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The problem of range estimation based on noisy measurements with phase ambiguity can be solved using signals across multiple frequencies by existing algorithms based on either the Chinese Remainder Theorem or lattice theory. The performances of these algorithms are constrained by the trade-off between SNR of measurements and required estimation accuracy. In this paper, we firstly propose an algorithm to find a set of wavelengths satisfying the conditions to apply the closed-form lattice algorithm from a given interval. Then we propose an enhanced lattice algorithm for range estimation based on existing lattice approaches. In the conventional lattice algorithm, the selection of an integer vector by the estimator often fails to be the ground truth because of noise. As a result, the true value can be a neighbouring lattice point of the estimated point where neighbours are defined in terms of a distance depending on the noise characteristics. In this paper, all neighbouring lattice points of the estimated point obtained by a conventional lattice algorithm are regarded as candidates for the new estimate. Then an efficient estimator is presented to choose one of those candidates to be the new estimate. The performance of the proposed algorithm, i.e. the successful probability of reconstruction, is derived mathematically. Additionally, a computation-reduced algorithm is presented to reduce the overhead of computation. The calculated probability and simulation results demonstrate the efficiency of the proposed algorithm. [ABSTRACT FROM AUTHOR]

The Unlimited Sensing Framework (USF) was recently introduced to overcome the sensor saturation bottleneck in conventional digital acquisition systems. At its core, the USF converts a continuous-time high-dynamic-range (HDR) signal into folded, low-dynamic-range, modulo samples and allows the recovery of the HDR signal via algorithmic unfolding. In hardware, however, implementing ideal modulo folding requires careful calibration, analog design and high precision. At the interface of theory and practice, this paper explores a computational sampling strategy that relaxes strict hardware requirements via a novel, mathematically guaranteed reconstruction. We start with a generalized model for USF with two new parameters modeling hysteresis and folding transients in addition to the modulo threshold. Hysteresis accounts for mismatches between the reset threshold and the amplitude displacement at the folding time and the folding transient is a continuous transition period in the implementation of a reset. Both these effects are motivated by our hardware experiments and also occur in previous, domain-specific applications. We show that hysteresis is beneficial for USF and leverage it to derive the first recovery guarantees in the context of our generalized USF model for a certain sampling rate regime. Additionally, we show how the sampling rate requirement can be greatly reduced via a direct generalization of the proposed recovery. Our theoretical work is corroborated by hardware experiments with a hysteresis enabled, modulo ADC testbed comprising off-the-shelf electronic components. Thus, by capitalizing on a collaboration between hardware and algorithms, our paper enables an end-to-end pipeline for HDR sampling allowing more flexible hardware implementations. [ABSTRACT FROM AUTHOR]

This paper considers stochastic convex optimization problems with two sets of constraints: (a) deterministic constraints on the domain of the optimization variable, which are difficult to project onto; and (b) deterministic or stochastic constraints that admit efficient projection. Problems of this form arise frequently in the context of semidefinite programming as well as when various NP-hard problems are solved approximately via semidefinite relaxation. Since projection onto the first set of constraints is difficult, it becomes necessary to explore projection-free algorithms, such as the stochastic Frank-Wolfe (FW) algorithm. On the other hand, the second set of constraints cannot be handled in the same way, and must be incorporated as an indicator function within the objective function, thereby complicating the application of FW methods. Similar problems have been studied before; however, they suffer from slow convergence rates. This work, equipped with momentum based gradient tracking technique, guarantees fast convergence rates on par with the best-known rates for problems without the second set of constraints. Zeroth-order variants of the proposed algorithms are also developed and again improve upon the state-of-the-art rate results. We further propose the novel trimmed FW variants that enjoy the same convergence rates as their classical counterparts, but are empirically shown to require significantly fewer calls to the linear minimization oracle speeding up the overall algorithm. The efficacy of the proposed algorithms is tested on relevant applications of sparse matrix estimation, clustering via semidefinite relaxation, and uniform sparsest cut problem. [ABSTRACT FROM AUTHOR]

In this paper, we design and analyze Mc2g (Matrix Completion with 2 Graphs), an efficient algorithm that performs matrix completion in the presence of social and item similarity graphs. Mc2g runs in quasilinear time and is parameter free. It is based on spectral clustering and local refinement steps. For the matrix completion problem which possesses additional block structures in its rows and columns, we derive the expected number of sampled entries required for Mc2g to succeed, and further show that it matches an information-theoretic lower bound up to a constant factor for a wide range of parameters. We perform extensive experiments on both synthetic datasets and a semi-real dataset inspired by real graphs. The experimental results show that Mc2g outperforms other state-of-the-art matrix completion algorithms. [ABSTRACT FROM AUTHOR]

In this paper, we propose to extend the standard Convolutional Dictionary Learning problem to a tensor representation where the activations are constrained to be “low-rank” through a Canonical Polyadic decomposition. We show that this additional constraint increases the robustness of the CDL with respect to noise and improve the interpretability of the final results. In addition, we discuss in detail the advantages of this representation and introduce two algorithms, based on ADMM or FISTA, that efficiently solve this problem. We show that by exploiting the low rank property of activations, they achieve lower complexity than the main CDL algorithms. Finally, we evaluate our approach on a wide range of experiments, highlighting the modularity and the advantages of this tensorial low-rank formulation. [ABSTRACT FROM AUTHOR]

The use of a large-scale antenna array (LSAA) has become an important characteristic of multi-antenna communication systems to achieve beamforming gains such as in designing millimeter-wave (mmWave) systems to combat severe propagation losses. In such applications, each antenna element has to be driven by a radio frequency (RF) chain for the implementation of fully-digital beamformers, significantly increasing the hardware cost, complexity, and power consumption. Therefore, constant-modulus analog beamforming (CMAB) becomes a viable solution. In this paper, we consider the scaled analog beamforming (SAB) or constant-modulus analog beamforming (CMAB) architecture and design the system parameters by solving two variants of beampattern matching problem. In the first case, both the magnitude and phase of the beampattern are matched to the given desired beampattern whereas in the second case, only the magnitude of the beampattern is matched. Both the beampattern matching problems are cast as a variant of the constant-modulus least-squares (CLS) problem. We provide efficient algorithms based on the alternating majorization-minimization (AMM) framework that combines the alternating minimization and the MM frameworks and the conventional-cyclic coordinate descent (C-CCD) algorithms to solve the problem in each case. We also propose algorithms based on a new modified-CCD (M-CCD) based approach. For all the developed algorithms we prove convergence to a Karush-Kuhn-Tucker (KKT) point (or a stationary point). Numerical results demonstrate that the proposed algorithms converge faster than the state-of-the-art solutions. Among all the algorithms, the M-CCD-based algorithms have faster convergence when evaluated in terms of the number of iterations and the AMM-based algorithms offer lower complexity. [ABSTRACT FROM AUTHOR]

While many distributed optimization algorithms have been proposed for solving smooth or convex problems over the networks, few of them can handle non-convex and non-smooth problems. Based on a proximal primal-dual approach, this paper presents a new (stochastic) distributed algorithm with Nesterov momentum for accelerated optimization of non-convex and non-smooth problems. Theoretically, we show that the proposed algorithm can achieve an $\epsilon$ -stationary solution under a constant step size with $\mathcal {O}(1/\epsilon ^2)$ computation complexity and $\mathcal {O}(1/\epsilon)$ communication complexity when the epigraph of the non-smooth term is a polyhedral set. When compared to the existing gradient tracking based methods, the proposed algorithm has the same order of computation complexity but lower order of communication complexity. To the best of our knowledge, the presented result is the first stochastic algorithm with the $\mathcal {O}(1/\epsilon)$ communication complexity for non-convex and non-smooth problems. Numerical experiments for a distributed non-convex regression problem and a deep neural network based classification problem are presented to illustrate the effectiveness of the proposed algorithms. [ABSTRACT FROM AUTHOR]

This paper studies the convergence properties of the well-known message-passing algorithm for convex optimisation. Under the assumption of pairwise separability and scaled diagonal dominance, asymptotic convergence is established and a simple bound for the convergence rate is provided for message-passing. In comparison with previous results, our results do not require the given convex program to have known convex pairwise components and that our bound for the convergence rate is tighter and simpler. When specialised to quadratic optimisation, we generalise known results by providing a very simple bound for the convergence rate. [ABSTRACT FROM AUTHOR]

In this paper, we consider the policy evaluation problem in reinforcement learning with agents on a decentralized and directed network. In order to evaluate the quality of a fixed policy in this decentralized setting, one option is for agents to run decentralized temporal-difference (TD) collaboratively. To account for the practical scenarios where the state and action spaces are large and malicious attacks emerge, we focus on the decentralized TD learning with linear function approximation in the presence of malicious agents (often termed as Byzantine agents). We propose a trimmed mean-based Byzantine-resilient decentralized TD algorithm to perform policy evaluation in this setting. We establish the finite-time convergence rate, as well as the asymptotic learning error that depends on the number of Byzantine agents. Numerical experiments corroborate the robustness of the proposed algorithm. [ABSTRACT FROM AUTHOR]

In this paper, we propose a novel adaptive importance sampling (AIS) algorithm for probabilistic inference. The sampler learns a proposal distribution adaptation strategy by framing AIS as a reinforcement learning problem. Under this structure, the proposal distribution of the sampler is treated as an agent whose state is controlled using a parameterized policy. At each iteration of the algorithm, the agent earns a reward that is related to its contribution to the variance of the AIS estimator of the normalization constant of the target distribution. Policy gradient methods are employed to learn a locally optimal policy that maximizes the expected value of the sum of all rewards. Numerical simulations on two different examples demonstrate promising results for the future application of the proposed method to complex Bayesian models. [ABSTRACT FROM AUTHOR]

This paper presents algorithms for the parallelization of inference in hidden Markov models (HMMs). In particular, we propose a parallel forward-backward type of filtering and smoothing algorithm as well as a parallel Viterbi-type maximum-a-posteriori (MAP) algorithm. We define associative elements and operators to pose these inference problems as all-prefix-sums computations and parallelize them using the parallel-scan algorithm. The advantage of the proposed algorithms is that they are computationally efficient in HMM inference problems with long time horizons. We empirically compare the performance of the proposed methods to classical methods on a highly parallel graphics processing unit (GPU). [ABSTRACT FROM AUTHOR]

In this paper, we extend the bilinear generalized approximate message passing (BiG-AMP) approach, originally proposed for high-dimensional generalized bilinear regression, to the multi-layer case for the handling of cascaded problem such as matrix-factorization problem arising in relay communication among others. Assuming statistically independent matrix entries with known priors, the new algorithm called ML-BiGAMP could approximate the general sum-product loopy belief propagation (LBP) in the high-dimensional limit enjoying a substantial reduction in computational complexity. We demonstrate that, in large system limit, the asymptotic MSE performance of ML-BiGAMP could be fully characterized via a set of simple one-dimensional equations termed state evolution (SE). We establish that the asymptotic MSE predicted by ML-BiGAMP’ SE matches perfectly the exact MMSE predicted by the replica method, which is well-known to be Bayes-optimal but infeasible in practice. This consistency indicates that the ML-BiGAMP may still retain the same Bayes-optimal performance as the MMSE estimator in high-dimensional applications, although ML-BiGAMP's computational burden is far lower. As an illustrative example of the general ML-BiGAMP, we provide a detector design that could estimate the channel fading and the data symbols jointly with high precision for the two-hop amplify-and-forward relay communication systems. [ABSTRACT FROM AUTHOR]

In this paper, we investigate designs of linear precoders for vector Gaussian channels via stochastic optimizations and deep neural networks (DNNs). We assume that the channel inputs are drawn from practical finite alphabets, and we search for precoders maximizing the mutual information between channel inputs and outputs. Though the problem is generally non-convex, we prove that when the right singular matrix of precoder is fixed, any local optima of this problem is a global optima. Based on this fact, an efficient projected stochastic gradient descent (PSGD) algorithm is designed to search the optimal precoders. Moreover, to reduce the complexity of calculating a posterior means involved in gradients calculation, K-best algorithm is adopted to make approximations of a posterior means with negligible loss of accuracy. Furthermore, to avoid explicit calculation of mutual information and its gradients, DNN-based autoencoders (AEs) are constructed for this precoding task, and an efficient training algorithm is proposed. We also prove that the AEs, with ‘softmax’ activation function and ‘categorical cross entropy’ loss, maximize the mutual information under reasonable assumptions. Then, in order to extend the AE methods to large scale systems, ‘sigmoid’ activation function and ‘binary cross entropy’ loss are used such that the size of AEs will not grow prohibitively large. We prove that this maximizes a lower bound of the mutual information under reasonable assumptions. Finally, to make the precoders practical for high speed wireless scenarios, we propose an offline training paradigm which trains DNNs to infer optimal precoders given channel state information instead of training online for every different channel. Simulation results show that all the proposed methods work well in maximizing mutual information and improving bit error rate (BER) performance. [ABSTRACT FROM AUTHOR]

We consider the problem of minimizing the $\ell _1$ norm of a linear map over the sphere, which arises in various machine learning applications such as orthogonal dictionary learning (ODL) and robust subspace recovery (RSR). The problem is numerically challenging due to its nonsmooth objective and nonconvex constraint, and its algorithmic aspects have not been well explored. In this paper, we show how the manifold structure of the sphere can be exploited to design fast algorithms with provable guarantees for tackling this problem. Specifically, our contribution is fourfold. First, we present a manifold proximal point algorithm (ManPPA) for the problem and show that it converges at a global sublinear rate. Furthermore, we show that ManPPA can achieve a local quadratic convergence rate when applied to sharp instances of the problem. Second, we develop a semismooth Newton-based inexact augmented Lagrangian method for computing the search direction in each iteration of ManPPA and show that it has an asymptotic superlinear convergence rate. Third, we propose a stochastic variant of ManPPA called StManPPA, which is well suited for large-scale computation, and establish its sublinear convergence rate. Both ManPPA and StManPPA have provably faster convergence rates than existing subgradient-type methods. Fourth, using ManPPA as a building block, we propose a new heuristic method for solving a matrix analog of the problem, in which the sphere is replaced by the Stiefel manifold. The results from our extensive numerical experiments on the ODL and RSR problems demonstrate the efficiency and efficacy of our proposed methods. [ABSTRACT FROM AUTHOR]

This paper proposes an efficient algorithm for robust sensor placement with the purpose of recovering a source signal from noisy measurements. To model uncertainty on the spatially-variant sensors gain and on the spatially correlated noise, we assume that both are realizations of Gaussian processes. Since the signal to noise ratio (SNR) is also uncertain in this context, to achieve a robust signal extraction, we propose a new placement criterion based on the maximization of the probability that the SNR exceeds a given threshold. This criterion can be easily evaluated using the Gaussian process assumption. Moreover, to reduce the computational complexity of the joint maximization of the criterion with respect to all sensor positions, we suggest a sequential maximization approach, where the sensor positions are chosen one at a time. Finally, we present numerical results showing the superior robustness of the proposed approach when compared to standard sensor placement criteria aimed at interpolating the spatial gain and to a recently proposed criterion aimed at maximizing the average SNR. [ABSTRACT FROM AUTHOR]

Due to the advantage of capacity-achieving, polar codes have been extended to the block fading channel whereas most constructions involve complex iterative-calculation. In this paper, we establish a systematic framework to analyze the error performance of polar codes in the case of block mapping and random mapping. For both the mappings, by introducing the new concept, named split polar spectrum, we derive the upper bound on the error probability of polarized channel which explicitly reveals the relationship between the diversity order $L$ and the block-wise weight distribution of the codeword. For the special case $L=2$ in the block mapping, we design the enumeration algorithm to calculate the exact split polar spectrum based on the general MacWilliams identities. For arbitrary diversity order in the random mapping, with the help of uniform interleaving, we derive the approximate split polar spectrum by combining the polar spectrum and the probability of fading pattern for a specific weight. Furthermore, we propose the design criteria to construct polar codes over the block fading channel. The full diversity criterion is the primary target to achieve the diversity gain and the product distance criterion requires to maximize the product of the block-wise Hamming distance whereby obtain the coding gain. Guided by these design criteria, the construction metrics, respectively named polarized diversity weight (PDW) and simplified PDW (SPDW) are proposed to designpolar codes in both mappings. Such simple metrics can construct polar codes with similar or better performance over those based on traditional methods in block fading channel. [ABSTRACT FROM AUTHOR]

We correct errors in step 6 of Algorithm 1 given in the paper ‘'Sparse-Group Lasso for Graph Learning from Multi-Attribute Data.’' Other parts of the paper including numerical results are unchanged as the algorithm was implemented correctly. [ABSTRACT FROM AUTHOR]