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Dr.

Shirin Jalali
Assistant Professor/Faculty Fellow New York University March 8 WEB 1230 3:05 p.m.

From Compression to Compressed Sensing


ABSTRACT:
As the data generation rate is soaring rapidly, the importance of data acquisition and compression algorithms is becoming more eminent. Traditionally, most such algorithms are designed for specific data structures. However, the massiveness and the diversity of the data we are collecting these days call for efficient acquisition and compression schemes that require no or very little prior knowledge about the underlying data structure. These ''universal'' algorithms are applicable to different data types, and are appealing to applications dealing with various kinds of data. In the first half of the talk, I will discuss the problem of compressed sensing for data acquisition. Using algorithmic information theoretic tools such as the Kolmogorov complexity, we prove the existence of universal algorithms for recovering ``structured'' signals from fewer number of samples than their ambient dimensions. We also develop and analyze an abstract algorithm, minimum complexity pursuit (MCP), that recovers signals from their under-sampled measurements with no prior information about their structures. These results establish a deep connection between the problem of compressed sensing and data compression. In the second half of the talk, I will focus on the problem of universal lossy compression. While there exist several efficient universal lossless compression algorithms, such as the celebrated Lempel-Ziv code, finding implementable universal lossy compression algorithms is widely open. Employing tools from statistical physics, we recently developed an efficient iterative lossy compression algorithm. The algorithm encodes a sequence by iteratively adding systematic noise to the signal yielding a more compressible sequence. The complexity of each iteration is independent of the sequence length and only linearly dependent on a certain context parameter. We show that the proposed algorithm achieves the optimum rate-distortion performance in the limits of large number of iterations, and sequence length, when employed on any stationary ergodic source. Our simulation results demonstrate that the performance of the algorithm is close to the optimal rate-distortion curve.
__________________________ Biography of Shirin Jalali Shirin Jalali is currently an Assistant Professor/Faculty Fellow at New York University and a Visiting Research Collaborator at Princeton. Prior to that she was a postdoctoral fellow at the Center for Mathematics of Information at California Institute of Technology. She received her Ph.D. in Electrical Engineering and M.S. in Statistics from Stanford University in 2009. She has received her B.Sc. in Electrical Engineering from Sharif University of Technology in 2002 and her M.Sc. in Electrical Engineering from the same institution in 2004. Her main research interests are in information theory and statistical signal processing.

The public is invited

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