arXiv subjects

Ivan Dokmanić

Publications and source records attributed to Ivan Dokmanić.

72 records · Page 4Linked to original sources

arXiv2019

The fastest $\ell_{1,\infty}$ prox in the west

Proximal operators are of particular interest in optimization problems dealing with non-smooth objectives because in many practical cases they lead to optimization algorithms whose updates can be computed in closed form or very efficiently. A well-known example is the proximal operator of the vector $\ell_1$ norm, which is given by the soft-thresholding operator. In this paper we study the proximal operator of the mixed $\ell_{1,\infty}$ matrix norm and show that it can be computed in closed form by applying the well-known soft-thresholding operator to each column of the matrix. However, unlike the vector $\ell_1$ norm case where the threshold is constant, in the mixed $\ell_{1,\infty}$ norm case each column of the matrix might require a different threshold and all thresholds depend on the given matrix. We propose a general iterative algorithm for computing these thresholds, as well as two efficient implementations that further exploit easy to compute lower bounds for the mixed norm of the optimal solution. Experiments on large-scale synthetic and real data indicate that the proposed methods can be orders of magnitude faster than state-of-the-art methods.

cs.LG↗

arXiv2019

Kinetic Euclidean Distance Matrices

Euclidean distance matrices (EDMs) are a major tool for localization from distances, with applications ranging from protein structure determination to global positioning and manifold learning. They are, however, static objects which serve to localize points from a snapshot of distances. If the objects move, one expects to do better by modeling the motion. In this paper, we introduce Kinetic Euclidean Distance Matrices (KEDMs)---a new kind of time-dependent distance matrices that incorporate motion. The entries of KEDMs become functions of time, the squared time-varying distances. We study two smooth trajectory models---polynomial and bandlimited trajectories---and show that these trajectories can be reconstructed from incomplete, noisy distance observations, scattered over multiple time instants. Our main contribution is a semidefinite relaxation (SDR), inspired by SDRs for static EDMs. Similarly to the static case, the SDR is followed by a spectral factorization step; however, because spectral factorization of polynomial matrices is more challenging than for constant matrices, we propose a new factorization method that uses anchor measurements. Extensive numerical experiments show that KEDMs and the new semidefinite relaxation accurately reconstruct trajectories from noisy, incomplete distance data and that, in fact, motion improves rather than degrades localization if properly modeled. This makes KEDMs a promising tool for problems in geometry of dynamic points sets.

eess.SP↗

arXiv2019

Multipath-enabled private audio with noise

We address the problem of privately communicating audio messages to multiple listeners in a reverberant room using a set of loudspeakers. We propose two methods based on emitting noise. In the first method, the loudspeakers emit noise signals that are appropriately filtered so that after echoing along multiple paths in the room, they sum up and descramble to yield distinct meaningful audio messages only at specific focusing spots, while being incoherent everywhere else. In the second method, adapted from wireless communications, we project noise signals onto the nullspace of the MIMO channel matrix between the loudspeakers and listeners. Loudspeakers reproduce a sum of the projected noise signals and intended messages. Again because of echoes, the MIMO nullspace changes across different locations in the room. Thus, the listeners at focusing spots hear intended messages, while the acoustic channel of an eavesdropper at any other location is jammed. We show, using both numerical and real experiments, that with a small number of speakers and a few impulse response measurements, audio messages can indeed be communicated to a set of listeners while ensuring negligible intelligibility elsewhere.

eess.AS↗

arXiv2019

Real Polynomial Gram Matrices Without Real Spectral Factors

It is well known that a non-negative definite polynomial matrix (a polynomial Gramian) $G(t)$ can be written as a product of its polynomial spectral factors, $G(t) = X(t)^H X(t)$. In this paper, we give a new algebraic characterization of spectral factors when $G(t)$ is real-valued. The key idea is to construct a representation set that is in bijection with the set of real polynomial Gramians. We use the derived characterization to identify the set of all complex polynomial matrices that generate real-valued Gramians, and we formulate a conjecture that typical rank-deficient real polynomial Gramians have real spectral factors.

eess.SP↗

arXiv2019

Learning Schatten--von Neumann Operators

We study the learnability of a class of compact operators known as Schatten--von Neumann operators. These operators between infinite-dimensional function spaces play a central role in a variety of applications in learning theory and inverse problems. We address the question of sample complexity of learning Schatten-von Neumann operators and provide an upper bound on the number of measurements required for the empirical risk minimizer to generalize with arbitrary precision and probability, as a function of class parameter $p$. Our results give generalization guarantees for regression of infinite-dimensional signals from infinite-dimensional data. Next, we adapt the representer theorem of Abernethy \emph{et al.} to show that empirical risk minimization over an a priori infinite-dimensional, non-compact set, can be converted to a convex finite dimensional optimization problem over a compact set. In summary, the class of $p$-Schatten--von Neumann operators is probably approximately correct (PAC)-learnable via a practical convex program for any $p < \infty$.

stat.ML↗

arXiv2019

Permutations Unlabeled beyond Sampling Unknown

A recent unlabeled sampling result by Unnikrishnan, Haghighatshoar and Vetterli states that with probability one over iid Gaussian matrices $A$, any $x$ can be uniquely recovered from an unknown permutation of $y = A x$ as soon as $A$ has at least twice as many rows as columns. We show that this condition on $A$ implies something much stronger: that an unknown vector $x$ can be recovered from measurements $y = T A x$, when the unknown $T$ belongs to an arbitrary set of invertible, diagonalizable linear transformations $\mathcal{T}$. The set $\mathcal{T}$ can be finite or countably infinite. When it is the set of $m \times m$ permutation matrices, we have the classical unlabeled sampling problem. We show that for almost all $A$ with at least twice as many rows as columns, all $x$ can be recovered either uniquely, or up to a scale depending on $\mathcal{T}$, and that the condition on the size of $A$ is necessary. Our proof is based on vector space geometry. Specializing to permutations we obtain a simplified proof of the uniqueness result of Unnikrishnan, Haghighatshoar and Vetterli. In this letter we are only concerned with uniqueness; stability and algorithms are left for future work.

cs.IT↗

arXiv2018

Random mesh projectors for inverse problems

We propose a new learning-based approach to solve ill-posed inverse problems in imaging. We address the case where ground truth training samples are rare and the problem is severely ill-posed - both because of the underlying physics and because we can only get few measurements. This setting is common in geophysical imaging and remote sensing. We show that in this case the common approach to directly learn the mapping from the measured data to the reconstruction becomes unstable. Instead, we propose to first learn an ensemble of simpler mappings from the data to projections of the unknown image into random piecewise-constant subspaces. We then combine the projections to form a final reconstruction by solving a deconvolution-like problem. We show experimentally that the proposed method is more robust to measurement noise and corruptions not seen during training than a directly learned inverse.

cs.CV↗

arXiv2018

Inverse Problems with Invariant Multiscale Statistics

We propose a new approach to linear ill-posed inverse problems. Our algorithm alternates between enforcing two constraints: the measurements and the statistical correlation structure in some transformed space. We use a non-linear multiscale scattering transform which discards the phase and thus exposes strong spectral correlations otherwise hidden beneath the phase fluctuations. As a result, both constraints may be put into effect by linear projections in their respective spaces. We apply the algorithm to super-resolution and tomography and show that it outperforms ad hoc convex regularizers and stably recovers the missing spectrum.

cs.CE↗

arXiv2018

Geometric Invariants for Sparse Unknown View Tomography

In this paper, we study a 2D tomography problem for point source models with random unknown view angles. Rather than recovering the projection angles, we reconstruct the model through a set of rotation-invariant features that are estimated from the projection data. For a point source model, we show that these features reveal geometric information about the model such as the radial and pairwise distances. This establishes a connection between unknown view tomography and unassigned distance geometry problem (uDGP). We propose new methods to extract the distances and approximate the pairwise distance distribution of the underlying points. We then use the recovered distribution to estimate the locations of the points through constrained non-convex optimization. Our simulation results verify the robustness of our point source reconstruction pipeline to noise and error in the estimation of the features.

eess.SP↗

arXiv2018

Concentration of the Frobenius norm of generalized matrix inverses

In many applications it is useful to replace the Moore-Penrose pseudoinverse (MPP) by a different generalized inverse with more favorable properties. We may want, for example, to have many zero entries, but without giving up too much of the stability of the MPP. One way to quantify stability is by how much the Frobenius norm of a generalized inverse exceeds that of the MPP. In this paper we derive finite-size concentration bounds for the Frobenius norm of $\ell^p$-minimal general inverses of iid Gaussian matrices, with $1 \leq p \leq 2$. For $p = 1$ we prove exponential concentration of the Frobenius norm of the sparse pseudoinverse; for $p = 2$, we get a similar concentration bound for the MPP. Our proof is based on the convex Gaussian min-max theorem, but unlike previous applications which give asymptotic results, we derive finite-size bounds.

math.ST↗

arXiv2018

Cocktails, but no party: multipath-enabled private audio

We describe a private audio messaging system that uses echoes to unscramble messages at a few predetermined locations in a room. The system works by splitting the audio into short chunks and emitting them from different loudspeakers. The chunks are filtered so that as they echo around the room, they sum to noise everywhere except at a few chosen focusing spots where they exactly reproduce the intended messages. Unlike in the case of standard personal audio zones, the proposed method renders sound outside the focusing spots unintelligible. Our method essentially depends on echoes: the room acts as a mixing system such that at given points we get the desired output. Finally, we only require a modest number of loudspeakers and only a few impulse response measurements at points where the messages should be delivered. We demonstrate the effectiveness of the proposed method via objective quantitative metrics as well as informal listening experiments in a real room.

cs.SD↗

arXiv2018

Direction of Arrival with One Microphone, a few LEGOs, and Non-Negative Matrix Factorization

Conventional approaches to sound source localization require at least two microphones. It is known, however, that people with unilateral hearing loss can also localize sounds. Monaural localization is possible thanks to the scattering by the head, though it hinges on learning the spectra of the various sources. We take inspiration from this human ability to propose algorithms for accurate sound source localization using a single microphone embedded in an arbitrary scattering structure. The structure modifies the frequency response of the microphone in a direction-dependent way giving each direction a signature. While knowing those signatures is sufficient to localize sources of white noise, localizing speech is much more challenging: it is an ill-posed inverse problem which we regularize by prior knowledge in the form of learned non-negative dictionaries. We demonstrate a monaural speech localization algorithm based on non-negative matrix factorization that does not depend on sophisticated, designed scatterers. In fact, we show experimental results with ad hoc scatterers made of LEGO bricks. Even with these rudimentary structures we can accurately localize arbitrary speakers; that is, we do not need to learn the dictionary for the particular speaker to be localized. Finally, we discuss multi-source localization and the related limitations of our approach.

eess.AS↗

arXiv2017

Separake: Source Separation with a Little Help From Echoes

It is commonly believed that multipath hurts various audio processing algorithms. At odds with this belief, we show that multipath in fact helps sound source separation, even with very simple propagation models. Unlike most existing methods, we neither ignore the room impulse responses, nor we attempt to estimate them fully. We rather assume that we know the positions of a few virtual microphones generated by echoes and we show how this gives us enough spatial diversity to get a performance boost over the anechoic case. We show improvements for two standard algorithms---one that uses only magnitudes of the transfer functions, and one that also uses the phases. Concretely, we show that multichannel non-negative matrix factorization aided with a small number of echoes beats the vanilla variant of the same algorithm, and that with magnitude information only, echoes enable separation where it was previously impossible.

cs.SD↗

arXiv2017

Pyroomacoustics: A Python package for audio room simulations and array processing algorithms

We present pyroomacoustics, a software package aimed at the rapid development and testing of audio array processing algorithms. The content of the package can be divided into three main components: an intuitive Python object-oriented interface to quickly construct different simulation scenarios involving multiple sound sources and microphones in 2D and 3D rooms; a fast C implementation of the image source model for general polyhedral rooms to efficiently generate room impulse responses and simulate the propagation between sources and receivers; and finally, reference implementations of popular algorithms for beamforming, direction finding, and adaptive filtering. Together, they form a package with the potential to speed up the time to market of new algorithms by significantly reducing the implementation overhead in the performance evaluation step.

cs.SD↗

arXiv2017

Beyond Moore-Penrose Part I: Generalized Inverses that Minimize Matrix Norms

This is the first paper of a two-long series in which we study linear generalized inverses that minimize matrix norms. Such generalized inverses are famously represented by the Moore-Penrose pseudoinverse (MPP) which happens to minimize the Frobenius norm. Freeing up the degrees of freedom associated with Frobenius optimality enables us to promote other interesting properties. In this Part I, we look at the basic properties of norm-minimizing generalized inverses, especially in terms of uniqueness and relation to the MPP. We first show that the MPP minimizes many norms beyond those unitarily invariant, thus further bolstering its role as a robust choice in many situations. We then concentrate on some norms which are generally not minimized by the MPP, but whose minimization is relevant for linear inverse problems and sparse representations. In particular, we look at mixed norms and the induced $\ell^p \rightarrow \ell^q$ norms. An interesting representative is the sparse pseudoinverse which we study in much more detail in Part II. Next, we shift attention from norms to matrices with interesting behaviors. We exhibit a class whose generalized inverse is always the MPP-even for norms that normally result in different inverses-and a class for which many generalized inverses coincide, but not with the MPP. Finally, we discuss efficient computation of norm-minimizing generalized inverses.

cs.IT↗

arXiv2017

Beyond Moore-Penrose Part II: The Sparse Pseudoinverse

This is the second part of a two-paper series on generalized inverses that minimize matrix norms. In Part II we focus on generalized inverses that are minimizers of entrywise p norms whose main representative is the sparse pseudoinverse for $p = 1$. We are motivated by the idea to replace the Moore-Penrose pseudoinverse by a sparser generalized inverse which is in some sense well-behaved. Sparsity implies that it is faster to apply the resulting matrix; well-behavedness would imply that we do not lose much in stability with respect to the least-squares performance of the MPP. We first address questions of uniqueness and non-zero count of (putative) sparse pseu-doinverses. We show that a sparse pseudoinverse is generically unique, and that it indeed reaches optimal sparsity for almost all matrices. We then turn to proving our main stability result: finite-size concentration bounds for the Frobenius norm of p-minimal inverses for $1 $\le$ p $\le$ 2$. Our proof is based on tools from convex analysis and random matrix theory, in particular the recently developed convex Gaussian min-max theorem. Along the way we prove several results about sparse representations and convex programming that were known folklore, but of which we could find no proof.

cs.IT↗

arXiv2016

Omnidirectional Bats, Point-to-Plane Distances, and the Price of Uniqueness

We study simultaneous localization and mapping with a device that uses reflections to measure its distance from walls. Such a device can be realized acoustically with a synchronized collocated source and receiver; it behaves like a bat with no capacity for directional hearing or vocalizing. In this paper we generalize our previous work in 2D, and show that the 3D case is not just a simple extension, but rather a fundamentally different inverse problem. While generically the 2D problem has a unique solution, in 3D uniqueness is always absent in rooms with fewer than nine walls. In addition to the complete characterization of ambiguities which arise due to this non-uniqueness, we propose a robust solution for inexact measurements similar to analogous results for Euclidean Distance Matrices. Our theoretical results have important consequences for the design of collocated range-only SLAM systems, and we support them with an array of computer experiments.

cs.RO↗

arXiv2015

Raking the Cocktail Party

We present the concept of an acoustic rake receiver---a microphone beamformer that uses echoes to improve the noise and interference suppression. The rake idea is well-known in wireless communications; it involves constructively combining different multipath components that arrive at the receiver antennas. Unlike spread-spectrum signals used in wireless communications, speech signals are not orthogonal to their shifts. Therefore, we focus on the spatial structure, rather than temporal. Instead of explicitly estimating the channel, we create correspondences between early echoes in time and image sources in space. These multiple sources of the desired and the interfering signal offer additional spatial diversity that we can exploit in the beamformer design. We present several "intuitive" and optimal formulations of acoustic rake receivers, and show theoretically and numerically that the rake formulation of the maximum signal-to-interference-and-noise beamformer offers significant performance boosts in terms of noise and interference suppression. Beyond signal-to-noise ratio, we observe gains in terms of the \emph{perceptual evaluation of speech quality} (PESQ) metric for the speech quality. We accompany the paper by the complete simulation and processing chain written in Python. The code and the sound samples are available online at \url{http://lcav.github.io/AcousticRakeReceiver/}.

cs.SD↗