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Detection of the number of signals corrupted by high-dimensional noise is a fundamental problem in signal processing and statistics. This paper focuses on a general setting where the high-dimensional noise has an unknown complicated heterogeneous variance structure. We propose a sequential test which utilizes the edge singular values (i.e., the largest few singular values) of the data matrix. It also naturally leads to a consistent sequential testing estimate of the number of signals. We describe the asymptotic distribution of the test statistic in terms of the Tracy-Widom distribution. The test is shown to be accurate and have full power against the alternative, both theoretically and numerically. The theoretical analysis relies on establishing the Tracy-Widom law for a large class of Gram type random matrices with non-zero means and completely arbitrary variance profiles, which can be of independent interest. [ABSTRACT FROM AUTHOR]

Compressed sensing is an emerging theory of signal processing and it has wide applications in many frontier fields. The construction of the measurement matrices is still a central problem in compressed sensing. In this paper, two types of deterministic constructions of binary measurement matrices are presented via unitary geometry. Then, the lower bounds of the spark of unitary geometry measurement matrices are theoretically analyzed, and an asymptotic comparison between unitary geometry measurement matrices and projective geometry measurement matrices is given via the worst-case recovery capability. After that, a clipping-embedding operation is proposed for binary matrices to generate measurement matrices with more sizes, which can strongly extend the applicability of the deterministic binary matrices in practice. Finally, simulation results demonstrate that the performance of our measurement matrices is comparable to, sometimes even better than, that of the corresponding Gaussian random matrices under OMP and BP. [ABSTRACT FROM AUTHOR]

In the phase retrieval problem one seeks to recover an unknown $n$ dimensional signal vector $\mathbf {x}$ from $m$ measurements of the form $y_{i} = |(\mathbf {A} \mathbf {x})_{i}|$ , where $\mathbf {A}$ denotes the sensing matrix. Many algorithms for this problem are based on approximate message passing. For these algorithms, it is known that if the sensing matrix $\mathbf {A}$ is generated by sub-sampling $n$ columns of a uniformly random (i.e., Haar distributed) orthogonal matrix, in the high dimensional asymptotic regime ($m,n \rightarrow \infty, n/m \rightarrow \kappa $), the dynamics of the algorithm are given by a deterministic recursion known as the state evolution. For a special class of linearized message-passing algorithms, we show that the state evolution is universal: it continues to hold even when $\mathbf {A}$ is generated by randomly sub-sampling columns of the Hadamard-Walsh matrix, if the signal is drawn from a Gaussian prior. [ABSTRACT FROM AUTHOR]

The problem of completing a large matrix with lots of missing entries has received widespread attention in the last couple of decades. Two popular approaches to the matrix completion problem are based on singular value thresholding and nuclear norm minimization. Most of the past works on this subject assume that there is a single number $p$ such that each entry of the matrix is available independently with probability $p$ and missing otherwise. This assumption may not be realistic for many applications. In this work, we replace it with the assumption that the probability that an entry is available is an unknown function $f$ of the entry itself. For example, if the entry is the rating given to a movie by a viewer, then it seems plausible that high value entries have greater probability of being available than low value entries. We propose two new estimators, based on singular value thresholding and nuclear norm minimization, to recover the matrix under this assumption. The estimators involve no tuning parameters, and are shown to be consistent under a low rank assumption. We also provide a consistent estimator of the unknown function $f$. [ABSTRACT FROM AUTHOR]

We consider the problem of secure distributed matrix computation (SDMC), where a user queries a function of data matrices generated at distributed source nodes. We assume the availability of $N$ honest but curious computation servers, which are connected to the sources, the user, and each other through orthogonal and reliable communication links. Our goal is to minimize the amount of data that must be transmitted from the sources to the servers, called the upload cost, while guaranteeing that no $T$ colluding servers can learn any information about the source matrices, and the user cannot learn any information beyond the computation result. We first focus on secure distributed matrix multiplication (SDMM), considering two matrices, and propose a novel polynomial coding scheme using the properties of finite field discrete Fourier transform, which achieves an upload cost significantly lower than the existing results in the literature. We then generalize the proposed scheme to include straggler mitigation, and to the multiplication of multiple matrices while keeping the input matrices, the intermediate computation results, as well as the final result secure against any $T$ colluding servers. We also consider a special case, called computation with own data, where the data matrices used for computation belong to the user. In this case, we drop the security requirement against the user, and show that the proposed scheme achieves the minimal upload cost. We then propose methods for performing other common matrix computations securely on distributed servers, including changing the parameters of secret sharing, matrix transpose, matrix exponentiation, solving a linear system, and matrix inversion, which are then used to show how arbitrary matrix polynomials can be computed securely on distributed servers using the proposed procedure. [ABSTRACT FROM AUTHOR]

Distributed matrix computations over large clusters can suffer from the problem of slow or failed worker nodes (called stragglers) which can dominate the overall job execution time. Coded computation utilizes concepts from erasure coding to mitigate the effect of stragglers by running “coded” copies of tasks comprising a job; stragglers are typically treated as erasures. While this is useful, there are issues with applying, e.g., MDS codes in a straightforward manner. Several practical matrix computation scenarios involve sparse matrices. MDS codes typically require dense linear combinations of submatrices of the original matrices which destroy their inherent sparsity. This is problematic as it results in significantly higher worker computation times. Moreover, treating slow nodes as erasures ignores the potentially useful partial computations performed by them. Furthermore, some MDS techniques also suffer from significant numerical stability issues. In this work we present schemes that allow us to leverage partial computation by stragglers while imposing constraints on the level of coding that is required in generating the encoded submatrices. This significantly reduces the worker computation time as compared to previous approaches and results in improved numerical stability in the decoding process. Exhaustive numerical experiments on Amazon Web Services (AWS) clusters support our findings. [ABSTRACT FROM AUTHOR]

We present a condition for 1/2 degree of freedom for each user in constant $K$ -user single-antenna interference channels. This condition is sufficient for all and necessary for almost all channel matrices. Moreover, it applies to all channel topologies, i.e., to fully-connected channels as well as channels that have individual links absent, reflected by corresponding zeros in the channel matrix. Moreover, it captures the essence of interference alignment by virtue of being expressed in terms of a generic injectivity condition that guarantees separability of signal and interference. Finally, we provide codebook constructions achieving 1/2 degree of freedom for each user for all channel matrices satisfying the condition we identified. [ABSTRACT FROM AUTHOR]

This note corrects a few errors in the proof of the main result of the article “Provable Low Rank Phase Retrieval.” The result itself has no change. This article introduced an alternating minimization solution, called AltMinLowRaP, for solving the Low Rank Phase Retrieval (LRPR) problem: recover an $n \times q$ matrix ${{X}^{*}}$ of rank $r$ from ${y}_{k}:= |{A}_{k}'{x}^{*}_{k}|, k=1,2, {\dots }, q$ when the measurement matrices $ {A}_{k}$ are mutually independent. Here $ {y}_{k}$ is an $m$ length vector, $ {A}_{k}$ is an $n \times m$ matrix, and $'$ denotes transpose. [ABSTRACT FROM AUTHOR]

Distributed matrix computations – matrix-matrix or matrix-vector multiplications – are well-recognized to suffer from the problem of stragglers (slow or failed worker nodes). Much of prior work in this area is (i) either sub-optimal in terms of its straggler resilience, or (ii) suffers from numerical problems, i.e., there is a blow-up of round-off errors in the decoded result owing to the high condition numbers of the corresponding decoding matrices. Our work presents a convolutional coding approach to this problem that removes these limitations. It is optimal in terms of its straggler resilience, and has excellent numerical robustness as long as the workers’ storage capacity is slightly higher than the fundamental lower bound. Moreover, it can be decoded using a fast peeling decoder that only involves add/subtract operations. Our second approach has marginally higher decoding complexity than the first one, but allows us to operate arbitrarily close to the storage capacity lower bound. Its numerical robustness can be theoretically quantified by deriving a computable upper bound on the worst case condition number over all possible decoding matrices by drawing connections with the properties of large block Toeplitz matrices. All above claims are backed up by extensive experiments done on the AWS cloud platform. [ABSTRACT FROM AUTHOR]