Publications

2014
P. L. Dragotti and Y. M. Lu, “On Sparse Representation in Fourier and Local Bases,” IEEE Transactions on Information Theory, vol. 60, no. 12, pp. 7888-7899, 2014.Abstract

We consider the classical problem of finding the sparse representation of a signal in a pair of bases. When both bases are orthogonal, it is known that the sparse representation is unique when the sparsity $K$ of the signal satisfies $K<1/\mu(\mD)$, where $\mu(\mD)$ is the mutual coherence of the dictionary. Furthermore, the sparse representation can be obtained in polynomial time by Basis Pursuit (BP), when $K<0.91/\mu(\mD)$. Therefore, there is a gap between the unicity condition and the one required to use the polynomial-complexity BP formulation. For the case of general dictionaries, it is also well known that finding the sparse representation under the only constraint of unicity is NP-hard. In this paper, we introduce, for the case of Fourier and canonical bases, a polynomial complexity algorithm that finds all the possible $K$-sparse representations of a signal under the weaker condition that $K<\sqrt{2} /\mu(\mD)$. Consequently, when $K<1/\mu(\mD)$, the proposed algorithm solves the unique sparse representation problem for this structured dictionary in polynomial time. We further show that the same method can be extended to many other pairs of bases, one of which must have local atoms. Examples include the union of Fourier and local Fourier bases, the union of discrete cosine transform and canonical bases, and the union of random Gaussian and canonical bases.

prosparse.pdf
S. Maranò, D. Fäh, and Y. M. Lu, “Sensor Placement for the Analysis of Seismic Surface Waves: Source of Error, Design Criterion, and Array Design Algorithms,” Geophys. J. Int. vol. 197, no. 3, pp. 1566-1581, 2014. Publisher's VersionAbstract

Seismic surface waves can be measured by deploying an array of seismometers on the surface of the earth. The goal of such measurement surveys is, usually, to estimate the velocity of propagation and the direction of arrival of the seismic waves. In this paper, we address the issue of sensor placement for the analysis of seismic surface waves from ambient vibration wavefields. First, we explain in detail how the array geometry affects the mean-squared estimation error (MSEE) of parameters of interest, such as the velocity and direction of propagation, both at low and high signal-to-noise ratios (SNRs). Second, we propose a cost function suitable for the design of the array geometry with particular focus on the estimation of the wavenumber of both Love and Rayleigh waves. Third, we present and compare several computational approaches to minimize the proposed cost function. Numerical experiments verify the effectiveness of our cost function and resulting array geometry designs, leading to greatly improved estimation performance in comparison to arbitrary array geometries, both at low and high SNR levels.

2013
Y. M. Lu, “A Framework for Adaptive Parameter Estimation with Finite Memory,” in Proc. IEEE Global Conference on Signal and Information Processing, Austin, TX, 2013.Abstract
We consider the problem of estimating an unknown parameter from a finite collection of different statistical experiments. The measurements are taken sequentially. Based on the observations made so far, we adaptively select the next experiment that provides the most information about the parameter. Summarizing past information with finite memory, we present a general framework for efficient adaptive estimation, with the sensing schemes fully characterized by finite-state parametric Markov chains. We establish an analytic formula linking the asymptotic performance of adaptive estimation schemes to the steady-state distributions of the associated Markov chains. Consequently, finding optimal adaptive strategies can be reformulated as the problem of designing a (continuous) family of Markov chains with prescribed steady-state distributions.We also propose a quantitative design criterion for optimal sensing policies based on minimax ratio regret.
A. Agaskar and Y. M. Lu, “ALARM: A Logistic Auto-Regressive Model for binary processes on networks,” in Proc. IEEE Global Conference on Signal and Information Processing, Austin, TX, 2013.Abstract

We introduce the ALARM model, a logistic autoregressive model for discrete-time binary processes on networks, and describe a technique for learning the graph structure underlying the model from observations. Using only a small number of parameters, the proposed ALARM can describe a wide range of dynamic behavior on graphs, such as the contact process, voter process, and even some epidemic processes. Under ALARM, at each time step, the probability of a node having value 1 is determined by the values taken by its neighbors in the past; specifically, its probability is given by the logistic function evaluated at a linear combination of its neighbors' past values (within a fixed time window) plus a bias term. We examine the behavior of this model for 1D and 2D lattice graphs, and observe a phase transition in the steady state for 2D lattices. We then study the problem of learning a graph from ALARM observations. We show how a regularizer promoting group sparsity can be used to efficiently learn the parameters of the model from a realization, and demonstrate the resulting ability to reconstruct the underlying network from the data.

alarm_globalsip13.pdf
Z. Sadeghipoor, Y. M. Lu, and S. Susstrunk, “A novel compressive sensing approach to simultaneously acquire color and near-infrared images on a single sensor,” in Proc. IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP), Vancouver, Canada, 2013.Abstract

Sensors of most digital cameras are made of silicon that is inherently sensitive to both the visible and near-infrared parts of the electromagnetic spectrum. In this paper, we address the problem of color and NIR joint acquisition. We propose a framework for the joint acquisition that uses only a single silicon sensor and a slightly modified version of the Bayer color-filter array that is already mounted in most color cameras. Implementing such a design for an RGB and NIR joint acquisition system requires minor changes to the hardware of commercial color cameras. One of the important differences between this design and the conventional color camera is the post-processing applied to the captured values to reconstruct full resolution images. By using a CFA similar to Bayer, the sensor records a mixture of NIR and one color channel in each pixel. In this case, separating NIR and color channels in different pixels is equivalent to solving an under-determined system of linear equations. To solve this problem, we propose a novel algorithm that uses the tools developed in the field of compressive sensing. Our method results in high-quality RGB and NIR images (the average PSNR of more than 30 dB for the reconstructed images) and shows a promising path towards RGB and NIR cameras. 

S. H. Chan, T. Zickler, and Y. M. Lu, “Fast non-local filtering by random sampling: It works, especially for large images,” in Proc. IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP), Vancouver, Canada, 2013.Abstract

Non-local means (NLM) is a popular denoising scheme. Conceptually simple, the algorithm is computationally intensive for large images. We propose to speed up NLM by using random sampling. Our algorithm picks, uniformly at random, a small number of columns of the weight matrix, and uses these ``representatives'' to compute an approximate result. It also incorporates an extra column-normalization of the sampled columns, a form of symmetrization that often boosts the denoising performance on real images. Using statistical large deviation theory, we analyze the proposed algorithm and provide guarantees on its performance. We show that the probability of having a large approximation error decays exponentially as the image size increases. Thus, for large images, the random estimates generated by the algorithm are tightly concentrated around their limit values, even if the sampling ratio is small. Numerical results confirm our theoretical analysis: the proposed algorithm reduces the run time of NLM, and thanks to the symmetrization step, actually provides some improvement in peak signal-to-noise ratios.

random_nlm.pdf
A. Agaskar and Y. M. Lu, “Detecting random walks hidden in noise: Phase transition on large graphs,” in Proc. IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP), Vancouver, Canada, 2013.Abstract

We consider the problem of distinguishing between two hypotheses: that a sequence of signals on a large graph consists entirely of noise, or that it contains a realization of a random walk buried in the noise. The problem of computing the error exponent of the optimal detector is simple to formulate, but exhibits deep connections to problems known to be difficult, such as computing Lyapunov exponents of products of random matrices and the free entropy density of statistical mechanical systems. We describe these connections, and define an algorithm that efficiently computes the error exponent of the Neyman-Pearson detector. We also derive a closed-form formula, derived from a statistical mechanics-based approximation, for the error exponent on an arbitrary graph of large size. The derivation of this formula is not entirely rigorous, but it closely matches the empirical results in all our experiments. This formula explains a phase transition phenomenon in the error exponent: below a threshold SNR, the error exponent is nearly constant and near zero, indicating poor performance; above the threshold, there is rapid improvement in performance as the SNR increases. The location of the phase transition depends on the entropy rate of the random walk.

mcdet_icassp.pdf
I. Dokmanic, R. Parhizkar, A. Walther, Y. M. Lu, and M. Vetterli, “Acoustic Echoes Reveal Room Shape,” Proceedings of the National Academy of Sciences (PNAS), vol. 110, no. 30, pp. 12186-12191, 2013. Full Text (PDF + Supplementary Info)Abstract
Imagine that you are blindfolded inside an unknown room. You snap your fingers and listen to the room’s response. Can you hear the shape of the room? Some people can do it naturally, but can we design computer algorithms that hear rooms? We show how to compute the shape of a convex polyhedral room from its re- sponse to a known sound, recorded by a few microphones. Geo- metric relationships between the arrival times of echoes enable us to “blindfoldedly” estimate the room geometry. This is achieved by exploiting the properties of Euclidean distance matrices. Fur- thermore, we show that under mild conditions, first-order echoes provide a unique description of convex polyhedral rooms. Our algorithm starts from the recorded impulse responses and pro- ceeds by learning the correct assignment of echoes to walls. In contrast to earlier methods, the proposed algorithm reconstructs the full 3D geometry of the room from a single sound emission, and with an arbitrary geometry of the microphone array. As long as the microphones can hear the echoes, we can position them as we want. Besides answering a basic question about the inverse problem of room acoustics, our results find applications in areas such as architectural acoustics, indoor localization, virtual reality, and audio forensics.
pnas_2013.pdf
Y. M. Lu, “Adaptive sensing and inference for single-photon imaging,” in Proc. 47th Annual Conference on Information Sciences and Systems (CISS), Baltimore, MD, 2013.Abstract

In recent years, there have been increasing efforts to develop solid-state sensors with single-photon sensitivity, with applications ranging from bio-imaging to 3D computer vision. In this paper, we present adaptive sensing models, theory and algorithms for these single-photon sensors, aiming to improve their dynamic ranges. Mapping different sensor configurations onto a finite set of states, we represent adaptive sensing schemes as finite-state parametric Markov chains. After deriving an asymptotic expression for the Fisher information rate of these Markovian systems, we propose a design criterion for sensing policies based on minimax ratio regret. We also present a suboptimal yet effective sensing policy based on random walks. Numerical experiments demonstrate the strong performance of the proposed scheme, which expands the sensor dynamic ranges of existing nonadaptive approaches by several orders of magnitude.

adaptive_sensing.pdf
C. Hu, L. Cheng, J. Sepulcre, G. E. Fakhri, Y. M. Lu, and Q. Li, “Matched signal detection on graphs: Theory and application to brain network classification,” in Proc. 23rd International Conference on Information Processing in Medical Imaging (IPMI 2013), Asilomar, CA, 2013.Abstract
We develop a matched signal detection (MSD) theory for signals with an intrinsic structure described by a weighted graph. Hypothesis tests are formulated under different signal models. In the simplest scenario, we assume that the signal is deterministic with noise in a subspace spanned by a subset of eigenvectors of the graph Laplacian. The conventional matched subspace detection can be easily extended to this case. Furthermore, we study signals with certain level of smoothness. The test turns out to be a weighted energy detector, when the noise variance is negligible. More generally, we presume that the signal follows a prior distribution, which could be learnt from training data. The test statistic is then the difference of signal variations on associated graph structures, if an Ising model is adopted. Effectiveness of the MSD on graph is evaluated both by simulation and real data. We apply it to the network classification problem of Alzheimer’s disease (AD) particularly. The preliminary results demonstrate that our approach is able to exploit the sub-manifold structure of the data, and therefore achieve a better performance than the traditional principle component analysis (PCA).
graphmsd_impi13.pdf
C. Hu, L. Cheng, J. Sepulcre, G. E. Fakhri, Y. M. Lu, and Q. Li, “A graph theoretical regression model for brain connectivity learning of Alzheimer's disease,” in Proc. International Symposium on Biomedical Imaging (ISBI), San Francisco, CA, 2013.Abstract

Learning functional brain connectivity is essential to the understanding of neurodegenerative diseases. In this paper, we introduce a novel graph regression model (GRM) which regards the imaging data as signals defined on a graph and optimizes the fitness between the graph and the data, with a sparsity level regularization. The proposed framework features a nice interpretation in terms of low-pass signals on graphs, and is more generic compared with previous statistical models. Results based on the data illustrates that our approach can obtain a very close reconstruction of the true network. We then apply the GRM to learn the brain connectivity of Alzheimer’s disease (AD). Evaluations performed upon PET imaging data of 30 AD patients demonstrate that the connectivity patterns discovered are easy to interpret and consistent with known pathology.

graphrecon_isbi_reprocessed.pdf
A. Agaskar and Y. M. Lu, “A Spectral Graph Uncertainty Principle,” IEEE Transactions on Information Theory, vol. 59, no. 7, pp. 4338-4356, 2013.Abstract

The spectral theory of graphs provides a bridge between classical signal processing and the nascent field of graph signal processing. In this paper, a spectral graph analogy to Heisenberg's celebrated uncertainty principle is developed. Just as the classical result provides a tradeoff between signal localization in time and frequency, this result provides a fundamental tradeoff between a signal's localization on a graph and in its spectral domain. Using the eigenvectors of the graph Laplacian as a surrogate Fourier basis, quantitative definitions of graph and spectral ``spreads'' are given, and a complete characterization of the feasibility region of these two quantities is developed. In particular, the lower boundary of the region, referred to as the uncertainty curve, is shown to be achieved by eigenvectors associated with the smallest eigenvalues of an affine family of matrices. The convexity of the uncertainty curve allows it to be found to within $\varepsilon$ by a fast approximation algorithm requiring $\mathcal{O}(\varepsilon^{-1/2})$ typically sparse eigenvalue evaluations. Closed-form expressions for the uncertainty curves for some special classes of graphs are derived, and an accurate analytical approximation for the expected uncertainty curve of Erdos-Renyi random graphs is developed. These theoretical results are validated by numerical experiments, which also reveal an intriguing connection between diffusion processes on graphs and the uncertainty bounds.

sgup.pdf
2012
C. Hu and Y. M. Lu, “Adaptive time-sequential binary sensing for high dynamic range imaging,” in Proc. SPIE Conference on Advanced Photon Counting Techniques VI, Baltimore, MD, 2012.Abstract

We present a novel image sensor for high dynamic range imaging. The sensor performs an adaptive one-bit quantization at each pixel, with the pixel output switched from 0 to 1 only if the number of photons reaching that pixel is greater than or equal to a quantization threshold. With an oracle knowledge of the incident light intensity, one can pick an optimal threshold (for that light intensity) and the corresponding Fisher information contained in the output sequence follows closely that of an ideal unquantized sensor over a wide range of intensity values. This observation suggests the potential gains one may achieve by adaptively updating the quantization thresholds. As the main contribution of this work, we propose a time-sequential threshold-updating rule that asymptotically approaches the performance of the oracle scheme. With every threshold mapped to a number of ordered states, the dynamics of the proposed scheme can be modeled as a parametric Markov chain. We show that the frequencies of different thresholds converge to a steady-state distribution that is concentrated around
the optimal choice. Moreover, numerical experiments show that the theoretical performance measures (Fisher information and Cramer-Rao bounds) can be achieved by a maximum likelihood estimator, which is guaranteed to find globally optimal solution due to the concavity of the log-likelihood functions. Compared with conventional image sensors and the strategy that utilizes a constant single-photon threshold considered in previous work, the
proposed scheme attains orders of magnitude improvement in terms of sensor dynamic ranges.

C. Hu, L. Cheng, and Y. M. Lu, “Graph-Based regularization for color image demosaicking,” in Proc. IEEE International Conference on Image Processing, Orlando, FL, 2012.Abstract

We present a novel regularization framework for demosaicking by viewing images as smooth signals defined on weighted graphs. The restoration problem is formulated as a minimization of variation of these graph-domain signals. As an initial step, we build a weight matrix which measures the similarity between every pair of pixels, from an estimate of the full color image. Subsequently, a two-stage optimization is carried out: first, we assume that the graph Laplacian is signal dependent and solve a non-quadratic problem by gradient descent; then, we pose a variational problem on graphs with a fixed Laplacian, subject to the constraint of consistency given by available samples in each color channel. Performance evaluation shows that our approach can improve existing demosaicking methods both quantitively and visually, by reducing color artifacts.

graphdemo_icip.pdf
Z. Sadeghipoor, Y. M. Lu, and S. Süsstrunk, “Optimal spectral sensitivity functions for single sensor color imaging,” in Proc. SPIE Conference on Digital Photography VIII, Burlingame, 2012.Abstract

A cost-effective and convenient approach for color imaging is to use a single sensor and mount a color filter array
(CFA) in front of it, such that at each spatial position the scene information in one color channel is captured. To
estimate the missing colors at each pixel, a demosaicing algorithm is applied to the CFA samples. Besides the
filter arrangement and the demosaicing method, the spectral sensitivity functions of the CFA filters considerably
affect the quality of the demosaiced image. In this paper, we extend the algorithm presented by Lu and Vetterli,
originally proposed for designing the optimum CFA, to compute the optimum spectral sensitivities. The proposed
algorithm solves a constrained optimization problem to find optimum spectral sensitivities and the corresponding
linear demosaicing method. An important constraint for this problem is the smoothness of spectral sensitivities,
which is imposed by modeling these functions as a linear combination of several smooth kernels. Simulation
results verify the effectiveness of the proposed algorithm in finding optimal spectral sensitivity functions, which
outperform measured camera sensitivity functions.

A. Agaskar and Y. M. Lu, “Uncertainty principles for signals defined on graphs: Bounds and characterizations,” in Proc. IEEE International Conference on Acoustics, Speech and Signal Processing, Kyoto, 2012.Abstract

The classical uncertainty principle provides a fundamental tradeoff in the localization of a signal in the time and frequency domains. In this paper we describe a similar tradeoff for signals defined on graphs. We describe the notions of "spread" in the graph and spectral domains, using the eigenvectors of the graph Laplacian as a surrogate Fourier basis. We then describe how to find signals that, among all signals with the same spectral spread, have the smallest graph spread about a given vertex. For every possible spectral spread, the desired signal is the solution to an eigenvalue problem. Since localization in graph and spectral domains is a desirable property of the elements of wavelet frames on graphs, we compare the performance of some existing wavelet transforms to the obtained bound.

graph_icassp12.pdf
See, also, the extended journal version: A. Agaskar and Y. M. Lu, A Spectral Graph Uncertainty Principle, IEEE Transactions on Information Theory, to appear.
Y. Xiong and Y. M. Lu, “Blind estimation and low-rate sampling of sparse MIMO systems with common support,” in Proc. IEEE International Conference on Acoustics, Speech and Signal Processing, Kyoto, 2012.Abstract

We present a blind estimation algorithm for multi-input and multi-output (MIMO) systems with sparse common support. Key to the proposed algorithm is a matrix generalization of the classical annihilating filter technique, which allows us to estimate the nonlinear parameters of the channels through an efficient and noniterative procedure. An attractive property of the proposed algorithm is that it only needs the sensor measurements at a narrow frequency band. By exploiting this feature, we can derive efficient sub-Nyquist sampling schemes which significantly reduce the number of samples that need to be retained at each sensor. Numerical simulations verify the accuracy of the proposed estimation algorithm and its robustness in the presence of noise.

mc_sparse_icassp2012.pdf
M. N. Do and Y. M. Lu, “Multidimensional Filter Banks and Multiscale Geometric Representations,” Foundation and Trends in Signal Processing, vol. 5, no. 3, pp. 157-264, 2012.Abstract

Thanks to the explosive growth of sensing devices and capabilities, multidimensional (MD) signals — such as images, videos, multispectral images, light fields, and biomedical data volumes — have become ubiquitous.
Multidimensional filter banks and the associated constructions provide a unified framework and an efficient computational tool in the formation, representation, and processing of these multidimensional data sets. In this survey we aim to provide a systematic development of the theory and constructions of multidimensional filter banks. We thoroughly review several tools that have been shown to be particularly effective in the design and analysis of multidimensional filter banks, including sampling lattices, multidimensional bases and frames, polyphase representations, Gröbner bases, mapping methods, frequency domain constructions, ladder structures and lifting schemes. We then focus on the construction of filter banks and signal representations that can capture directional and geometric features, which are unique and key properties of many multidimensional signals. Next, we study the connection between iterated multidimensional filter banks in the discrete domain and the associated multiscale signal representations in the continuous domain through a directional multiresolution analysis framework. Finally, we show several examples to demonstrate the power of multidimensional filter banks and geometric signal representations in applications.

mdfb.pdf
F. Yang, Y. M. Lu, L. Sbaiz, and M. Vetterli, “Bits from Photons: Oversampled Image Acquisition Using Binary Poisson Statistics,” IEEE Transactions on Image Processing, vol. 21, no. 4, pp. 1421-1436, 2012. Extended Version with Complete ProofAbstract

We study a new image sensor that is reminiscent of traditional photographic film. Each pixel in the sensor has a binary response, giving only a one-bit quantized measurement of the local light intensity. To analyze its performance, we formulate the oversampled binary sensing scheme as a parameter estimation problem based on quantized Poisson statistics. We show that, with a single-photon quantization threshold and large oversampling factors, the Cramér-Rao lower bound (CRLB) of the estimation variance approaches that of an ideal unquantized sensor, that is, as if there were no quantization in the sensor measurements. Furthermore, the CRLB is shown to be asymptotically achievable by the maximum likelihood estimator (MLE). By showing that the log-likelihood function of our problem is concave, we guarantee the global optimality of iterative algorithms in finding the MLE. Numerical results on both synthetic data and images taken by a prototype sensor verify our theoretical analysis and demonstrate the effectiveness of our image reconstruction algorithm. They also suggest the potential application of the oversampled binary sensing scheme in high dynamic range photography.

bits_from_photons.pdf
2011
A. Agaskar and Y. M. Lu, “An uncertainty principle for functions defined on graphs,” in Proc. SPIE Conf. on Wavelets and Sparsity, San Diego, 2011.Abstract

The classical uncertainty principle provides a fundamental tradeoff in the localization of a function in the time
and frequency domains. In this paper we extend this classical result to functions defined on graphs. We justify
the use of the graph Laplacian’s eigenbasis as a surrogate for the Fourier basis for graphs, and define the notions of "spread" in the graph and spectral domains. We then establish an analogous uncertainty principle relating the two quantities, showing the degree to which a function can be simultaneously localized in the graph and spectral domains.

graphuncert.pdf
See, also, the extended journal version: A. Agaskar and Y. M. Lu, A Spectral Graph Uncertainty Principle, IEEE Transactions on Information Theory, to appear.

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