论文标题
部分可观测时空混沌系统的无模型预测
Uncertainty quantification for sparse Fourier recovery
论文作者
论文摘要
在高二级统计中,不确定性量化的最突出的方法之一是依赖于无约束的$ \ ell_1 $ minimization的DeSparsified套索。大多数初始作品都集中在真实的(次)高斯设计上。但是,在许多应用中,例如磁共振成像(MRI),由于问题的性质,测量过程具有一定的结构。 MRI中的测量运算符可以通过子采样的傅立叶矩阵描述。这项工作的目的是使用DeSparsified Lasso扩展不确定性量化过程,以设计源自有界的正交系统的矩阵,该矩阵自然会概括为中下采样的傅立叶案例,并允许处理稀疏性不是标准基础的稀疏性基础的情况。特别是,我们为MR图像的每个像素构建诚实的置信区间,如果测量值满足$ n \ gtrsim \ max \ {s \ log^2 s \ log p,s \ log^2 p \} $,或者对于较大的测量值提供了较大的数量。
One of the most prominent methods for uncertainty quantification in high-dimen-sional statistics is the desparsified LASSO that relies on unconstrained $\ell_1$-minimization. The majority of initial works focused on real (sub-)Gaussian designs. However, in many applications, such as magnetic resonance imaging (MRI), the measurement process possesses a certain structure due to the nature of the problem. The measurement operator in MRI can be described by a subsampled Fourier matrix. The purpose of this work is to extend the uncertainty quantification process using the desparsified LASSO to design matrices originating from a bounded orthonormal system, which naturally generalizes the subsampled Fourier case and also allows for the treatment of the case where the sparsity basis is not the standard basis. In particular we construct honest confidence intervals for every pixel of an MR image that is sparse in the standard basis provided the number of measurements satisfies $n \gtrsim\max\{ s\log^2 s\log p, s \log^2 p \}$ or that is sparse with respect to the Haar Wavelet basis provided a slightly larger number of measurements.