2 resultados para Least Squares Problem
em DRUM (Digital Repository at the University of Maryland)
Resumo:
This thesis deals with tensor completion for the solution of multidimensional inverse problems. We study the problem of reconstructing an approximately low rank tensor from a small number of noisy linear measurements. New recovery guarantees, numerical algorithms, non-uniform sampling strategies, and parameter selection algorithms are developed. We derive a fixed point continuation algorithm for tensor completion and prove its convergence. A restricted isometry property (RIP) based tensor recovery guarantee is proved. Probabilistic recovery guarantees are obtained for sub-Gaussian measurement operators and for measurements obtained by non-uniform sampling from a Parseval tight frame. We show how tensor completion can be used to solve multidimensional inverse problems arising in NMR relaxometry. Algorithms are developed for regularization parameter selection, including accelerated k-fold cross-validation and generalized cross-validation. These methods are validated on experimental and simulated data. We also derive condition number estimates for nonnegative least squares problems. Tensor recovery promises to significantly accelerate N-dimensional NMR relaxometry and related experiments, enabling previously impractical experiments. Our methods could also be applied to other inverse problems arising in machine learning, image processing, signal processing, computer vision, and other fields.
Resumo:
This dissertation investigates the connection between spectral analysis and frame theory. When considering the spectral properties of a frame, we present a few novel results relating to the spectral decomposition. We first show that scalable frames have the property that the inner product of the scaling coefficients and the eigenvectors must equal the inverse eigenvalues. From this, we prove a similar result when an approximate scaling is obtained. We then focus on the optimization problems inherent to the scalable frames by first showing that there is an equivalence between scaling a frame and optimization problems with a non-restrictive objective function. Various objective functions are considered, and an analysis of the solution type is presented. For linear objectives, we can encourage sparse scalings, and with barrier objective functions, we force dense solutions. We further consider frames in high dimensions, and derive various solution techniques. From here, we restrict ourselves to various frame classes, to add more specificity to the results. Using frames generated from distributions allows for the placement of probabilistic bounds on scalability. For discrete distributions (Bernoulli and Rademacher), we bound the probability of encountering an ONB, and for continuous symmetric distributions (Uniform and Gaussian), we show that symmetry is retained in the transformed domain. We also prove several hyperplane-separation results. With the theory developed, we discuss graph applications of the scalability framework. We make a connection with graph conditioning, and show the in-feasibility of the problem in the general case. After a modification, we show that any complete graph can be conditioned. We then present a modification of standard PCA (robust PCA) developed by Cand\`es, and give some background into Electron Energy-Loss Spectroscopy (EELS). We design a novel scheme for the processing of EELS through robust PCA and least-squares regression, and test this scheme on biological samples. Finally, we take the idea of robust PCA and apply the technique of kernel PCA to perform robust manifold learning. We derive the problem and present an algorithm for its solution. There is also discussion of the differences with RPCA that make theoretical guarantees difficult.