Search

Fast testing can help mitigate the coronavirus disease 2019 (COVID-19) pandemic. Despite their accuracy for single sample analysis, infectious diseases diagnostic tools, like RT-PCR, require substantial resources to test large populations. We develop a scalable approach for determining the viral status of pooled patient samples. Our approach converts group testing to a linear inverse problem, where false positives and negatives are interpreted as generated by a noisy communication channel, and a message passing algorithm estimates the illness status of patients. Numerical results reveal that our approach estimates patient illness using fewer pooled measurements than existing noisy group testing algorithms. Our approach can easily be extended to various applications, including where false negatives must be minimized. Finally, in a Utopian world we would have collaborated with RT-PCR experts; it is difficult to form such connections during a pandemic. We welcome new collaborators to reach out and help improve this work!, Comment: 5 pages, 3 figures; we welcome new collaborators to reach out and help improve this work!

Real-world applications such as magnetic resonance imaging with multiple coils, multi-user communication, and diffuse optical tomography often assume a linear model where several sparse signals sharing common sparse supports are acquired by several measurement matrices and then contaminated by noise. Multi-measurement vector (MMV) problems consider the estimation or reconstruction of such signals. In different applications, the estimation error that we want to minimize could be the mean squared error or other metrics such as the mean absolute error and the support set error. Seeing that minimizing different error metrics is useful in MMV problems, we study information-theoretic performance limits for MMV signal estimation with arbitrary additive error metrics. We also propose a message passing algorithmic framework that achieves the optimal performance, and rigorously prove the optimality of our algorithm for a special case. We further conjecture the optimality of our algorithm for some general cases, and back it up through numerical examples. As an application of our MMV algorithm, we propose a novel setup for active user detection in multi-user communication and demonstrate the promise of our proposed setup., Comment: 11 pages, 5 figures. Accepted by IEEE Transactions on Signal Processing

Distributed averaging, or distributed average consensus, is a common method for computing the sample mean of the data dispersed among the nodes of a network in a decentralized manner. By iteratively exchanging messages with neighbors, the nodes of the network can converge to an agreement on the sample mean of their initial states. In real-world scenarios, these messages are subject to bandwidth and power constraints, which motivates the design of a lossy compression strategy. Few prior works consider the rate allocation problem from the perspective of constrained optimization, which provides a principled method for the design of lossy compression schemes, allows for the relaxation of certain assumptions, and offers performance guarantees. We show for Gaussian-distributed initial states with entropy-coded scalar quantization and vector quantization that the coding rates for distributed averaging can be optimized through generalized geometric programming. In the absence of side information from past states, this approach finds a rate allocation over nodes and iterations that minimizes the aggregate coding rate required to achieve a target mean square error within a finite run time. Our rate allocation is compared to some of the prior art through numerical simulations. The results motivate the incorporation of side-information through differential or predictive coding to improve rate-distortion performance., Comment: Presented at the 55th Annual Allerton Conference on Communication, Control, and Computing

Many real-world problems in machine learning, signal processing, and communications assume that an unknown vector $x$ is measured by a matrix A, resulting in a vector $y=Ax+z$, where $z$ denotes the noise; we call this a single measurement vector (SMV) problem. Sometimes, multiple dependent vectors $x^{(j)}, j\in \{1,...,J\}$, are measured at the same time, forming the so-called multi-measurement vector (MMV) problem. Both SMV and MMV are linear models (LM's), and the process of estimating the underlying vector(s) $x$ from an LM given the matrices, noisy measurements, and knowledge of the noise statistics, is called a linear inverse problem. In some scenarios, the matrix A is stored in a single processor and this processor also records its measurements $y$; this is called centralized LM. In other scenarios, multiple sites are measuring the same underlying unknown vector $x$, where each site only possesses part of the matrix A; we call this multi-processor LM. Recently, due to an ever-increasing amount of data and ever-growing dimensions in LM's, it has become more important to study large-scale linear inverse problems. In this dissertation, we take advantage of tools in statistical physics and information theory to advance the understanding of large-scale linear inverse problems. The intuition of the application of statistical physics to our problem is that statistical physics deals with large-scale problems, and we can make an analogy between an LM and a thermodynamic system. In terms of information theory, although it was originally developed to characterize the theoretic limits of digital communication systems, information theory was later found to be rather useful in analyzing and understanding other inference problems. (The full abstract cannot fit in due to the space limit. Please refer to the PDF.), Comment: PhD dissertation

Approximate message passing (AMP) is an algorithmic framework for solving linear inverse problems from noisy measurements, with exciting applications such as reconstructing images, audio, hyper spectral images, and various other signals, including those acquired in compressive signal acquisiton systems. The growing prevalence of big data systems has increased interest in large-scale problems, which may involve huge measurement matrices that are unsuitable for conventional computing systems. To address the challenge of large-scale processing, multiprocessor (MP) versions of AMP have been developed. We provide an overview of two such MP-AMP variants. In row-MP-AMP, each computing node stores a subset of the rows of the matrix and processes corresponding measurements. In column- MP-AMP, each node stores a subset of columns, and is solely responsible for reconstructing a portion of the signal. We will discuss pros and cons of both approaches, summarize recent research results for each, and explain when each one may be a viable approach. Aspects that are highlighted include some recent results on state evolution for both MP-AMP algorithms, and the use of data compression to reduce communication in the MP network.

We consider large-scale linear inverse problems in Bayesian settings. Our general approach follows a recent line of work that applies the approximate message passing (AMP) framework in multi-processor (MP) computational systems by storing and processing a subset of rows of the measurement matrix along with corresponding measurements at each MP node. In each MP-AMP iteration, nodes of the MP system and its fusion center exchange lossily compressed messages pertaining to their estimates of the input. There is a trade-off between the physical costs of the reconstruction process including computation time, communication loads, and the reconstruction quality, and it is impossible to simultaneously minimize all the costs. We pose this minimization as a multi-objective optimization problem (MOP), and study the properties of the best trade-offs (Pareto optimality) in this MOP. We prove that the achievable region of this MOP is convex, and conjecture how the combined cost of computation and communication scales with the desired mean squared error. These properties are verified numerically., Comment: 5 pages, 2 figures, to appear at 2016 IEEE International Symposium on Information Theory (ISIT2016)

Compressed sensing (CS) demonstrates that sparse signals can be estimated from under-determined linear systems. Distributed CS (DCS) further reduces the number of measurements by considering joint sparsity within signal ensembles. DCS with jointly sparse signals has applications in multi-sensor acoustic sensing, magnetic resonance imaging with multiple coils, remote sensing, and array signal processing. Multi-measurement vector (MMV) problems consider the estimation of jointly sparse signals under the DCS framework. Two related MMV settings are studied. In the first setting, each signal vector is measured by a different independent and identically distributed (i.i.d.) measurement matrix, while in the second setting, all signal vectors are measured by the same i.i.d. matrix. Replica analysis is performed for these two MMV settings, and the minimum mean squared error (MMSE), which turns out to be identical for both settings, is obtained as a function of the noise variance and number of measurements. To showcase the application of MMV models, the MMSE's of complex CS problems with both real and complex measurement matrices are also analyzed. Multiple performance regions for MMV are identified where the MMSE behaves differently as a function of the noise variance and the number of measurements. Belief propagation (BP) is a CS signal estimation framework that often achieves the MMSE asymptotically. A phase transition for BP is identified. This phase transition, verified by numerical results, separates the regions where BP achieves the MMSE and where it is suboptimal. Numerical results also illustrate that more signal vectors in the jointly sparse signal ensemble lead to a better phase transition., Comment: 11 pages, 6 figures

In this paper, a communication-efficient multi-processor compressed sensing framework based on the approximate message passing algorithm is proposed. We perform lossy compression on the data being communicated between processors, resulting in a reduction in communication costs with a minor degradation in recovery quality. In the proposed framework, a new state evolution formulation takes the quantization error into account, and analytically determines the coding rate required in each iteration. Two approaches for allocating the coding rate, an online back-tracking heuristic and an optimal allocation scheme based on dynamic programming, provide significant reductions in communication costs., Comment: to appear at icassp 2016

We consider large-scale linear inverse problems in Bayesian settings. We follow a recent line of work that applies the approximate message passing (AMP) framework to multi-processor (MP) computational systems, where each processor node stores and processes a subset of rows of the measurement matrix along with corresponding measurements. In each MP-AMP iteration, nodes of the MP system and its fusion center exchange lossily compressed messages pertaining to their estimates of the input. In this setup, we derive the optimal per-iteration coding rates using dynamic programming. We analyze the excess mean squared error (EMSE) beyond the minimum mean squared error (MMSE), and prove that, in the limit of low EMSE, the optimal coding rates increase approximately linearly per iteration. Additionally, we obtain that the combined cost of computation and communication scales with the desired estimation quality according to $O(\log^2(1/\text{EMSE}))$. Finally, we study trade-offs between the physical costs of the estimation process including computation time, communication loads, and the estimation quality as a multi-objective optimization problem, and characterize the properties of the Pareto optimal surfaces., Comment: 14 pages, 8 figures

We study compressed sensing (CS) signal reconstruction problems where an input signal is measured via matrix multiplication under additive white Gaussian noise. Our signals are assumed to be stationary and ergodic, but the input statistics are unknown; the goal is to provide reconstruction algorithms that are universal to the input statistics. We present a novel algorithmic framework that combines: (i) the approximate message passing (AMP) CS reconstruction framework, which solves the matrix channel recovery problem by iterative scalar channel denoising; (ii) a universal denoising scheme based on context quantization, which partitions the stationary ergodic signal denoising into independent and identically distributed (i.i.d.) subsequence denoising; and (iii) a density estimation approach that approximates the probability distribution of an i.i.d. sequence by fitting a Gaussian mixture (GM) model. In addition to the algorithmic framework, we provide three contributions: (i) numerical results showing that state evolution holds for non-separable Bayesian sliding-window denoisers; (ii) an i.i.d. denoiser based on a modified GM learning algorithm; and (iii) a universal denoiser that does not need information about the range where the input takes values from or require the input signal to be bounded. We provide two implementations of our universal CS recovery algorithm with one being faster and the other being more accurate. The two implementations compare favorably with existing universal reconstruction algorithms in terms of both reconstruction quality and runtime., Comment: To appear in IEEE Transaction on Signal Processing

We study compressed sensing (CS) signal reconstruction problems where an input signal is measured via matrix multiplication under additive white Gaussian noise. Our signals are assumed to be stationary and ergodic, but the input statistics are unknown; the goal is to provide reconstruction algorithms that are universal to the input statistics. We present a novel algorithm that combines: (i) the approximate message passing (AMP) CS reconstruction framework, which converts the matrix channel recovery problem into scalar channel denoising; (ii) a universal denoising scheme based on context quantization, which partitions the stationary ergodic signal denoising into independent and identically distributed (i.i.d.) subsequence denoising; and (iii) a density estimation approach that approximates the probability distribution of an i.i.d. sequence by fitting a Gaussian mixture (GM) model. In addition to the algorithmic framework, we provide three contributions: (i) numerical results showing that state evolution holds for non-separable Bayesian sliding-window denoisers; (ii) a universal denoiser that does not require the input signal to be bounded; and (iii) we modify the GM learning algorithm, and extend it to an i.i.d. denoiser. Our universal CS recovery algorithm compares favorably with existing reconstruction algorithms in terms of both reconstruction quality and runtime, despite not knowing the input statistics of the stationary ergodic signal., Comment: Appeared at 52'd annual Allerton Conference on Communication, Control, and Computing

In this paper, compressed sensing with noisy measurements is addressed. The theoretically optimal reconstruction error is studied by evaluating Tanaka's equation. The main contribution is to show that in several regions, which have different measurement rates and noise levels, the reconstruction error behaves differently. This paper also evaluates the performance of the belief propagation (BP) signal reconstruction method in the regions discovered. When the measurement rate and the noise level lie in a certain region, BP is suboptimal with respect to Tanaka's equation, and it may be possible to develop reconstruction algorithms with lower error in that region., Comment: Accepted by CISS2013

We study the compressed sensing (CS) signal estimation problem where an input signal is measured via a linear matrix multiplication under additive noise. While this setup usually assumes sparsity or compressibility in the input signal during recovery, the signal structure that can be leveraged is often not known a priori. In this paper, we consider universal CS recovery, where the statistics of a stationary ergodic signal source are estimated simultaneously with the signal itself. Inspired by Kolmogorov complexity and minimum description length, we focus on a maximum a posteriori (MAP) estimation framework that leverages universal priors to match the complexity of the source. Our framework can also be applied to general linear inverse problems where more measurements than in CS might be needed. We provide theoretical results that support the algorithmic feasibility of universal MAP estimation using a Markov chain Monte Carlo implementation, which is computationally challenging. We incorporate some techniques to accelerate the algorithm while providing comparable and in many cases better reconstruction quality than existing algorithms. Experimental results show the promise of universality in CS, particularly for low-complexity sources that do not exhibit standard sparsity or compressibility., Comment: 29 pages, 8 figures