Distributed Stochastic Optimization in Non-Differentiable and Non-Convex Environments

The first part of this dissertation considers distributed learning problems over networked agents. The general objective of distributed adaptation and learning is the solution of global, stochastic optimization problems through localized interactions and without information about the statistical properties of the data. Regularization is a useful technique to encourage or enforce structural properties on the resulting solution, such as sparsity or constraints. A substantial number of regularizers are inherently non-smooth, while many cost functions are differentiable. We propose distributed and adaptive strategies that are able to minimize aggregate sums of objectives. In doing so, we exploit the structure of the individual objectives as sums of differentiable costs and non-differentiable regularizers. The resulting algorithms are adaptive in nature and able to continuously track drifts in the problem; their recursions, however, are subject to persistent perturbations arising from the stochastic nature of ...

Vlaski, Stefan — University of California, Los Angeles


Robust Network Topology Inference and Processing of Graph Signals

The abundance of large and heterogeneous systems is rendering contemporary data more pervasive, intricate, and with a non-regular structure. With classical techniques facing troubles to deal with the irregular (non-Euclidean) domain where the signals are defined, a popular approach at the heart of graph signal processing (GSP) is to: (i) represent the underlying support via a graph and (ii) exploit the topology of this graph to process the signals at hand. In addition to the irregular structure of the signals, another critical limitation is that the observed data is prone to the presence of perturbations, which, in the context of GSP, may affect not only the observed signals but also the topology of the supporting graph. Ignoring the presence of perturbations, along with the couplings between the errors in the signal and the errors in their support, can drastically hinder ...

Rey, Samuel — King Juan Carlos University


Bayesian methods for sparse and low-rank matrix problems

Many scientific and engineering problems require us to process measurements and data in order to extract information. Since we base decisions on information, it is important to design accurate and efficient processing algorithms. This is often done by modeling the signal of interest and the noise in the problem. One type of modeling is Compressed Sensing, where the signal has a sparse or low-rank representation. In this thesis we study different approaches to designing algorithms for sparse and low-rank problems. Greedy methods are fast methods for sparse problems which iteratively detects and estimates the non-zero components. By modeling the detection problem as an array processing problem and a Bayesian filtering problem, we improve the detection accuracy. Bayesian methods approximate the sparsity by probability distributions which are iteratively modified. We show one approach to making the Bayesian method the Relevance Vector ...

Sundin, Martin — Department of Signal Processing, Royal Institute of Technology KTH


Compressed sensing approaches to large-scale tensor decompositions

Today’s society is characterized by an abundance of data that is generated at an unprecedented velocity. However, much of this data is immediately thrown away by compression or information extraction. In a compressed sensing (CS) setting the inherent sparsity in many datasets is exploited by avoiding the acquisition of superfluous data in the first place. We combine this technique with tensors, or multiway arrays of numerical values, which are higher-order generalizations of vectors and matrices. As the number of entries scales exponentially in the order, tensor problems are often large-scale. We show that the combination of simple, low-rank tensor decompositions with CS effectively alleviates or even breaks the so-called curse of dimensionality. After discussing the larger data fusion optimization framework for coupled and constrained tensor decompositions, we investigate three categories of CS type algorithms to deal with large-scale problems. First, ...

Vervliet, Nico — KU Leuven


Representation Learning in Distributed Networks

The effectiveness of machine learning (ML) in today's applications largely depends on the goodness of the representation of data used within the ML algorithms. While the massiveness in dimension of modern day data often requires lower-dimensional data representations in many applications for efficient use of available computational resources, the use of uncorrelated features is also known to enhance the performance of ML algorithms. Thus, an efficient representation learning solution should focus on dimension reduction as well as uncorrelated feature extraction. Even though Principal Component Analysis (PCA) and linear autoencoders are fundamental data preprocessing tools that are largely used for dimension reduction, when engineered properly they can also be used to extract uncorrelated features. At the same time, factors like ever-increasing volume of data or inherently distributed data generation impede the use of existing centralized solutions for representation learning that require ...

Gang, Arpita — Rutgers University-New Brunswick


Epigraphical splitting of convex constraints. Application to image recovery, supervised classification, and image forgery detection.

In this thesis, we present a convex optimization approach to address three problems arising in multicomponent image recovery, supervised classification, and image forgery detection. The common thread among these problems is the presence of nonlinear convex constraints difficult to handle with state-of-the-art methods. Therefore, we present a novel splitting technique to simplify the management of such constraints. Relying on this approach, we also propose some contributions that are tailored to the aforementioned applications. The first part of the thesis presents the epigraphical splitting of nonlinear convex constraints. The principle is to decompose the sublevel set of a block-separable function into a collection of epigraphs. So doing, we reduce the complexity of optimization algorithms when the above constraint involves the sum of absolute values, distance functions to a convex set, Euclidean norms, infinity norms, or max functions. We demonstrate through numerical ...

Chierchia, Giovanni — Telecom ParisTech


Sparse Array Signal Processing

This dissertation details three approaches for direction-of-arrival (DOA) estimation or beamforming in array signal processing from the perspective of sparsity. In the first part of this dissertation, we consider sparse array beamformer design based on the alternating direction method of multipliers (ADMM); in the second part of this dissertation, the problem of joint DOA estimation and distorted sensor detection is investigated; and off-grid DOA estimation is studied in the last part of this dissertation. In the first part of this thesis, we devise a sparse array design algorithm for adaptive beamforming. Our strategy is based on finding a sparse beamformer weight to maximize the output signal-to-interference-plus-noise ratio (SINR). The proposed method utilizes ADMM, and admits closed-form solutions at each ADMM iteration. The algorithm convergence properties are analyzed by showing the monotonicity and boundedness of the augmented Lagrangian function. In addition, ...

Huang, Huiping — Darmstadt University of Technology


Explicit and implicit tensor decomposition-based algorithms and applications

Various real-life data such as time series and multi-sensor recordings can be represented by vectors and matrices, which are one-way and two-way arrays of numerical values, respectively. Valuable information can be extracted from these measured data matrices by means of matrix factorizations in a broad range of applications within signal processing, data mining, and machine learning. While matrix-based methods are powerful and well-known tools for various applications, they are limited to single-mode variations, making them ill-suited to tackle multi-way data without loss of information. Higher-order tensors are a natural extension of vectors (first order) and matrices (second order), enabling us to represent multi-way arrays of numerical values, which have become ubiquitous in signal processing and data mining applications. By leveraging the powerful utitilies offered by tensor decompositions such as compression and uniqueness properties, we can extract more information from multi-way ...

Boussé, Martijn — KU Leuven


Efficient Globally Optimal Resource Allocation in Wireless Interference Networks

Radio resource allocation in communication networks is essential to achieve optimal performance and resource utilization. In modern interference networks the corresponding optimization problems are often nonconvex and their solution requires significant computational resources. Hence, practical systems usually use algorithms with no or only weak optimality guarantees for complexity reasons. Nevertheless, asserting the quality of these methods requires the knowledge of the globally optimal solution. State-of-the-art global optimization approaches mostly employ Tuy's monotonic optimization framework which has some major drawbacks, especially when dealing with fractional objectives or complicated feasible sets. In this thesis, two novel global optimization frameworks are developed. The first is based on the successive incumbent transcending (SIT) scheme to avoid numerical problems with complicated feasible sets. It inherently differentiates between convex and nonconvex variables, preserving the low computational complexity in the number of convex variables without the need ...

Matthiesen, Bho — Technische Universität Dresden, Dresden, Germany


Sparse Modeling Heuristics for Parameter Estimation - Applications in Statistical Signal Processing

This thesis examines sparse statistical modeling on a range of applications in audio modeling, audio localizations, DNA sequencing, and spectroscopy. In the examined cases, the resulting estimation problems are computationally cumbersome, both as one often suffers from a lack of model order knowledge for this form of problems, but also due to the high dimensionality of the parameter spaces, which typically also yield optimization problems with numerous local minima. In this thesis, these problems are treated using sparse modeling heuristics, with the resulting criteria being solved using convex relaxations, inspired from disciplined convex programming ideas, to maintain tractability. The contributions to audio modeling and estimation focus on the estimation of the fundamental frequency of harmonically related sinusoidal signals, which is commonly used model for, e.g., voiced speech or tonal audio. We examine both the problems of estimating multiple audio sources ...

Adalbjörnsson, Stefan Ingi — Lund University


Advanced Signal Processing Concepts for Multi-Dimensional Communication Systems

The widespread use of mobile internet and smart applications has led to an explosive growth in mobile data traffic. With the rise of smart homes, smart buildings, and smart cities, this demand is ever growing since future communication systems will require the integration of multiple networks serving diverse sectors, domains and applications, such as multimedia, virtual or augmented reality, machine-to-machine (M2M) communication / the Internet of things (IoT), automotive applications, and many more. Therefore, in the future, the communication systems will not only be required to provide Gbps wireless connectivity but also fulfill other requirements such as low latency and massive machine type connectivity while ensuring the quality of service. Without significant technological advances to increase the system capacity, the existing telecommunications infrastructure will be unable to support these multi-dimensional requirements. This poses an important demand for suitable waveforms with ...

Cheema, Sher Ali — Technische Universität Ilmenau


Signal Quantization and Approximation Algorithms for Federated Learning

Distributed signal or information processing using Internet of Things (IoT), facilitates real-time monitoring of signals, for example, environmental pollutants, health indicators, and electric energy consumption in a smart city. Despite the promising capabilities of IoTs, these distributed deployments often face the challenge of data privacy and communication rate constraints. In traditional machine learning, training data is moved to a data center, which requires massive data movement from distributed IoT devices to a third-party location, thus raising concerns over privacy and inefficient use of communication resources. Moreover, the growing network size, model size, and data volume combined lead to unusual complexity in the design of optimization algorithms beyond the compute capability of a single device. This necessitates novel system architectures to ensure stable and secure operations of such networks. Federated learning (FL) architecture, a novel distributed learning paradigm introduced by McMahan ...

A, Vijay — Indian Institute of Technology Bombay


Density-based shape descriptors and similarity learning for 3D object retrieval

Next generation search engines will enable query formulations, other than text, relying on visual information encoded in terms of images and shapes. The 3D search technology, in particular, targets specialized application domains ranging from computer aided-design and manufacturing to cultural heritage archival and presentation. Content-based retrieval research aims at developing search engines that would allow users to perform a query by similarity of content. This thesis deals with two fundamentals problems in content-based 3D object retrieval: (1) How to describe a 3D shape to obtain a reliable representative for the subsequent task of similarity search? (2) How to supervise the search process to learn inter-shape similarities for more effective and semantic retrieval? Concerning the first problem, we develop a novel 3D shape description scheme based on probability density of multivariate local surface features. We constructively obtain local characterizations of 3D ...

Akgul, Ceyhun Burak — Bogazici University and Telecom ParisTech


Functional Neuroimaging Data Characterisation Via Tensor Representations

The growing interest in neuroimaging technologies generates a massive amount of biomedical data that exhibit high dimensionality. Tensor-based analysis of brain imaging data has by now been recognized as an effective approach exploiting its inherent multi-way nature. In particular, the advantages of tensorial over matrix-based methods have previously been demonstrated in the context of functional magnetic resonance imaging (fMRI) source localization; the identification of the regions of the brain which are activated at specific time instances. However, such methods can also become ineffective in realistic challenging scenarios, involving, e.g., strong noise and/or significant overlap among the activated regions. Moreover, they commonly rely on the assumption of an underlying multilinear model generating the data. In the first part of this thesis, we aimed at investigating the possible gains from exploiting the 3-dimensional nature of the brain images, through a higher-order tensorization ...

Christos Chatzichristos — National and Kapodistrian University of Athens


Linear Dynamical Systems with Sparsity Constraints: Theory and Algorithms

This thesis develops new mathematical theory and presents novel recovery algorithms for discrete linear dynamical systems (LDS) with sparsity constraints on either control inputs or initial state. The recovery problems in this framework manifest as the problem of reconstructing one or more sparse signals from a set of noisy underdetermined linear measurements. The goal of our work is to design algorithms for sparse signal recovery which can exploit the underlying structure in the measurement matrix and the unknown sparse vectors, and to analyze the impact of these structures on the efficacy of the recovery. We answer three fundamental and interconnected questions on sparse signal recovery problems that arise in the context of LDS. First, what are necessary and sufficient conditions for the existence of a sparse solution? Second, given that a sparse solution exists, what are good low-complexity algorithms that ...

Joseph, Geethu — Indian Institute of Science, Bangalore

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