppt]

David Burshtein
Iterative approximate linear programming decoding of LDPC codes with linear complexity [pdf]

Michael Chertkov
On dense graphical models and their potential for coding (tutorial) [pdf]

Alex Dimakis, R. Smarandache, and Pascal O. Vontobel
A connection between compressed sensing and binary linear channel codes [ppt]

Jacob Goldberger and Amir Leshem
A MIMO detector based on Gaussian tree approximation of a fully connected graph [pdf]

Warren J. Gross
Stochastic decoding of LDPC codes over GF(q) [pdf]

Nissim Halabi and Guy Even
LP decoding of regular LDPC codes in memoryless channels [pdf]

Joakim G. Knudsen, Constanza Riera, Lars Eirik Danielsen, Matthew G. Parker, and Eirik Rosnes
On iterative decoding of HDPC codes using weight-bounding graph operations [pdf]

Marcel Bimberg, Emil Matus, Michael Lentmaier, Gerhard Fettweis
Soft-decision decoding of Reed-Solomon codes with binary and non-binary belief propagation [pdf]

Amir Leshem and Jacob Goldberger
Solving integer least squares problems using reconstruction from projections and redundant information [pdf]

Talya Meltzer, David Sontag, Amir Globerson, Tommi Jaakkola, and Yair Weiss
Tightening LP relaxations for MAP using message passing [ppt]

Thorsten Hehn, Stefan Laendner, Olgica Milenkovic, and Johannes Huber
High-density error-correction via automorphism group decoding [pdf]

Andrea Montanari and Elchanan Mossel
Smooth compression and nonlinear sparse-graph codes [pdf]

Samuel Ouzan and Yair Be'ery
Moderate-density parity-check codes [pdf]

Ori Shental and Naom Shental
Belief propagation for sparse signal reconstruction [pdf]

Jens Zumbrägel, Mark F. Flanagan, Vitaly Skachek
On the pseudocodeword redundancy [pdf]

Stefan Ruzika, Akin Tanatmis, Horst W. Hamacher, Norbert Wehn, Frank Kienle, and Mayur Punekar
Numerical comparison of IP formulations in ML decoding and minimum distance calculation [pdf]

Pascal O. Vontobel
Linear programming and message-passing approaches to parity-check codes and graphical models: successes and challenges (tutorial) [pdf]

Tadashi Wadayama
Concave penalty method for improving interior point LP decoding [pdf]

Alex Yufit, Asi Lifshitz, and Yair Be'ery
Near-ML linear programming decoding of HDPC codes [pdf]
With regards to employment and fellowship, I found the following:

* A BITS – HP LABS INDIA PhD FELLOWSHIP for Research related to Information Technologies features compressed sensing as one of the subject supporting the fellowship. More information can be found here.

and

* A faculty position:

Faculty Position in Optimization and Applications at U. of Wisconsin-Madison

The Wisconsin Institute for Discovery (WID) at the University of Wisconsin-Madison (www.discovery.wisc.edu) invites applications for faculty openings in Optimization and its Applications. The WID optimization theme aims to develop and apply optimization technology to systems-level problems emerging in science and engineering applications in an interdisciplinary, integrative, and collaborative fashion.
Collaborations with biology and medical researchers will be a focus. Our interests encompass (but are not limited to): (i) Development of core optimization technology and large scale computational methodology;
(ii) Planning techniques for medical treatment that exploit unfolding understanding of the physical system; (iii) Applications of simulation and stochastic optimization techniques; (iv) Use of optimization and statistical methods to understand and predict systems phenomena, even when competition exists between entities; (v) Sparse optimization and image reconstruction leveraging compressed sensing frameworks, optimization algorithms, and powerful computational platforms.

Opportunities are available at the Assistant, Associate or Full Professor level. Successful candidates will occupy a new state-of-the-art and centrally located WID research facility specifically designed to spark and support cross-disciplinary collaborations. WID is the public half of an exciting public-private pair of Institutes that will promote basic research and facilitate the translation of new discoveries to practice.

Each successful candidate will be appointed to the department of the University that most appropriately matches their experience and interests. The candidate will be expected to develop a vigorous, independent research program; attract and maintain extramural funding for their research program; teach undergraduate and/or graduate courses; develop new course(s) in their area of expertise as appropriate; supervise graduate and postgraduate research; participate in faculty governance activities in the department, college and/or University; and actively engage with the national and international scientific community.

Applicants must submit a cover letter, curriculum vitae, statement of teaching interests, and a statement of current and future research plans related to optimization and its applications. The full application, submitted as a PDF should not exceed 10 pages. In addition, three references from persons knowledgeable with the applicant’s research, leadership and/or teaching abilities must be separately supplied through the website at: https://oberon.cs.wisc.edu/Recruiting/

Further details are available at: http://www.ohr.wisc.edu/pvl/pv_063829.html



I just added it to the Compressive Sensing Jobs page.

Wednesday, May 12, 2010

CS: In Compressive Sensing: P= NP + Additional Constraints


Yesterday's entry showed 0 comment when in fact there is one. So let me feature it here, anonymous tells us:

I think it is worth pointing out the difference between claims such as those made in this paper and those of, say Tanner and Donoho.

We should not forget what CS is all about. Sparse recovery is NP-hard. However, under certain additional conditions, we can solve the problem with efficient methods (such as l1 minimization).

There are then two questions,
  1. When can we solve the problem at all (even though we might have to use combinatorial algorithms) and
  2. under which conditions can we use faster methods.

The answer to 1 is well known for years. The 2-times sparsity result is a worst case limit and it has been pointed out before (see for example Fletcher, Rangan, and Goyal), that, if we have randomness in the sparse signal, then we only need sparsity + 1 observations (with probability 1). This is the result rediscovered by Atul here.

The question is then how random MP can solve the NP-hard problem. Well it can, but there is no guarantee it can do this in polynomial time. In fact, as the algorithm has a non-zero probability of selecting any of the subsets, there is a possibility of selecting the correct one. Unfortunately, this probability might be tiny and, as far as I can see, the algorithm might still require exponentially many iterations until it finds the optimum.
I agree with anonymous. However, I am curious as to how the maximum number of iterations of the Probabilistic MP algorithm influences the Donoho-Tanner phase transition as that transition not only reflect some type of condition on the measurement matrix but also the solvers capabilities. The phase transition does not care about the time it took to compute the solution.

On the topic of NP-Hardness, in Sparse Recovery using Smoothed $\ell^0$ (SL0): Convergence Analysis by Hosein Mohimani, Massoud Babaie-Zadeh, Irina Gorodnitsky, Christian Jutten, one can read the following about the SL0 algorithm:

...Solving (1) using a combinatorial search is NP-hard. Many alternative algorithms have been proposed to solve this problem. Two frequently used approaches are Matching Pursuit (MP) [11] and Basis Pursuit (BP) [8], which have many variants. MP is a fast algorithm but it cannot be guaranteed to find the sparsest solution. BP is based on replacing l_0 with the l_1 norm which can be minimized using Linear Programming techniques. BP is computationally more complex than MP, but it can find the sparsest solution with high probability, provided this solution is sufficiently sparse [13], [14], [2], [15] ....

Since (1) is NP-hard, one may wonder that proving convergence of SL0 (with a complexity growing in quadratic with scale) means that NP = P. This is not the case. Note that in BP, too, the guarantee that BP will find the solution of (1) does not mean that NP = P, because such a guarantee only exists in the case of a very sparse solution. Our analysis possesses a similar limitation, too.

In short, if one were to find a polynomial method for general "unconstrained" sparse recovery problem it would be equivalent to proving P=NP. The SL0 solver provides the guarantee that it solves the problem in polynomial time because of the additional constraint that the Asymmetric Restricted Isometry property is fulfilled by the measurement matrix. As it turns out this property is proven thanks to Random Matrix Theory. Eventually, the properties of SL0 are shown to be equivalent to an MP algorithm. In the case of the ProMP algorithm, a condition on the variance of the attendant Gram matrix of the measurement matrix has to be fulfilled.


Image Credit: NASA/JPL/Space Science Institute

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