Michael B. Wakin
ANTICIPATED POSITION FOR POSTDOCTORAL RESEARCHER
Nonconvex and Distributed Optimization
Anticipated project dates January 1, 2018 - June 30, 2019
This software package contains a collection of tools for implementing fast alorithms for working with the Slepian basis, also known as discrete prolate spheroidal sequences. See the included readme file for a detailed description of the contents and for usage instructions.
For further details, see the paper The Fast Slepian Transform by S. Karnik, Z. Zhu, M. B. Wakin, J. Romberg, and M. A. Davenport.
This code demonstrates a fast two-phase algorithm for super-resolution. Given the low-frequency part of the spectrum of a sequence of impulses, Phase I consists of a greedy algorithm that roughly estimates the impulse positions. These estimates are then refined by local optimization in Phase II. The backbone of our work is the fundamental work of Slepian et al. involving discrete prolate spheroidal wave functions and their unique properties.
The function TwoPhaseAlg.m (called with no input arguments) will reproduce Figure 1 in the manuscript "Greed is Super: A Fast Algorithm for Super-Resolution" by A. Eftekhari and M. B. Wakin.
The bulk of the Compressive sensing (CS) literature has focused on the case where the acquired signal has a sparse or compressible representation in an orthonormal basis. In practice, however, there are many signals that cannot be sparsely represented or approximated using an orthonormal basis, but that do have sparse representations in a redundant dictionary. Standard results in CS can sometimes be extended to handle this case provided that the dictionary is sufficiently incoherent or well-conditioned, but these approaches fail to address the case of a truly redundant or overcomplete dictionary.
This software package implements a variant of the iterative reconstruction algorithm CoSaMP for this more challenging setting. In contrast to prior approaches, the method is "signal-focused"; that is, it is oriented around recovering the signal rather than its dictionary coefficients.
For further details, see the paper Signal Space CoSaMP for Sparse Recovery with Redundant Dictionaries, by M.A. Davenport, D. Needell, and M.B. Wakin.
Compressive sensing (CS) has recently emerged as a framework for efficiently capturing signals that are sparse or compressible in an appropriate basis. While often motivated as an alternative to Nyquist-rate sampling, there remains a gap between the discrete, finite-dimensional CS framework and the problem of acquiring a continuous-time signal.
This software package provides a set of tools for bridging this gap through the use of Discrete Prolate Spheroidal Sequences (DPSS's), a collection of functions that trace back to the seminal work by Slepian, Landau, and Pollack on the effects of time-limiting and bandlimiting operations. DPSS's form a highly efficient basis for sampled bandlimited functions; by modulating and merging DPSS bases, we obtain a dictionary that offers high-quality sparse approximations for most sampled multiband signals. This multiband modulated DPSS dictionary can be readily incorporated into the CS framework.
For further details, see the paper Compressive Sensing of Analog Signals Using Discrete Prolate Spheroidal Sequences, by M.A. Davenport and M.B. Wakin.
DART contains all of the software necessary to reproduce the results presented in this paper. It can be downloaded here. Please e-mail markad-at-stanford-dot-edu if you find any bugs or have any questions.
This Matlab package computes the player advantage in blackjack using two strategies: (1) basic strategy and (2) Thorp's complete point count system for card counting. The analysis uses Markov chains, as described in the manuscript: M. B. Wakin and C. J. Rozell, A Markov Chain Analysis of Blackjack Strategy, 2004. Installation: Download and unzip code, then see the main Matlab script BJMCmainScript.m. This software is released under a Creative Commons license (Attribution 3.0 Unported).