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Weiyu Xu

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Published work

47 published item(s)

preprint2026arXiv

Efficient Preference Poisoning Attack on Offline RLHF

Offline Reinforcement Learning from Human Feedback (RLHF) pipelines such as Direct Preference Optimization (DPO) train on a pre-collected preference dataset, which makes them vulnerable to preference poisoning attack. We study label flip attacks against log-linear DPO. We first illustrate that flipping one preference label induces a parameter-independent shift in the DPO gradient. Using this key property, we can then convert the targeted poisoning problem into a structured binary sparse approximation problem. To solve this problem, we develop two attack methods: Binary-Aware Lattice Attack (BAL-A) and Binary Matching Pursuit Attack (BMP-A). BAL-A embeds the binary flip selection problem into a binary-aware lattice and applies Lenstra-Lenstra-Lovász reduction and Babai's nearest plane algorithm; we provide sufficient conditions that enforce binary coefficients and recover the minimum-flip objective. BMP-A adapts binary matching pursuit to our non-normalized gradient dictionary and yields coherence-based recovery guarantees and robustness (impossibility) certificates for $K$-flip budgets. Experiments on synthetic dictionaries and the Stanford Human Preferences dataset validate the theory and highlight how dictionary geometry governs attack success.

preprint2021arXiv

Distributed Dual Coordinate Ascent in General Tree Networks and Communication Network Effect on Synchronous Machine Learning

Due to the big size of data and limited data storage volume of a single computer or a single server, data are often stored in a distributed manner. Thus, performing large-scale machine learning operations with the distributed datasets through communication networks is often required. In this paper, we study the convergence rate of the distributed dual coordinate ascent for distributed machine learning problems in a general tree-structured network. Since a tree network model can be understood as the generalization of a star network model, our algorithm can be thought of as the generalization of the distributed dual coordinate ascent in a star network model. We provide the convergence rate of the distributed dual coordinate ascent over a general tree network in a recursive manner and analyze the network effect on the convergence rate. Secondly, by considering network communication delays, we optimize the distributed dual coordinate ascent algorithm to maximize its convergence speed. From our analytical result, we can choose the optimal number of local iterations depending on the communication delay severity to achieve the fastest convergence speed. In numerical experiments, we consider machine learning scenarios over communication networks, where local workers cannot directly reach to a central node due to constraints in communication, and demonstrate that the usability of our distributed dual coordinate ascent algorithm in tree networks. Additionally, we show that adapting number of local and global iterations to network communication delays in the distributed dual coordinated ascent algorithm can improve its convergence speed.

preprint2020arXiv

Derivation of Information-Theoretically Optimal Adversarial Attacks with Applications to Robust Machine Learning

We consider the theoretical problem of designing an optimal adversarial attack on a decision system that maximally degrades the achievable performance of the system as measured by the mutual information between the degraded signal and the label of interest. This problem is motivated by the existence of adversarial examples for machine learning classifiers. By adopting an information theoretic perspective, we seek to identify conditions under which adversarial vulnerability is unavoidable i.e. even optimally designed classifiers will be vulnerable to small adversarial perturbations. We present derivations of the optimal adversarial attacks for discrete and continuous signals of interest, i.e., finding the optimal perturbation distributions to minimize the mutual information between the degraded signal and a signal following a continuous or discrete distribution. In addition, we show that it is much harder to achieve adversarial attacks for minimizing mutual information when multiple redundant copies of the input signal are available. This provides additional support to the recently proposed ``feature compression" hypothesis as an explanation for the adversarial vulnerability of deep learning classifiers. We also report on results from computational experiments to illustrate our theoretical results.

preprint2020arXiv

Do Deep Minds Think Alike? Selective Adversarial Attacks for Fine-Grained Manipulation of Multiple Deep Neural Networks

Recent works have demonstrated the existence of {\it adversarial examples} targeting a single machine learning system. In this paper we ask a simple but fundamental question of "selective fooling": given {\it multiple} machine learning systems assigned to solve the same classification problem and taking the same input signal, is it possible to construct a perturbation to the input signal that manipulates the outputs of these {\it multiple} machine learning systems {\it simultaneously} in arbitrary pre-defined ways? For example, is it possible to selectively fool a set of "enemy" machine learning systems but does not fool the other "friend" machine learning systems? The answer to this question depends on the extent to which these different machine learning systems "think alike". We formulate the problem of "selective fooling" as a novel optimization problem, and report on a series of experiments on the MNIST dataset. Our preliminary findings from these experiments show that it is in fact very easy to selectively manipulate multiple MNIST classifiers simultaneously, even when the classifiers are identical in their architectures, training algorithms and training datasets except for random initialization during training. This suggests that two nominally equivalent machine learning systems do not in fact "think alike" at all, and opens the possibility for many novel applications and deeper understandings of the working principles of deep neural networks.

preprint2020arXiv

Error Correction Codes for COVID-19 Virus and Antibody Testing: Using Pooled Testing to Increase Test Reliability

We consider a novel method to increase the reliability of COVID-19 virus or antibody tests by using specially designed pooled testings. Instead of testing nasal swab or blood samples from individual persons, we propose to test mixtures of samples from many individuals. The pooled sample testing method proposed in this paper also serves a different purpose: for increasing test reliability and providing accurate diagnoses even if the tests themselves are not very accurate. Our method uses ideas from compressed sensing and error-correction coding to correct for a certain number of errors in the test results. The intuition is that when each individual's sample is part of many pooled sample mixtures, the test results from all of the sample mixtures contain redundant information about each individual's diagnosis, which can be exploited to automatically correct for wrong test results in exactly the same way that error correction codes correct errors introduced in noisy communication channels. While such redundancy can also be achieved by simply testing each individual's sample multiple times, we present simulations and theoretical arguments that show that our method is significantly more efficient in increasing diagnostic accuracy. In contrast to group testing and compressed sensing which aim to reduce the number of required tests, this proposed error correction code idea purposefully uses pooled testing to increase test accuracy, and works not only in the "undersampling" regime, but also in the "oversampling" regime, where the number of tests is bigger than the number of subjects. The results in this paper run against traditional beliefs that, "even though pooled testing increased test capacity, pooled testings were less reliable than testing individuals separately."

preprint2020arXiv

Low-Cost and High-Throughput Testing of COVID-19 Viruses and Antibodies via Compressed Sensing: System Concepts and Computational Experiments

Coronavirus disease 2019 (COVID-19) is an ongoing pandemic infectious disease outbreak that has significantly harmed and threatened the health and lives of millions or even billions of people. COVID-19 has also negatively impacted the social and economic activities of many countries significantly. With no approved vaccine available at this moment, extensive testing of COVID-19 viruses in people are essential for disease diagnosis, virus spread confinement, contact tracing, and determining right conditions for people to return to normal economic activities. Identifying people who have antibodies for COVID-19 can also help select persons who are suitable for undertaking certain essential activities or returning to workforce. However, the throughputs of current testing technologies for COVID-19 viruses and antibodies are often quite limited, which are not sufficient for dealing with COVID-19 viruses' anticipated fast oscillating waves of spread affecting a significant portion of the earth's population. In this paper, we propose to use compressed sensing (group testing can be seen as a special case of compressed sensing when it is applied to COVID-19 detection) to achieve high-throughput rapid testing of COVID-19 viruses and antibodies, which can potentially provide tens or even more folds of speedup compared with current testing technologies. The proposed compressed sensing system for high-throughput testing can utilize expander graph based compressed sensing matrices developed by us \cite{Weiyuexpander2007}.

preprint2020arXiv

Optimal Pooling Matrix Design for Group Testing with Dilution (Row Degree) Constraints

In this paper, we consider the problem of designing optimal pooling matrix for group testing (for example, for COVID-19 virus testing) with the constraint that no more than $r>0$ samples can be pooled together, which we call "dilution constraint". This problem translates to designing a matrix with elements being either 0 or 1 that has no more than $r$ '1's in each row and has a certain performance guarantee of identifying anomalous elements. We explicitly give pooling matrix designs that satisfy the dilution constraint and have performance guarantees of identifying anomalous elements, and prove their optimality in saving the largest number of tests, namely showing that the designed matrices have the largest width-to-height ratio among all constraint-satisfying 0-1 matrices.

preprint2016arXiv

Efficient Optimal Joint Channel Estimation and Data Detection for Massive MIMO Systems

In this paper, we propose an efficient optimal joint channel estimation and data detection algorithm for massive MIMO wireless systems. Our algorithm is optimal in terms of the generalized likelihood ratio test (GLRT). For massive MIMO systems, we show that the expected complexity of our algorithm grows polynomially in the channel coherence time. Simulation results demonstrate significant performance gains of our algorithm compared with suboptimal non-coherent detection algorithms. To the best of our knowledge, this is the first algorithm which efficiently achieves GLRT-optimal non-coherent detections for massive MIMO systems with general constellations.

preprint2016arXiv

Phaseless super-resolution in the continuous domain

Phaseless super-resolution refers to the problem of superresolving a signal from only its low-frequency Fourier magnitude measurements. In this paper, we consider the phaseless super-resolution problem of recovering a sum of sparse Dirac delta functions which can be located anywhere in the continuous time-domain. For such signals in the continuous domain, we propose a novel Semidefinite Programming (SDP) based signal recovery method to achieve the phaseless superresolution. This work extends the recent work of Jaganathan et al. [1], which considered phaseless super-resolution for discrete signals on the grid.

preprint2015arXiv

BER Analysis of the box relaxation for BPSK Signal Recovery

We study the problem of recovering an $n$-dimensional vector of $\{\pm1\}^n$ (BPSK) signals from $m$ noise corrupted measurements $\mathbf{y}=\mathbf{A}\mathbf{x}_0+\mathbf{z}$. In particular, we consider the box relaxation method which relaxes the discrete set $\{\pm1\}^n$ to the convex set $[-1,1]^n$ to obtain a convex optimization algorithm followed by hard thresholding. When the noise $\mathbf{z}$ and measurement matrix $\mathbf{A}$ have iid standard normal entries, we obtain an exact expression for the bit-wise probability of error $P_e$ in the limit of $n$ and $m$ growing and $\frac{m}{n}$ fixed. At high SNR our result shows that the $P_e$ of box relaxation is within 3dB of the matched filter bound MFB for square systems, and that it approaches MFB as $m $ grows large compared to $n$. Our results also indicates that as $m,n\rightarrow\infty$, for any fixed set of size $k$, the error events of the corresponding $k$ bits in the box relaxation method are independent.

preprint2015arXiv

Block Iterative Reweighted Algorithms for Super-Resolution of Spectrally Sparse Signals

We propose novel algorithms that enhance the performance of recovering unknown continuous-valued frequencies from undersampled signals. Our iterative reweighted frequency recovery algorithms employ the support knowledge gained from earlier steps of our algorithms as block prior information to enhance frequency recovery. Our methods improve the performance of the atomic norm minimization which is a useful heuristic in recovering continuous-valued frequency contents. Numerical results demonstrate that our block iterative reweighted methods provide both better recovery performance and faster speed than other known methods.

preprint2015arXiv

Distributed Channel Estimation and Pilot Contamination Analysis for Massive MIMO-OFDM Systems

Massive MIMO communication systems, by virtue of utilizing very large number of antennas, have a potential to yield higher spectral and energy efficiency in comparison with the conventional MIMO systems. In this paper, we consider uplink channel estimation in massive MIMO-OFDM systems with frequency selective channels. With increased number of antennas, the channel estimation problem becomes very challenging as exceptionally large number of channel parameters have to be estimated. We propose an efficient distributed linear minimum mean square error (LMMSE) algorithm that can achieve near optimal channel estimates at very low complexity by exploiting the strong spatial correlations and symmetry of large antenna array elements. The proposed method involves solving a (fixed) reduced dimensional LMMSE problem at each antenna followed by a repetitive sharing of information through collaboration among neighboring antenna elements. To further enhance the channel estimates and/or reduce the number of reserved pilot tones, we propose a data-aided estimation technique that relies on finding a set of most reliable data carriers. We also analyse the effect of pilot contamination on the mean square error (MSE) performance of different channel estimation techniques. Unlike the conventional approaches, we use stochastic geometry to obtain analytical expression for interference variance (or power) across OFDM frequency tones and use it to derive the MSE expressions for different algorithms under both noise and pilot contaminated regimes. Simulation results validate our analysis and the near optimal MSE performance of proposed estimation algorithms.

preprint2015arXiv

Optimal Non-coherent Data Detection for Massive SIMO Wireless Systems with General Constellations: A Polynomial Complexity Solution

Massive MIMO systems can greatly increase spectral and energy efficiency over traditional MIMO systems by exploiting large antenna arrays. However, increasing the number of antennas at the base station (BS) makes the uplink non-coherent data detection very challenging in massive MIMO systems. In this paper we consider the joint maximum likelihood (ML) channel estimation and data detection problem for massive SIMO (single input multiple output) wireless systems, which is a special case of wireless systems with large antenna arrays. We propose exact ML non-coherent data detection algorithms for both constant-modulus and nonconstant-modulus constellations, with a low expected complexity. Despite the large number of unknown channel coefficients for massive SIMO systems, we show that the expected computational complexity of these algorithms is linear in the number of receive antennas and polynomial in channel coherence time. Simulation results show the performance gains (up to 5 dB improvement) of the optimal non-coherent data detection with a low computational complexity.

preprint2015arXiv

Precise Phase Transition of Total Variation Minimization

Characterizing the phase transitions of convex optimizations in recovering structured signals or data is of central importance in compressed sensing, machine learning and statistics. The phase transitions of many convex optimization signal recovery methods such as $\ell_1$ minimization and nuclear norm minimization are well understood through recent years' research. However, rigorously characterizing the phase transition of total variation (TV) minimization in recovering sparse-gradient signal is still open. In this paper, we fully characterize the phase transition curve of the TV minimization. Our proof builds on Donoho, Johnstone and Montanari's conjectured phase transition curve for the TV approximate message passing algorithm (AMP), together with the linkage between the minmax Mean Square Error of a denoising problem and the high-dimensional convex geometry for TV minimization.

preprint2015arXiv

Projected Wirtinger Gradient Descent for Low-Rank Hankel Matrix Completion in Spectral Compressed Sensing

This paper considers reconstructing a spectrally sparse signal from a small number of randomly observed time-domain samples. The signal of interest is a linear combination of complex sinusoids at $R$ distinct frequencies. The frequencies can assume any continuous values in the normalized frequency domain $[0,1)$. After converting the spectrally sparse signal recovery into a low rank structured matrix completion problem, we propose an efficient feasible point approach, named projected Wirtinger gradient descent (PWGD) algorithm, to efficiently solve this structured matrix completion problem. We further accelerate our proposed algorithm by a scheme inspired by FISTA. We give the convergence analysis of our proposed algorithms. Extensive numerical experiments are provided to illustrate the efficiency of our proposed algorithm. Different from earlier approaches, our algorithm can solve problems of very large dimensions very efficiently.

preprint2015arXiv

Robust recovery of complex exponential signals from random Gaussian projections via low rank Hankel matrix reconstruction

This paper explores robust recovery of a superposition of $R$ distinct complex exponential functions from a few random Gaussian projections. We assume that the signal of interest is of $2N-1$ dimensional and $R<<2N-1$. This framework covers a large class of signals arising from real applications in biology, automation, imaging science, etc. To reconstruct such a signal, our algorithm is to seek a low-rank Hankel matrix of the signal by minimizing its nuclear norm subject to the consistency on the sampled data. Our theoretical results show that a robust recovery is possible as long as the number of projections exceeds $O(R\ln^2N)$. No incoherence or separation condition is required in our proof. Our method can be applied to spectral compressed sensing where the signal of interest is a superposition of $R$ complex sinusoids. Compared to existing results, our result here does not need any separation condition on the frequencies, while achieving better or comparable bounds on the number of measurements. Furthermore, our method provides theoretical guidance on how many samples are required in the state-of-the-art non-uniform sampling in NMR spectroscopy. The performance of our algorithm is further demonstrated by numerical experiments.

preprint2014arXiv

Optimal non-coherent data detection for massive SIMO wireless systems: A polynomial complexity solution

Massive MIMO systems have made significant progress in increasing spectral and energy efficiency over traditional MIMO systems by exploiting large antenna arrays. In this paper we consider the joint maximum likelihood (ML) channel estimation and data detection problem for massive SIMO (single input multiple output) wireless systems. Despite the large number of unknown channel coefficients for massive SIMO systems, we improve an algorithm to achieve the exact ML non-coherent data detection with a low expected complexity. We show that the expected computational complexity of this algorithm is linear in the number of receive antennas and polynomial in channel coherence time. Simulation results show the performance gain of the optimal non-coherent data detection with a low computational complexity.

preprint2014arXiv

Spectral Super-resolution With Prior Knowledge

We address the problem of super-resolution frequency recovery using prior knowledge of the structure of a spectrally sparse, undersampled signal. In many applications of interest, some structure information about the signal spectrum is often known. The prior information might be simply knowing precisely some signal frequencies or the likelihood of a particular frequency component in the signal. We devise a general semidefinite program to recover these frequencies using theories of positive trigonometric polynomials. Our theoretical analysis shows that, given sufficient prior information, perfect signal reconstruction is possible using signal samples no more than thrice the number of signal frequencies. Numerical experiments demonstrate great performance enhancements using our method. We show that the nominal resolution necessary for the grid-free results can be improved if prior information is suitably employed.

preprint2014arXiv

Super-resolution Line Spectrum Estimation with Block Priors

We address the problem of super-resolution line spectrum estimation of an undersampled signal with block prior information. The component frequencies of the signal are assumed to take arbitrary continuous values in known frequency blocks. We formulate a general semidefinite program to recover these continuous-valued frequencies using theories of positive trigonometric polynomials. The proposed semidefinite program achieves super-resolution frequency recovery by taking advantage of known structures of frequency blocks. Numerical experiments show great performance enhancements using our method.

preprint2013arXiv

Compressed Hypothesis Testing: to Mix or Not to Mix?

In this paper, we study the hypothesis testing problem of, among $n$ random variables, determining $k$ random variables which have different probability distributions from the rest $(n-k)$ random variables. Instead of using separate measurements of each individual random variable, we propose to use mixed measurements which are functions of multiple random variables. It is demonstrated that $O({\displaystyle \frac{k \log(n)}{\min_{P_i, P_j} C(P_i, P_j)}})$ observations are sufficient for correctly identifying the $k$ anomalous random variables with high probability, where $C(P_i, P_j)$ is the Chernoff information between two possible distributions $P_i$ and $P_j$ for the proposed mixed observations. We characterized the Chernoff information respectively under fixed time-invariant mixed observations, random time-varying mixed observations, and deterministic time-varying mixed observations; in our derivations, we introduced the \emph{inner and outer conditional Chernoff information} for time-varying measurements. It is demonstrated that mixed observations can strictly improve the error exponent of hypothesis testing, over separate observations of individual random variables. We also characterized the optimal mixed observations maximizing the error exponent, and derived an explicit construction of the optimal mixed observations for the case of Gaussian random variables. These results imply that mixed observations of random variables can reduce the number of required samples in hypothesis testing applications. Compared with compressed sensing problems, this paper considers random variables which are allowed to dramatically change values in different measurements.

preprint2013arXiv

Guarantees of Total Variation Minimization for Signal Recovery

In this paper, we consider using total variation minimization to recover signals whose gradients have a sparse support, from a small number of measurements. We establish the proof for the performance guarantee of total variation (TV) minimization in recovering \emph{one-dimensional} signal with sparse gradient support. This partially answers the open problem of proving the fidelity of total variation minimization in such a setting \cite{TVMulti}. In particular, we have shown that the recoverable gradient sparsity can grow linearly with the signal dimension when TV minimization is used. Recoverable sparsity thresholds of TV minimization are explicitly computed for 1-dimensional signal by using the Grassmann angle framework. We also extend our results to TV minimization for multidimensional signals. Stability of recovering signal itself using 1-D TV minimization has also been established through a property called "almost Euclidean property for 1-dimensional TV norm". We further give a lower bound on the number of random Gaussian measurements for recovering 1-dimensional signal vectors with $N$ elements and $K$-sparse gradients. Interestingly, the number of needed measurements is lower bounded by $Ω((NK)^{\frac{1}{2}})$, rather than the $O(K\log(N/K))$ bound frequently appearing in recovering $K$-sparse signal vectors.

preprint2013arXiv

Off-The-Grid Spectral Compressed Sensing With Prior Information

Recent research in off-the-grid compressed sensing (CS) has demonstrated that, under certain conditions, one can successfully recover a spectrally sparse signal from a few time-domain samples even though the dictionary is continuous. In this paper, we extend off-the-grid CS to applications where some prior information about spectrally sparse signal is known. We specifically consider cases where a few contributing frequencies or poles, but not their amplitudes or phases, are known a priori. Our results show that equipping off-the-grid CS with the known-poles algorithm can increase the probability of recovering all the frequency components.

preprint2013arXiv

Optimized Markov Chain Monte Carlo for Signal Detection in MIMO Systems: an Analysis of Stationary Distribution and Mixing Time

In this paper we introduce an optimized Markov Chain Monte Carlo (MCMC) technique for solving the integer least-squares (ILS) problems, which include Maximum Likelihood (ML) detection in Multiple-Input Multiple-Output (MIMO) systems. Two factors contribute to the speed of finding the optimal solution by the MCMC detector: the probability of the optimal solution in the stationary distribution, and the mixing time of the MCMC detector. Firstly, we compute the optimal value of the "temperature" parameter, in the sense that the temperature has the desirable property that once the Markov chain has mixed to its stationary distribution, there is polynomially small probability ($1/\mbox{poly}(N)$, instead of exponentially small) of encountering the optimal solution. This temperature is shown to be at most $O(\sqrt{SNR}/\ln(N))$, where $SNR$ is the signal-to-noise ratio, and $N$ is the problem dimension. Secondly, we study the mixing time of the underlying Markov chain of the proposed MCMC detector. We find that, the mixing time of MCMC is closely related to whether there is a local minimum in the lattice structures of ILS problems. For some lattices without local minima, the mixing time of the Markov chain is independent of $SNR$, and grows polynomially in the problem dimension; for lattices with local minima, the mixing time grows unboundedly as $SNR$ grows, when the temperature is set, as in conventional wisdom, to be the standard deviation of noises. Our results suggest that, to ensure fast mixing for a fixed dimension $N$, the temperature for MCMC should instead be set as $Ω(\sqrt{SNR})$ in general. Simulation results show that the optimized MCMC detector efficiently achieves approximately ML detection in MIMO systems having a huge number of transmit and receive dimensions.

preprint2013arXiv

Outliers and Random Noises in System Identification: a Compressed Sensing Approach

In this paper, we consider robust system identification under sparse outliers and random noises. In this problem, system parameters are observed through a Toeplitz matrix. All observations are subject to random noises and a few are corrupted with outliers. We reduce this problem of system identification to a sparse error correcting problem using a Toeplitz structured real-numbered coding matrix. We prove the performance guarantee of Toeplitz structured matrix in sparse error correction. Thresholds on the percentage of correctable errors for Toeplitz structured matrices are established. When both outliers and observation noise are present, we have shown that the estimation error goes to 0 asymptotically as long as the probability density function for observation noise is not "vanishing" around 0. No probabilistic assumptions are imposed on the outliers.

preprint2013arXiv

Precise Semidefinite Programming Formulation of Atomic Norm Minimization for Recovering d-Dimensional ($d\geq 2$) Off-the-Grid Frequencies

Recent research in off-the-grid compressed sensing (CS) has demonstrated that, under certain conditions, one can successfully recover a spectrally sparse signal from a few time-domain samples even though the dictionary is continuous. In particular, atomic norm minimization was proposed in \cite{tang2012csotg} to recover $1$-dimensional spectrally sparse signal. However, in spite of existing research efforts \cite{chi2013compressive}, it was still an open problem how to formulate an equivalent positive semidefinite program for atomic norm minimization in recovering signals with $d$-dimensional ($d\geq 2$) off-the-grid frequencies. In this paper, we settle this problem by proposing equivalent semidefinite programming formulations of atomic norm minimization to recover signals with $d$-dimensional ($d\geq 2$) off-the-grid frequencies.

preprint2013arXiv

Precisely Verifying the Null Space Conditions in Compressed Sensing: A Sandwiching Algorithm

In this paper, we propose new efficient algorithms to verify the null space condition in compressed sensing (CS). Given an $(n-m) \times n$ ($m>0$) CS matrix $A$ and a positive $k$, we are interested in computing $\displaystyle α_k = \max_{\{z: Az=0,z\neq 0\}}\max_{\{K: |K|\leq k\}}$ ${\|z_K \|_{1}}{\|z\|_{1}}$, where $K$ represents subsets of $\{1,2,...,n\}$, and $|K|$ is the cardinality of $K$. In particular, we are interested in finding the maximum $k$ such that $α_k < {1}{2}$. However, computing $α_k$ is known to be extremely challenging. In this paper, we first propose a series of new polynomial-time algorithms to compute upper bounds on $α_k$. Based on these new polynomial-time algorithms, we further design a new sandwiching algorithm, to compute the \emph{exact} $α_k$ with greatly reduced complexity. When needed, this new sandwiching algorithm also achieves a smooth tradeoff between computational complexity and result accuracy. Empirical results show the performance improvements of our algorithm over existing known methods; and our algorithm outputs precise values of $α_k$, with much lower complexity than exhaustive search.

preprint2013arXiv

Quickest Search Over Multiple Sequences with Mixed Observations

The problem of sequentially finding an independent and identically distributed (i.i.d.) sequence that is drawn from a probability distribution $F_1$ by searching over multiple sequences, some of which are drawn from $F_1$ and the others of which are drawn from a different distribution $F_0$, is considered. The sensor is allowed to take one observation at a time. It has been shown in a recent work that if each observation comes from one sequence, Cumulative Sum (CUSUM) test is optimal. In this paper, we propose a new approach in which each observation can be a linear combination of samples from multiple sequences. The test has two stages. In the first stage, namely scanning stage, one takes a linear combination of a pair of sequences with the hope of scanning through sequences that are unlikely to be generated from $F_1$ and quickly identifying a pair of sequences such that at least one of them is highly likely to be generated by $F_1$. In the second stage, namely refinement stage, one examines the pair identified from the first stage more closely and picks one sequence to be the final sequence. The problem under this setup belongs to a class of multiple stopping time problems. In particular, it is an ordered two concatenated Markov stopping time problem. We obtain the optimal solution using the tools from the multiple stopping time theory. Numerical simulation results show that this search strategy can significantly reduce the searching time, especially when $F_{1}$ is rare.

preprint2013arXiv

Sparse Recovery from Nonlinear Measurements with Applications in Bad Data Detection for Power Networks

In this paper, we consider the problem of sparse recovery from nonlinear measurements, which has applications in state estimation and bad data detection for power networks. An iterative mixed $\ell_1$ and $\ell_2$ convex program is used to estimate the true state by locally linearizing the nonlinear measurements. When the measurements are linear, through using the almost Euclidean property for a linear subspace, we derive a new performance bound for the state estimation error under sparse bad data and additive observation noise. As a byproduct, in this paper we provide sharp bounds on the almost Euclidean property of a linear subspace, using the "escape-through-the-mesh" theorem from geometric functional analysis. When the measurements are nonlinear, we give conditions under which the solution of the iterative algorithm converges to the true state even though the locally linearized measurements may not be the actual nonlinear measurements. We numerically evaluate our iterative convex programming approach to perform bad data detections in nonlinear electrical power networks problems. We are able to use semidefinite programming to verify the conditions for convergence of the proposed iterative sparse recovery algorithms from nonlinear measurements.

preprint2013arXiv

Sparse Recovery with Graph Constraints

Sparse recovery can recover sparse signals from a set of underdetermined linear measurements. Motivated by the need to monitor large-scale networks from a limited number of measurements, this paper addresses the problem of recovering sparse signals in the presence of network topological constraints. Unlike conventional sparse recovery where a measurement can contain any subset of the unknown variables, we use a graph to characterize the topological constraints and allow an additive measurement over nodes (unknown variables) only if they induce a connected subgraph. We provide explicit measurement constructions for several special graphs, and the number of measurements by our construction is less than that needed by existing random constructions. Moreover, our construction for a line network is provably optimal in the sense that it requires the minimum number of measurements. A measurement construction algorithm for general graphs is also proposed and evaluated. For any given graph $G$ with $n$ nodes, we derive bounds of the minimum number of measurements needed to recover any $k$-sparse vector over $G$ ($M^G_{k,n}$). Using the Erdős-Rényi random graph as an example, we characterize the dependence of $M^G_{k,n}$ on the graph structure.

preprint2013arXiv

Universally Elevating the Phase Transition Performance of Compressed Sensing: Non-Isometric Matrices are Not Necessarily Bad Matrices

In compressed sensing problems, $\ell_1$ minimization or Basis Pursuit was known to have the best provable phase transition performance of recoverable sparsity among polynomial-time algorithms. It is of great theoretical and practical interest to find alternative polynomial-time algorithms which perform better than $\ell_1$ minimization. \cite{Icassp reweighted l_1}, \cite{Isit reweighted l_1}, \cite{XuScaingLaw} and \cite{iterativereweightedjournal} have shown that a two-stage re-weighted $\ell_1$ minimization algorithm can boost the phase transition performance for signals whose nonzero elements follow an amplitude probability density function (pdf) $f(\cdot)$ whose $t$-th derivative $f^{t}(0) \neq 0$ for some integer $t \geq 0$. However, for signals whose nonzero elements are strictly suspended from zero in distribution (for example, constant-modulus, only taking values `$+d$' or `$-d$' for some nonzero real number $d$), no polynomial-time signal recovery algorithms were known to provide better phase transition performance than plain $\ell_1$ minimization, especially for dense sensing matrices. In this paper, we show that a polynomial-time algorithm can universally elevate the phase-transition performance of compressed sensing, compared with $\ell_1$ minimization, even for signals with constant-modulus nonzero elements. Contrary to conventional wisdoms that compressed sensing matrices are desired to be isometric, we show that non-isometric matrices are not necessarily bad sensing matrices. In this paper, we also provide a framework for recovering sparse signals when sensing matrices are not isometric.

preprint2012arXiv

Low Complexity Blind Equalization for OFDM Systems with General Constellations

This paper proposes a low-complexity algorithm for blind equalization of data in OFDM-based wireless systems with general constellations. The proposed algorithm is able to recover data even when the channel changes on a symbol-by-symbol basis, making it suitable for fast fading channels. The proposed algorithm does not require any statistical information of the channel and thus does not suffer from latency normally associated with blind methods. We also demonstrate how to reduce the complexity of the algorithm, which becomes especially low at high SNR. Specifically, we show that in the high SNR regime, the number of operations is of the order O(LN), where L is the cyclic prefix length and N is the total number of subcarriers. Simulation results confirm the favorable performance of our algorithm.

preprint2012arXiv

Matrix Design for Optimal Sensing

We design optimal $2 \times N$ ($2 <N$) matrices, with unit columns, so that the maximum condition number of all the submatrices comprising 3 columns is minimized. The problem has two applications. When estimating a 2-dimensional signal by using only three of $N$ observations at a given time, this minimizes the worst-case achievable estimation error. It also captures the problem of optimum sensor placement for monitoring a source located in a plane, when only a minimum number of required sensors are active at any given time. For arbitrary $N\geq3$, we derive the optimal matrices which minimize the maximum condition number of all the submatrices of three columns. Surprisingly, a uniform distribution of the columns is \emph{not} the optimal design for odd $N\geq 7$.

preprint2012arXiv

On the Mixing Time of Markov Chain Monte Carlo for Integer Least-Square Problems

In this paper, we study the mixing time of Markov Chain Monte Carlo (MCMC) for integer least-square (LS) optimization problems. It is found that the mixing time of MCMC for integer LS problems depends on the structure of the underlying lattice. More specifically, the mixing time of MCMC is closely related to whether there is a local minimum in the lattice structure. For some lattices, the mixing time of the Markov chain is independent of the signal-to-noise ($SNR$) ratio and grows polynomially in the problem dimension; while for some lattices, the mixing time grows unboundedly as $SNR$ grows. Both theoretical and empirical results suggest that to ensure fast mixing, the temperature for MCMC should often grow positively as the $SNR$ increases. We also derive the probability that there exist local minima in an integer least-square problem, which can be as high as $1/3-\frac{1}{\sqrt{5}}+\frac{2\arctan(\sqrt{5/3})}{\sqrt{5}π}$.

preprint2012arXiv

Sensing with Optimal Matrices

We consider the problem of designing optimal $M \times N$ ($M \leq N$) sensing matrices which minimize the maximum condition number of all the submatrices of $K$ columns. Such matrices minimize the worst-case estimation errors when only $K$ sensors out of $N$ sensors are available for sensing at a given time. For M=2 and matrices with unit-normed columns, this problem is equivalent to the problem of maximizing the minimum singular value among all the submatrices of $K$ columns. For M=2, we are able to give a closed form formula for the condition number of the submatrices. When M=2 and K=3, for an arbitrary $N\geq3$, we derive the optimal matrices which minimize the maximum condition number of all the submatrices of $K$ columns. Surprisingly, a uniformly distributed design is often \emph{not} the optimal design minimizing the maximum condition number.

preprint2012arXiv

Toeplitz Matrix Based Sparse Error Correction in System Identification: Outliers and Random Noises

In this paper, we consider robust system identification under sparse outliers and random noises. In our problem, system parameters are observed through a Toeplitz matrix. All observations are subject to random noises and a few are corrupted with outliers. We reduce this problem of system identification to a sparse error correcting problem using a Toeplitz structured real-numbered coding matrix. We prove the performance guarantee of Toeplitz structured matrix in sparse error correction. Thresholds on the percentage of correctable errors for Toeplitz structured matrices are also established. When both outliers and observation noise are present, we have shown that the estimation error goes to 0 asymptotically as long as the probability density function for observation noise is not "vanishing" around 0.

preprint2011arXiv

Improving the Thresholds of Sparse Recovery: An Analysis of a Two-Step Reweighted Basis Pursuit Algorithm

It is well known that $\ell_1$ minimization can be used to recover sufficiently sparse unknown signals from compressed linear measurements. In fact, exact thresholds on the sparsity, as a function of the ratio between the system dimensions, so that with high probability almost all sparse signals can be recovered from i.i.d. Gaussian measurements, have been computed and are referred to as "weak thresholds" \cite{D}. In this paper, we introduce a reweighted $\ell_1$ recovery algorithm composed of two steps: a standard $\ell_1$ minimization step to identify a set of entries where the signal is likely to reside, and a weighted $\ell_1$ minimization step where entries outside this set are penalized. For signals where the non-sparse component entries are independent and identically drawn from certain classes of distributions, (including most well known continuous distributions), we prove a \emph{strict} improvement in the weak recovery threshold. Our analysis suggests that the level of improvement in the weak threshold depends on the behavior of the distribution at the origin. Numerical simulations verify the distribution dependence of the threshold improvement very well, and suggest that in the case of i.i.d. Gaussian nonzero entries, the improvement can be quite impressive---over 20% in the example we consider.

preprint2011arXiv

On State Estimation with Bad Data Detection

In this paper, we consider the problem of state estimation through observations possibly corrupted with both bad data and additive observation noises. A mixed $\ell_1$ and $\ell_2$ convex programming is used to separate both sparse bad data and additive noises from the observations. Through using the almost Euclidean property for a linear subspace, we derive a new performance bound for the state estimation error under sparse bad data and additive observation noises. Our main contribution is to provide sharp bounds on the almost Euclidean property of a linear subspace, using the "escape-through-a-mesh" theorem from geometric functional analysis. We also propose and numerically evaluate an iterative convex programming approach to performing bad data detections in nonlinear electrical power networks problems.

preprint2011arXiv

On the Scaling Law for Compressive Sensing and its Applications

$\ell_1$ minimization can be used to recover sufficiently sparse unknown signals from compressed linear measurements. In fact, exact thresholds on the sparsity (the size of the support set), under which with high probability a sparse signal can be recovered from i.i.d. Gaussian measurements, have been computed and are referred to as "weak thresholds" \cite{D}. It was also known that there is a tradeoff between the sparsity and the $\ell_1$ minimization recovery stability. In this paper, we give a \emph{closed-form} characterization for this tradeoff which we call the scaling law for compressive sensing recovery stability. In a nutshell, we are able to show that as the sparsity backs off $\varpi$ ($0<\varpi<1$) from the weak threshold of $\ell_1$ recovery, the parameter for the recovery stability will scale as $\frac{1}{\sqrt{1-\varpi}}$. Our result is based on a careful analysis through the Grassmann angle framework for the Gaussian measurement matrix. We will further discuss how this scaling law helps in analyzing the iterative reweighted $\ell_1$ minimization algorithms. If the nonzero elements over the signal support follow an amplitude probability density function (pdf) $f(\cdot)$ whose $t$-th derivative $f^{t}(0) \neq 0$ for some integer $t \geq 0$, then a certain iterative reweighted $\ell_1$ minimization algorithm can be analytically shown to lift the phase transition thresholds (weak thresholds) of the plain $\ell_1$ minimization algorithm.

preprint2011arXiv

Sparse Recovery with Graph Constraints: Fundamental Limits and Measurement Construction

This paper addresses the problem of sparse recovery with graph constraints in the sense that we can take additive measurements over nodes only if they induce a connected subgraph. We provide explicit measurement constructions for several special graphs. A general measurement construction algorithm is also proposed and evaluated. For any given graph $G$ with $n$ nodes, we derive order optimal upper bounds of the minimum number of measurements needed to recover any $k$-sparse vector over $G$ ($M^G_{k,n}$). Our study suggests that $M^G_{k,n}$ may serve as a graph connectivity metric.

preprint2010arXiv

A Unique "Nonnegative" Solution to an Underdetermined System: from Vectors to Matrices

This paper investigates the uniqueness of a nonnegative vector solution and the uniqueness of a positive semidefinite matrix solution to underdetermined linear systems. A vector solution is the unique solution to an underdetermined linear system only if the measurement matrix has a row-span intersecting the positive orthant. Focusing on two types of binary measurement matrices, Bernoulli 0-1 matrices and adjacency matrices of general expander graphs, we show that, in both cases, the support size of a unique nonnegative solution can grow linearly, namely O(n), with the problem dimension n. We also provide closed-form characterizations of the ratio of this support size to the signal dimension. For the matrix case, we show that under a necessary and sufficient condition for the linear compressed observations operator, there will be a unique positive semidefinite matrix solution to the compressed linear observations. We further show that a randomly generated Gaussian linear compressed observations operator will satisfy this condition with overwhelmingly high probability.

preprint2010arXiv

Analyzing Weighted $\ell_1$ Minimization for Sparse Recovery with Nonuniform Sparse Models\footnote{The results of this paper were presented in part at the International Symposium on Information Theory, ISIT 2009}

In this paper we introduce a nonuniform sparsity model and analyze the performance of an optimized weighted $\ell_1$ minimization over that sparsity model. In particular, we focus on a model where the entries of the unknown vector fall into two sets, with entries of each set having a specific probability of being nonzero. We propose a weighted $\ell_1$ minimization recovery algorithm and analyze its performance using a Grassmann angle approach. We compute explicitly the relationship between the system parameters-the weights, the number of measurements, the size of the two sets, the probabilities of being nonzero- so that when i.i.d. random Gaussian measurement matrices are used, the weighted $\ell_1$ minimization recovers a randomly selected signal drawn from the considered sparsity model with overwhelming probability as the problem dimension increases. This allows us to compute the optimal weights. We demonstrate through rigorous analysis and simulations that for the case when the support of the signal can be divided into two different subclasses with unequal sparsity fractions, the optimal weighted $\ell_1$ minimization outperforms the regular $\ell_1$ minimization substantially. We also generalize the results to an arbitrary number of classes.

preprint2010arXiv

Compressive Sensing over Graphs

In this paper, motivated by network inference and tomography applications, we study the problem of compressive sensing for sparse signal vectors over graphs. In particular, we are interested in recovering sparse vectors representing the properties of the edges from a graph. Unlike existing compressive sensing results, the collective additive measurements we are allowed to take must follow connected paths over the underlying graph. For a sufficiently connected graph with $n$ nodes, it is shown that, using $O(k \log(n))$ path measurements, we are able to recover any $k$-sparse link vector (with no more than $k$ nonzero elements), even though the measurements have to follow the graph path constraints. We further show that the computationally efficient $\ell_1$ minimization can provide theoretical guarantees for inferring such $k$-sparse vectors with $O(k \log(n))$ path measurements from the graph.

preprint2010arXiv

Compressive Sensing over the Grassmann Manifold: a Unified Geometric Framework

$\ell_1$ minimization is often used for finding the sparse solutions of an under-determined linear system. In this paper we focus on finding sharp performance bounds on recovering approximately sparse signals using $\ell_1$ minimization, possibly under noisy measurements. While the restricted isometry property is powerful for the analysis of recovering approximately sparse signals with noisy measurements, the known bounds on the achievable sparsity (The "sparsity" in this paper means the size of the set of nonzero or significant elements in a signal vector.) level can be quite loose. The neighborly polytope analysis which yields sharp bounds for ideally sparse signals cannot be readily generalized to approximately sparse signals. Starting from a necessary and sufficient condition, the "balancedness" property of linear subspaces, for achieving a certain signal recovery accuracy, we give a unified \emph{null space Grassmann angle}-based geometric framework for analyzing the performance of $\ell_1$ minimization. By investigating the "balancedness" property, this unified framework characterizes sharp quantitative tradeoffs between the considered sparsity and the recovery accuracy of the $\ell_{1}$ optimization. As a consequence, this generalizes the neighborly polytope result for ideally sparse signals. Besides the robustness in the "strong" sense for \emph{all} sparse signals, we also discuss the notions of "weak" and "sectional" robustness. Our results concern fundamental properties of linear subspaces and so may be of independent mathematical interest.

preprint2010arXiv

Improved Sparse Recovery Thresholds with Two-Step Reweighted $\ell_1$ Minimization

It is well known that $\ell_1$ minimization can be used to recover sufficiently sparse unknown signals from compressed linear measurements. In fact, exact thresholds on the sparsity, as a function of the ratio between the system dimensions, so that with high probability almost all sparse signals can be recovered from iid Gaussian measurements, have been computed and are referred to as "weak thresholds" \cite{D}. In this paper, we introduce a reweighted $\ell_1$ recovery algorithm composed of two steps: a standard $\ell_1$ minimization step to identify a set of entries where the signal is likely to reside, and a weighted $\ell_1$ minimization step where entries outside this set are penalized. For signals where the non-sparse component has iid Gaussian entries, we prove a "strict" improvement in the weak recovery threshold. Simulations suggest that the improvement can be quite impressive-over 20% in the example we consider.

preprint2010arXiv

On the Performance of Sparse Recovery via L_p-minimization (0<=p <=1)

It is known that a high-dimensional sparse vector x* in R^n can be recovered from low-dimensional measurements y= A^{m*n} x* (m<n) . In this paper, we investigate the recovering ability of l_p-minimization (0<=p<=1) as p varies, where l_p-minimization returns a vector with the least l_p ``norm'' among all the vectors x satisfying Ax=y. Besides analyzing the performance of strong recovery where l_p-minimization needs to recover all the sparse vectors up to certain sparsity, we also for the first time analyze the performance of ``weak'' recovery of l_p-minimization (0<=p<1) where the aim is to recover all the sparse vectors on one support with fixed sign pattern. When m/n goes to 1, we provide sharp thresholds of the sparsity ratio that differentiates the success and failure via l_p-minimization. For strong recovery, the threshold strictly decreases from 0.5 to 0.239 as p increases from 0 to 1. Surprisingly, for weak recovery, the threshold is 2/3 for all p in [0,1), while the threshold is 1 for l_1-minimization. We also explicitly demonstrate that l_p-minimization (p<1) can return a denser solution than l_1-minimization. For any m/n<1, we provide bounds of sparsity ratio for strong recovery and weak recovery respectively below which l_p-minimization succeeds with overwhelming probability. Our bound of strong recovery improves on the existing bounds when m/n is large. Regarding the recovery threshold, l_p-minimization has a higher threshold with smaller p for strong recovery; the threshold is the same for all p for sectional recovery; and l_1-minimization can outperform l_p-minimization for weak recovery. These are in contrast to traditional wisdom that l_p-minimization has better sparse recovery ability than l_1-minimization since it is closer to l_0-minimization. We provide an intuitive explanation to our findings and use numerical examples to illustrate the theoretical predictions.

preprint2008arXiv

Necessary and Sufficient Conditions for Success of the Nuclear Norm Heuristic for Rank Minimization

Minimizing the rank of a matrix subject to constraints is a challenging problem that arises in many applications in control theory, machine learning, and discrete geometry. This class of optimization problems, known as rank minimization, is NP-HARD, and for most practical problems there are no efficient algorithms that yield exact solutions. A popular heuristic algorithm replaces the rank function with the nuclear norm--equal to the sum of the singular values--of the decision variable. In this paper, we provide a necessary and sufficient condition that quantifies when this heuristic successfully finds the minimum rank solution of a linear constraint set. We additionally provide a probability distribution over instances of the affine rank minimization problem such that instances sampled from this distribution satisfy our conditions for success with overwhelming probability provided the number of constraints is appropriately large. Finally, we give empirical evidence that these probabilistic bounds provide accurate predictions of the heuristic's performance in non-asymptotic scenarios.

preprint2007arXiv

On the Complexity of Exact Maximum-Likelihood Decoding for Asymptotically Good Low Density Parity Check Codes

Since the classical work of Berlekamp, McEliece and van Tilborg, it is well known that the problem of exact maximum-likelihood (ML) decoding of general linear codes is NP-hard. In this paper, we show that exact ML decoding of a classs of asymptotically good error correcting codes--expander codes, a special case of low density parity check (LDPC) codes--over binary symmetric channels (BSCs) is possible with an expected polynomial complexity. More precisely, for any bit-flipping probability, $p$, in a nontrivial range, there exists a rate region of non-zero support and a family of asymptotically good codes, whose error probability decays exponentially in coding length $n$, for which ML decoding is feasible in expected polynomial time. Furthermore, as $p$ approaches zero, this rate region approaches the channel capacity region. The result is based on the existence of polynomial-time suboptimal decoding algorithms that provide an ML certificate and the ability to compute the probability that the suboptimal decoder yields the ML solution. One such ML certificate decoder is the LP decoder of Feldman; we also propose a more efficient $O(n^2)$ algorithm based on the work of Sipser and Spielman and the Ford-Fulkerson algorithm. The results can be extended to AWGN channels and suggest that it may be feasible to eliminate the error floor phenomenon associated with message-passage decoding of LDPC codes in the high SNR regime. Finally, we observe that the argument of Berlekamp, McEliece and van Tilborg can be used to show that ML decoding of the considered class of codes constructed from LDPC codes with regular left degree, of which the considered expander codes are a special case, remains NP-hard; thus giving an interesting contrast between the worst-case and expected complexities.