The running maximum-minimum (max-min) filter computes the maxima and minima over running windows of size w. This filter has numerous applications in signal processing and time series analysis. We present an easy-to-implement online algorithm requiring no more than 3 comparisons per element, in the worst case. Comparatively, no algorithm is known to compute the running maximum (or minimum) filter in 1.5 comparisons per element, in the worst case. Our algorithm has reduced latency and memory usage.
@cite_7 presented the filter algorithm requiring @math comparisons per element in the worst case and an average-case performance over independent and identically distributed (i.i.d.) noise data of slightly more than 3 comparisons per element. @cite_6 presented a better alternative: the filter algorithm was shown to average 3 comparisons per element for i.i.d. input signals and @cite_4 presented an asynchronous implementation.
@cite_4 @cite_6 @cite_7
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This correspondence presents an average case denoising performance analysis for SP, CoSaMP, and IHT algorithms. This analysis considers the recovery of a noisy signal, with the assumptions that it is corrupted by an additive random zero-mean white Gaussian noise and has a K-sparse representation with respect to a known dictionary D . The proposed analysis is based on the RIP, establishing a near-oracle performance guarantee for each of these algorithms. Beyond bounds for the reconstruction error that hold with high probability, in this work we also provide a bound for the average error. We analyze a sublinear RA@?SFA (randomized algorithm for Sparse Fourier analysis) that finds a near-optimal B-term Sparse representation R for a given discrete signal S of length N, in time and space poly(B,log(N)), following the approach given in [A.C. Gilbert, S. Guha, P. Indyk, S. Muthukrishnan, M. Strauss, Near-Optimal Sparse Fourier Representations via Sampling, STOC, 2002]. Its time cost poly(log(N)) should be compared with the superlinear @W(NlogN) time requirement of the Fast Fourier Transform (FFT). A straightforward implementation of the RA@?SFA, as presented in the theoretical paper [A.C. Gilbert, S. Guha, P. Indyk, S. Muthukrishnan, M. Strauss, Near-Optimal Sparse Fourier Representations via Sampling, STOC, 2002], turns out to be very slow in practice. Our main result is a greatly improved and practical RA@?SFA. We introduce several new ideas and techniques that speed up the algorithm. Both rigorous and heuristic arguments for parameter choices are presented. Our RA@?SFA constructs, with probability at least 1-@d, a near-optimal B-term representation R in time poly(B)log(N)log(1 @d) @e^2log(M) such that @?S-R@?"2^2=<(1+@e)@?S-R"o"p"t@?"2^2. Furthermore, this RA@?SFA implementation already beats the FFTW for not unreasonably large N. We extend the algorithm to higher dimensional cases both theoretically and numerically. The crossover point lies at N 70,000 in one dimension, and at N 900 for data on a NxN grid in two dimensions for small B signals where there is noise. We introduce efficient margin-based algorithms for selective sampling and filtering in binary classification tasks. Experiments on real-world textual data reveal that our algorithms perform significantly better than popular and similarly efficient competitors. Using the so-called Mammen-Tsybakov low noise condition to parametrize the instance distribution, and assuming linear label noise, we show bounds on the convergence rate to the Bayes risk of a weaker adaptive variant of our selective sampler. Our analysis reveals that, excluding logarithmic factors, the average risk of this adaptive sampler converges to the Bayes risk at rate N ?(1+?)(2+?) 2(3+?) where N denotes the number of queried labels, and ?>0 is the exponent in the low noise condition. For all @math this convergence rate is asymptotically faster than the rate N ?(1+?) (2+?) achieved by the fully supervised version of the base selective sampler, which queries all labels. Moreover, for ??? (hard margin condition) the gap between the semi- and fully-supervised rates becomes exponential. We propose a data-dependent denoising procedure to restore noisy images. Different from existing denoising algorithms which search for patches from either the noisy image or a generic database, the new algorithm finds patches from a database that contains relevant patches. We formulate the denoising problem as an optimal filter design problem and make two contributions. First, we determine the basis function of the denoising filter by solving a group sparsity minimization problem. The optimization formulation generalizes existing denoising algorithms and offers systematic analysis of the performance. Improvement methods are proposed to enhance the patch search process. Second, we determine the spectral coefficients of the denoising filter by considering a localized Bayesian prior. The localized prior leverages the similarity of the targeted database, alleviates the intensive Bayesian computation, and links the new method to the classical linear minimum mean squared error estimation. We demonstrate applications of the proposed method in a variety of scenarios, including text images, multiview images, and face images. Experimental results show the superiority of the new algorithm over existing methods.