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Erich Toeplitz

Jüdische Museen

Erich Toeplitz

Rota’s universal operators and invariant subspaces in Hilbert spaces

A Hilbert space operator is called universal (in the sense of Rota) if every operator on the Hilbert space is similar to a multiple of the restriction of the universal operator to one of its invariant subspaces. We exhibit an analytic Toeplitz operator whose adjoint is universal in the sense of Rota and commutes with a quasi-nilpotent injective compact operator with dense range. In articular, this new universal operator invites an approach to the Invariant Subspace Problem that uses properties of operators that commute with the universal operator.

Nested Sampling and its Applications in Stable Compressive Covariance Estimation and Phase Retrieval with Near-Minimal Measurements

Compressed covariance sensing using quadratic samplers is gaining increasing interest in recent literature. Covariance matrix often plays the role of a sufficient statistic in many signal and information processing tasks. However, owing to the large dimension of the data, it may become necessary to obtain a compressed sketch of the high dimensional covariance matrix to reduce the associated storage and communication costs. Nested sampling has been proposed in the past as an efficient sub-Nyquist sampling strategy that enables perfect reconstruction of the autocorrelation sequence of Wide-Sense Stationary (WSS) signals, as though it was sampled at the Nyquist rate. The key idea behind nested sampling is to exploit properties of the difference set that naturally arises in quadratic measurement model associated with covariance compression. In this thesis, we will focus on developing novel versions of nested sampling for low rank Toeplitz covariance estimation, and phase retrieval, where the latter problem finds many applications in high resolution optical imaging, X-ray crystallography and molecular imaging. The problem of low rank compressive Toeplitz covariance estimation is first shown to be fundamentally related to that of line spectrum recovery. In absence if noise, this connection can be exploited to develop a particular kind of sampler called the Generalized Nested Sampler (GNS), that can achieve optimal compression rates. In presence of bounded noise, we develop a regularization-free algorithm that provably leads to stable recovery of the high dimensional Toeplitz matrix from its order-wise minimal sketch acquired using a GNS. Contrary to existing TV-norm and nuclear norm based reconstruction algorithms, our technique does not use any tuning parameters, which can be of great practical value. The idea of nested sampling idea also finds a surprising use in the problem of phase retrieval, which has been of great interest in recent times for its convex formulation via PhaseLift, By using another modified version of nested sampling, namely the Partial Nested Fourier Sampler (PNFS), we show that with probability one, it is possible to achieve a certain conjectured lower bound on the necessary measurement size. Moreover, for sparse data, an l1 minimization based algorithm is proposed that can lead to stable phase retrieval using order-wise minimal number of measurements.

Rota's universal operators and invariant subspaces in Hilbert spaces

A Hilbert space operator is called universal (in the sense of Rota) if every operator on the Hilbert space is similar to a multiple of the restriction of the universal operator to one of its invariant subspaces. We exhibit an analytic Toeplitz operator whose adjoint is universal in the sense of Rota and commutes with a quasi-nilpotent injective compact operator with dense range. In particular, this new universal operator invites an approach to the Invariant Subspace Problem that uses properties of operators that commute with the universal operator.

A principal component approach to space-based gravitational wave astronomy

The current approach to data analysis for the Laser Interferometry Space Antenna (LISA) depends on the time delay interferometry observables (TDI) which have to be generated before any weak signal detection can be performed. These are linear combinations of the raw data with appropriate time shifts that lead to the cancellation of the laser frequency noises. This is possible because of the multiple occurrences of the same noises in the different raw data. Originally, these observables were manually generated starting with LISA as a simple stationary array and then adjusted to incorporate the antenna's motions. However, none of the observables survived the flexing of the arms in that they did not lead to cancellation with the same structure. The principal component approach is another way of handling these noises that was presented by Romano and Woan which simplified the data analysis by removing the need to create them before the analysis. This method also depends on the multiple occurrences of the same noises but, instead of using them for cancellation, it takes advantage of the correlations that they produce between the different readings. These correlations can be expressed in a noise (data) covariance matrix which occurs in the Bayesian likelihood function when the noises are assumed be Gaussian. Romano and Woan showed that performing an eigendecomposition of this matrix produced two distinct sets of eigenvalues that can be distinguished by the absence of laser frequency noise from one set. The transformation of the raw data using the corresponding eigenvectors also produced data that was free from the laser frequency noises. This result led to the idea that the principal components may actually be time delay interferometry observables since they produced the same outcome, that is, data that are free from laser frequency noise. The aims here were (i) to investigate the connection between the principal components and these observables, (ii) to prove that the data analysis using them is equivalent to that using the traditional observables and (ii) to determine how this method adapts to real LISA especially the flexing of the antenna. For testing the connection between the principal components and the TDI observables a 10x 10 covariance matrix containing integer values was used in order to obtain an algebraic solution for the eigendecomposition. The matrix was generated using fixed unequal arm lengths and stationary noises with equal variances for each noise type. Results confirm that all four Sagnac observables can be generated from the eigenvectors of the principal components. The observables obtained from this method however, are tied to the length of the data and are not general expressions like the traditional observables, for example, the Sagnac observables for two different time stamps were generated from different sets of eigenvectors. It was also possible to generate the frequency domain optimal AET observables from the principal components obtained from the power spectral density matrix. These results indicate that this method is another way of producing the observables therefore analysis using principal components should give the same results as that using the traditional observables. This was proven by fact that the same relative likelihoods (within 0.3%) were obtained from the Bayesian estimates of the signal amplitude of a simple sinusoidal gravitational wave using the principal components and the optimal AET observables. This method fails if the eigenvalues that are free from laser frequency noises are not generated. These are obtained from the covariance matrix and the properties of LISA that are required for its computation are the phase-locking, arm lengths and noise variances. Preliminary results of the effects of these properties on the principal components indicate that only the absence of phase-locking prevented their production. The flexing of the antenna results in time varying arm lengths which will appear in the covariance matrix and, from our toy model investigations, this did not prevent the occurrence of the principal components. The difficulty with flexing, and also non-stationary noises, is that the Toeplitz structure of the matrix will be destroyed which will affect any computation methods that take advantage of this structure. In terms of separating the two sets of data for the analysis, this was not necessary because the laser frequency noises are very large compared to the photodetector noises which resulted in a significant reduction in the data containing them after the matrix inversion. In the frequency domain the power spectral density matrices were block diagonals which simplified the computation of the eigenvalues by allowing them to be done separately for each block. The results in general showed a lack of principal components in the absence of phase-locking except for the zero bin. The major difference with the power spectral density matrix is that the time varying arm lengths and non-stationarity do not show up because of the summation in the Fourier transform.