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We consider the problem of recovering a low-multilinear-rank tensor from a small amount of linear measurements. We show that the Riemannian gradient algorithm initialized by one step of iterative hard thresholding can reconstruct an order-$d$ tensor of size $n\times\ldots\times n$ and multilinear rank $(r,\ldots,r)$ with high probability from only $O(nr^2 + r^{d+1})$ measurements, assuming $d$ is a constant. This sampling complexity is optimal in $n$, compared to existing results whose sampling complexities are all unnecessarily large in $n$. The analysis relies on the tensor restricted isometry property (TRIP) and the geometry of the manifold of all tensors with a fixed multilinear rank. High computational efficiency of our algorithm is also achieved by doing higher order singular value decomposition on intermediate small tensors of size only $2r\times \ldots\times 2r$ rather than on tensors of size $n\times \ldots\times n$ as usual.

In this paper, we consider the sparse phase retrieval problem, recovering an $s$-sparse signal $\bm{x}^{\natural}\in\mathbb{R}^n$ from $m$ phaseless samples $y_i=|\langle\bm{x}^{\natural},\bm{a}_i\rangle|$ for $i=1,\ldots,m$. Existing sparse phase retrieval algorithms are usually first-order and hence converge at most linearly. Inspired by the hard thresholding pursuit (HTP) algorithm in compressed sensing, we propose an efficient second-order algorithm for sparse phase retrieval. Our proposed algorithm is theoretically guaranteed to give an exact sparse signal recovery in finite (in particular, at most $O(\log m + \log(\|\bm{x}^{\natural}\|_2/|x_{\min}^{\natural}|))$) steps, when $\{\bm{a}_i\}_{i=1}^{m}$ are i.i.d. standard Gaussian random vector with $m\sim O(s\log(n/s))$ and the initialization is in a neighborhood of the underlying sparse signal. Together with a spectral initialization, our algorithm is guaranteed to have an exact recovery from $O(s^2\log n)$ samples. Since the computational cost per iteration of our proposed algorithm is the same order as popular first-order algorithms, our algorithm is extremely efficient. Experimental results show that our algorithm can be several times faster than existing sparse phase retrieval algorithms.

Nuclear Magnetic Resonance (NMR) spectroscopy, which is modeled as the sum of damped exponential signals, has become an indispensable tool in various scenarios, such as the structure and function determination, chemical analysis, and disease diagnosis. NMR spectroscopy signals, however, are usually corrupted by Gaussian noise in practice, raising difficulties in sequential analysis and quantification of the signals. The low-rank Hankel property plays an important role in the denoising issue, but selecting an appropriate parameter still remains a problem. In this work, we explore the effect of the regularization parameter of a convex optimization denoising method based on low-rank Hankel matrices for exponential signals corrupted by Gaussian noise. An accurate estimate on the spectral norm of weighted Hankel matrices is provided as a guidance to set the regularization parameter. The bound can be efficiently calculated since it only depends on the standard deviation of the noise and a constant. Aided by the bound, one can easily obtain an auto-setting regularization parameter to produce promising denoised results. Our experiments on synthetic and realistic NMR spectroscopy data demonstrate a superior denoising performance of our proposed approach in comparison with the typical Cadzow and the state-of-the-art QR decomposition methods, especially in the low signal-to-noise ratio regime.

Light propagation in ocean is influenced by the refractive-index which is related to temperature, salinity, outer-scale, etc. Based on Hill's model 1 (H1), two kinds of oceanic refractive-index spectrum (ORIS) have been proposed to describe the second order characteristic of refractive-index. Most recently, several ORIS models were proposed based on Hill's model 4 (H4), which gave a better precision in high wave-numbers (viscous-diffusive range). However, the outer scale, as a key parameter related to practical environment, has not been introduced into any oceanic H4-based spectra. In this paper, we take the outer-scale parameter into an H4-based spectrum which is adapted to the wide-range Prandtl/Schmidt number [Opt. Express. 20, 11111(2019)]. The proposed outer-scaled spectrum could be used in analyzing wave propagation in limited outer-scaled environment with different values of average temperature and salinity. We further derived the beam wander formula of collimated laser beam. Numerical calculations show that the beam wander influenced by outer-scale length $L_{0}$ is more obvious than that influenced by average temperature $\langle T\rangle$, when $L_{0}$ varies from $10 \rm m$ to $100 \rm m$, and $\langle T\rangle$ ranges from $0^{\circ} \rm C$ to $30^{\circ} \rm C$. When salinity fluctuations prevails ($\omega \rightarrow 0$), the influence of outer scale becomes weaker. In contribution proportion of beam wander, the temperature-salt coupling term is the much larger than that of temperature or salinity term.

Recently, the finite-rate-of-innovation (FRI) based continuous domain regularization is emerging as an alternative to the conventional on-the-grid sparse regularization for the compressed sensing (CS) due to its ability to alleviate the basis mismatch between the true support of the shape in the continuous domain and the discrete grid. In this paper, we propose a new off-the-grid regularization for the CS-MRI reconstruction. Following the recent works on two dimensional FRI, we assume that the discontinuities/edges of the image are localized in the zero level set of a band-limited periodic function. This assumption induces the linear dependencies among the Fourier samples of the gradient of the image, which leads to a low rank two-fold Hankel matrix. We further observe that the singular value decomposition of a low rank Hankel matrix corresponds to an adaptive tight frame system which can represent the image with sparse canonical coefficients. Based on this observation, we propose a data driven tight frame based off-the-grid regularization model for the CS-MRI reconstruction. To solve the nonconvex and nonsmooth model, a proximal alternating minimization algorithm with a guaranteed global convergence is adopted. Finally, the numerical experiments show that our proposed data driven tight frame based approach outperforms the existing approaches.

Consider a spectrally sparse signal $\boldsymbol{x}$ that consists of $r$ complex sinusoids with or without damping. We study the robust recovery problem for the spectrally sparse signal under the fully observed setting, which is about recovering $\boldsymbol{x}$ and a sparse corruption vector $\boldsymbol{s}$ from their sum $\boldsymbol{z}=\boldsymbol{x}+\boldsymbol{s}$. In this paper, we exploit the low-rank property of the Hankel matrix formed by $\boldsymbol{x}$, and formulate the problem as the robust recovery of a corrupted low-rank Hankel matrix. We develop a highly efficient non-convex algorithm, coined Accelerated Structured Alternating Projections (ASAP). The high computational efficiency and low space complexity of ASAP are achieved by fast computations involving structured matrices, and a subspace projection method for accelerated low-rank approximation. Theoretical recovery guarantee with a linear convergence rate has been established for ASAP, under some mild assumptions on $\boldsymbol{x}$ and $\boldsymbol{s}$. Empirical performance comparisons on both synthetic and real-world data confirm the advantages of ASAP, in terms of computational efficiency and robustness aspects.

We investigate the sample size requirement for exact recovery of a high order tensor of low rank from a subset of its entries. In the Tucker decomposition framework, we show that the Riemannian optimization algorithm with initial value obtained from a spectral method can reconstruct a tensor of size $n\times n \times\cdots \times n$ tensor of ranks $(r,\cdots,r)$ with high probability from as few as $O((r^d+dnr)\log(d))$ entries. In the case of order 3 tensor, the entries can be asymptotically as few as $O(nr)$ for a low rank large tensor. We show the theoretical guarantee condition for the recovery. The analysis relies on the tensor restricted isometry property (tensor RIP) and the curvature of the low rank tensor manifold. Our algorithm is computationally efficient and easy to implement. Numerical results verify that the algorithms are able to recover a low rank tensor from minimum number of measurements. The experiments on hyperspectral images recovery also show that our algorithm is capable of real world signal processing problems., Comment: There is an error in the paper and need to be correct

The Cadzow's algorithm is a signal denoising and recovery method which was designed for signals corresponding to low rank Hankel matrices. In this paper we first introduce a Fast Cadzow's algorithm which is developed by incorporating a novel subspace projection to reduce the high computational cost of the SVD in the Cadzow's algorithm. Then a Gradient method and a Fast Gradient method are proposed to address the non-decreasing MSE issue when applying the Cadzow's or Fast Cadzow's algorithm for signal denoising. Extensive empirical performance comparisons demonstrate that the proposed algorithms can complete the denoising and recovery tasks more efficiently and effectively.

Light influenced by the turbulent ocean can be fully characterized with the help of the power spectrum of the water's refractive index fluctuations, resulting from the combined effect of two scalars, temperature and salinity concentration advected by the velocity field. The Nikishovs' model [ Fluid Mech. Res. 27, 8298 (2000)] frequently used in the analysis of light evolution through the turbulent ocean channels is the linear combination of the temperature spectrum, the salinity spectrum and their co-spectrum, each being described by an approximate expression developed by Hill [ J. Fluid Mech. 88, 541562 (1978)] in the first of his four suggested models. The fourth of the Hill's models provides much more precise power spectrum than the first one expressed via a non-linear differential equation that does not have a closed-form solution. We develop an accurate analytic approximation to the fourth Hill's model valid for Prandtl/Schmidt numbers in the interval [3, 3000] and use it for the development of a more precise oceanic power spectrum. To illustrate the advantage of our model, we include numerical examples relating to the spherical wave scintillation index evolving in the underwater turbulent channels with different average temperatures, and, hence, different Prandtl numbers for temperature and different Schmidt numbers for salinity. Since our model is valid for a large range of Prandtl number (or/and Schmidt number), it can be readily adjusted to oceanic waters with seasonal or extreme average temperature and/or salinity or any other turbulent fluid with one or several advected quantities.

Removing undesired reflections from images taken through the glass is of great importance in computer vision. It serves as a means to enhance the image quality for aesthetic purposes as well as to preprocess images in machine learning and pattern recognition applications. We propose a convex model to suppress the reflection from a single input image. Our model implies a partial differential equation with gradient thresholding, which is solved efficiently using Discrete Cosine Transform. Extensive experiments on synthetic and real-world images demonstrate that our approach achieves desirable reflection suppression results and dramatically reduces the execution time., Comment: 9 pages, 8 figures, IEEE Conference on Computer Vision and Pattern Recognition (CVPR) 2019

We consider the problem of spectral compressed sensing in continuous domain, which aims to recover a 2-dimensional spectrally sparse signal from partially observed time samples. The signal is assumed to be a superposition of s complex sinusoids. We propose a semidefinite program for the 2D signal recovery problem. Our model is able to handle large scale 2D signals of size 500*500, whereas traditional approaches only handle signals of size around 20*20., Comment: 5 pages, 2 figures, 2017 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP)