Michael B. Wakin

  1. Concentration of Measure Inequalities for Toeplitz Matrices with Applications.

    Authors: Michael B. Wakin, Borhan M. Sanandaji, Tyrone L. Vincent
    Subjects: Information Theory
    Abstract

    Concentration of Measure (CoM) inequalities are a useful tool for the
    analysis of randomized linear operators. In this work, we derive such
    inequalities for randomized compressive Toeplitz matrices, i.e., Toeplitz
    matrices that have fewer rows than columns and are populated with entries drawn
    from an i.i.d. Gaussian random sequence.

  2. Matched Filtering from Limited Frequency Samples.

    Authors: Justin Romberg, Michael B. Wakin, Armin Eftekhari
    Subjects: Information Theory
    Abstract

    In this paper, we study a simple correlation-based strategy for estimating
    the unknown delay and amplitude of a signal based on a small number of noisy,
    randomly chosen frequency-domain samples. We model the output of this
    "compressive matched filter" as a random process whose mean equals the scaled,
    shifted autocorrelation function of the template signal.

  3. Manifold-Based Signal Recovery and Parameter Estimation from Compressive Measurements.

    Authors: Michael B. Wakin
    Subjects: Machine Learning
    Abstract

    A field known as Compressive Sensing (CS) has recently emerged to help
    address the growing challenges of capturing and processing high-dimensional
    signals and data sets. CS exploits the surprising fact that the information
    contained in a sparse signal can be preserved in a small number of compressive
    (or random) linear measurements of that signal. Strong theoretical guarantees
    have been established on the accuracy to which sparse or near-sparse signals
    can be recovered from noisy compressive measurements.

  4. Analysis of Orthogonal Matching Pursuit using the Restricted Isometry Property.

    Authors: Mark A. Davenport, Michael B. Wakin
    Subjects: Numerical Analysis
    Abstract

    Orthogonal Matching Pursuit (OMP) is the canonical greedy algorithm for
    sparse approximation. In this paper we demonstrate that the restricted isometry
    property (RIP) can be used for a very straightforward analysis of OMP. Our main
    conclusion is that the RIP of order $K+1$ (with isometry constant $\delta <
    \frac{1}{3\sqrt{K}}$) is sufficient for OMP to exactly recover any $K$-sparse
    signal. Our analysis relies on simple and intuitive observations about OMP and
    matrices which satisfy the RIP.

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