3 resultados para MCMC sampling

em CaltechTHESIS


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A central objective in signal processing is to infer meaningful information from a set of measurements or data. While most signal models have an overdetermined structure (the number of unknowns less than the number of equations), traditionally very few statistical estimation problems have considered a data model which is underdetermined (number of unknowns more than the number of equations). However, in recent times, an explosion of theoretical and computational methods have been developed primarily to study underdetermined systems by imposing sparsity on the unknown variables. This is motivated by the observation that inspite of the huge volume of data that arises in sensor networks, genomics, imaging, particle physics, web search etc., their information content is often much smaller compared to the number of raw measurements. This has given rise to the possibility of reducing the number of measurements by down sampling the data, which automatically gives rise to underdetermined systems.

In this thesis, we provide new directions for estimation in an underdetermined system, both for a class of parameter estimation problems and also for the problem of sparse recovery in compressive sensing. There are two main contributions of the thesis: design of new sampling and statistical estimation algorithms for array processing, and development of improved guarantees for sparse reconstruction by introducing a statistical framework to the recovery problem.

We consider underdetermined observation models in array processing where the number of unknown sources simultaneously received by the array can be considerably larger than the number of physical sensors. We study new sparse spatial sampling schemes (array geometries) as well as propose new recovery algorithms that can exploit priors on the unknown signals and unambiguously identify all the sources. The proposed sampling structure is generic enough to be extended to multiple dimensions as well as to exploit different kinds of priors in the model such as correlation, higher order moments, etc.

Recognizing the role of correlation priors and suitable sampling schemes for underdetermined estimation in array processing, we introduce a correlation aware framework for recovering sparse support in compressive sensing. We show that it is possible to strictly increase the size of the recoverable sparse support using this framework provided the measurement matrix is suitably designed. The proposed nested and coprime arrays are shown to be appropriate candidates in this regard. We also provide new guarantees for convex and greedy formulations of the support recovery problem and demonstrate that it is possible to strictly improve upon existing guarantees.

This new paradigm of underdetermined estimation that explicitly establishes the fundamental interplay between sampling, statistical priors and the underlying sparsity, leads to exciting future research directions in a variety of application areas, and also gives rise to new questions that can lead to stand-alone theoretical results in their own right.

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Curve samplers are sampling algorithms that proceed by viewing the domain as a vector space over a finite field, and randomly picking a low-degree curve in it as the sample. Curve samplers exhibit a nice property besides the sampling property: the restriction of low-degree polynomials over the domain to the sampled curve is still low-degree. This property is often used in combination with the sampling property and has found many applications, including PCP constructions, local decoding of codes, and algebraic PRG constructions.

The randomness complexity of curve samplers is a crucial parameter for its applications. It is known that (non-explicit) curve samplers using O(log N + log(1/δ)) random bits exist, where N is the domain size and δ is the confidence error. The question of explicitly constructing randomness-efficient curve samplers was first raised in [TU06] where they obtained curve samplers with near-optimal randomness complexity.

In this thesis, we present an explicit construction of low-degree curve samplers with optimal randomness complexity (up to a constant factor) that sample curves of degree (m logq(1/δ))O(1) in Fqm. Our construction is a delicate combination of several components, including extractor machinery, limited independence, iterated sampling, and list-recoverable codes.

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How powerful are Quantum Computers? Despite the prevailing belief that Quantum Computers are more powerful than their classical counterparts, this remains a conjecture backed by little formal evidence. Shor's famous factoring algorithm [Shor97] gives an example of a problem that can be solved efficiently on a quantum computer with no known efficient classical algorithm. Factoring, however, is unlikely to be NP-Hard, meaning that few unexpected formal consequences would arise, should such a classical algorithm be discovered. Could it then be the case that any quantum algorithm can be simulated efficiently classically? Likewise, could it be the case that Quantum Computers can quickly solve problems much harder than factoring? If so, where does this power come from, and what classical computational resources do we need to solve the hardest problems for which there exist efficient quantum algorithms?

We make progress toward understanding these questions through studying the relationship between classical nondeterminism and quantum computing. In particular, is there a problem that can be solved efficiently on a Quantum Computer that cannot be efficiently solved using nondeterminism? In this thesis we address this problem from the perspective of sampling problems. Namely, we give evidence that approximately sampling the Quantum Fourier Transform of an efficiently computable function, while easy quantumly, is hard for any classical machine in the Polynomial Time Hierarchy. In particular, we prove the existence of a class of distributions that can be sampled efficiently by a Quantum Computer, that likely cannot be approximately sampled in randomized polynomial time with an oracle for the Polynomial Time Hierarchy.

Our work complements and generalizes the evidence given in Aaronson and Arkhipov's work [AA2013] where a different distribution with the same computational properties was given. Our result is more general than theirs, but requires a more powerful quantum sampler.