Sampling and Recovery of Pulse Streams

Compressive Sensing (CS) is a new technique for the efficient acquisition of signals, images, and other data that have a sparse representation in some basis, frame, or dictionary. By sparse we mean that the N-dimensional basis representation has just K<<N significant coefficients; in this case, the CS theory maintains that just M = K log N random linear signal measurements will both preserve all of the signal information and enable robust signal reconstruction in polynomial time. In this paper, we extend the CS theory to pulse stream data, which correspond to S-sparse signals/images that are convolved with an unknown F-sparse pulse shape. Ignoring their convolutional structure, a pulse stream signal is K=SF sparse. Such signals figure prominently in a number of applications, from neuroscience to astronomy. Our specific contributions are threefold. First, we propose a pulse stream signal model and show that it is equivalent to an infinite union of subspaces. Second, we derive a lower bound on the number of measurements M required to preserve the essential information present in pulse streams. The bound is linear in the total number of degrees of freedom S + F, which is significantly smaller than the naive bound based on the total signal sparsity K=SF. Third, we develop an efficient signal recovery algorithm that infers both the shape of the impulse response as well as the locations and amplitudes of the pulses. The algorithm alternatively estimates the pulse locations and the pulse shape in a manner reminiscent of classical deconvolution algorithms. Numerical experiments on synthetic and real data demonstrate the advantages of our approach over standard CS

Active Learning for Undirected Graphical Model Selection

This paper studies graphical model selection, i.e., the problem of estimating a graph of statistical relationships among a collection of random variables. Conventional graphical model selection algorithms are passive, i.e., they require all the measurements to have been collected before processing begins. We propose an active learning algorithm that uses junction tree representations to adapt future measurements based on the information gathered from prior measurements. We prove that, under certain conditions, our active learning algorithm requires fewer scalar measurements than any passive algorithm to reliably estimate a graph. A range of numerical results validate our theory and demonstrates the benefits of active learning.Comment: AISTATS 201