Point Processes and spatial statistics in time-frequency analysis

A finite-energy signal is represented by a square-integrable, complex-valued function $t\mapsto s(t)$ of a real variable $t$, interpreted as time. Similarly, a noisy signal is represented by a random process. Time-frequency analysis, a subfield of signal processing, amounts to describing the temporal evolution of the frequency content of a signal. Loosely speaking, if $s$ is the audio recording of a musical piece, time-frequency analysis somehow consists in writing the musical score of the piece. Mathematically, the operation is performed through a transform $\mathcal{V}$, mapping $s \in L^2(\mathbb{R})$ onto a complex-valued function $\mathcal{V}s \in L^2(\mathbb{R}^2)$ of time $t$ and angular frequency $\omega$. The squared modulus $(t, \omega) \mapsto \vert\mathcal{V}s(t,\omega)\vert^2$ of the time-frequency representation is known as the spectrogram of $s$; in the musical score analogy, a peaked spectrogram at $(t_0,\omega_0)$ corresponds to a musical note at angular frequency $\omega_0$ localized at time $t_0$. More generally, the intuition is that upper level sets of the spectrogram contain relevant information about in the original signal. Hence, many signal processing algorithms revolve around identifying maxima of the spectrogram. In contrast, zeros of the spectrogram indicate perfect silence, that is, a time at which a particular frequency is absent. Assimilating $\mathbb{R}^2$ to $\mathbb{C}$ through $z = \omega + \mathrm{i}t$, this chapter focuses on time-frequency transforms $\mathcal{V}$ that map signals to analytic functions. The zeros of the spectrogram of a noisy signal are then the zeros of a random analytic function, hence forming a Point Process in $\mathbb{C}$. This chapter is devoted to the study of these Point Processes, to their links with zeros of Gaussian Analytic Functions, and to designing signal detection and denoising algorithms using spatial statistics.

Monte Carlo with kernel-based Gibbs measures: Guarantees for probabilistic herding

Kernel herding belongs to a family of deterministic quadratures that seek to minimize the worst-case integration error over a reproducing kernel Hilbert space (RKHS). In spite of strong experimental support, it has revealed difficult to prove that this worst-case error decreases at a faster rate than the standard square root of the number of quadrature nodes, at least in the usual case where the RKHS is infinite-dimensional. In this theoretical paper, we study a joint probability distribution over quadrature nodes, whose support tends to minimize the same worst-case error as kernel herding. We prove that it does outperform i.i.d. Monte Carlo, in the sense of coming with a tighter concentration inequality on the worst-case integration error. While not improving the rate yet, this demonstrates that the mathematical tools of the study of Gibbs measures can help understand to what extent kernel herding and its variants improve on computationally cheaper methods. Moreover, we provide early experimental evidence that a faster rate of convergence, though not worst-case, is likely.

Benchmarking multi-component signal processing methods in the time-frequency plane

Signal processing in the time-frequency plane has a long history and remains a field of methodological innovation. For instance, detection and denoising based on the zeros of the spectrogram have been proposed since 2015, contrasting with a long history of focusing on larger values of the spectrogram. Yet, unlike neighboring fields like optimization and machine learning, time-frequency signal processing lacks widely-adopted benchmarking tools. In this work, we contribute an open-source, Python-based toolbox termed MCSM-Benchs for benchmarking multi-component signal analysis methods, and we demonstrate our toolbox on three time-frequency benchmarks. First, we compare different methods for signal detection based on the zeros of the spectrogram, including unexplored variations of previously proposed detection tests. Second, we compare zero-based denoising methods to both classical and novel methods based on large values and ridges of the spectrogram. Finally, we compare the denoising performance of these methods against typical spectrogram thresholding strategies, in terms of post-processing artifacts commonly referred to as musical noise. At a low level, the obtained results provide new insight on the assessed approaches, and in particular research directions to further develop zero-based methods. At a higher level, our benchmarks exemplify the benefits of using a public, collaborative, common framework for benchmarking.

Signal reconstruction using determinantal sampling

We study the approximation of a square-integrable function from a finite number of evaluations on a random set of nodes according to a well-chosen distribution. This is particularly relevant when the function is assumed to belong to a reproducing kernel Hilbert space (RKHS). This work proposes to combine several natural finite-dimensional approximations based two possible probability distributions of nodes. These distributions are related to determinantal point processes, and use the kernel of the RKHS to favor RKHS-adapted regularity in the random design. While previous work on determinantal sampling relied on the RKHS norm, we prove mean-square guarantees in $L^2$ norm. We show that determinantal point processes and mixtures thereof can yield fast convergence rates. Our results also shed light on how the rate changes as more smoothness is assumed, a phenomenon known as superconvergence. Besides, determinantal sampling generalizes i.i.d. sampling from the Christoffel function which is standard in the literature. More importantly, determinantal sampling guarantees the so-called instance optimality property for a smaller number of function evaluations than i.i.d. sampling.

On sampling determinantal and Pfaffian point processes on a quantum computer

DPPs were introduced by Macchi as a model in quantum optics the 1970s. Since then, they have been widely used as models and subsampling tools in statistics and computer science. Most applications require sampling from a DPP, and given their quantum origin, it is natural to wonder whether sampling a DPP on a quantum computer is easier than on a classical one. We focus here on DPPs over a finite state space, which are distributions over the subsets of $\{1,\dots,N\}$ parametrized by an $N\times N$ Hermitian kernel matrix. Vanilla sampling consists in two steps, of respective costs $\mathcal{O}(N^3)$ and $\mathcal{O}(Nr^2)$ operations on a classical computer, where $r$ is the rank of the kernel matrix. A large first part of the current paper consists in explaining why the state-of-the-art in quantum simulation of fermionic systems already yields quantum DPP sampling algorithms. We then modify existing quantum circuits, and discuss their insertion in a full DPP sampling pipeline that starts from practical kernel specifications. The bottom line is that, with $P$ (classical) parallel processors, we can divide the preprocessing cost by $P$ and build a quantum circuit with $\mathcal{O}(Nr)$ gates that sample a given DPP, with depth varying from $\mathcal{O}(N)$ to $\mathcal{O}(r\log N)$ depending on qubit-communication constraints on the target machine. We also connect existing work on the simulation of superconductors to Pfaffian point processes, which generalize DPPs and would be a natural addition to the machine learner's toolbox. Finally, the circuits are empirically validated on a classical simulator and on 5-qubit machines.

From point processes to quantum optics and back

Some fifty years ago, in her seminal PhD thesis, Odile Macchi introduced permanental and determinantal point processes. Her initial motivation was to provide models for the set of detection times in fundamental bosonic or fermionic optical experiments, respectively. After two rather quiet decades, these point processes have quickly become standard examples of point processes with nontrivial, yet tractable, correlation structures. In particular, determinantal point processes have been since the 1990s a technical workhorse in random matrix theory and combinatorics, and a standard model for repulsive point patterns in machine learning and spatial statistics since the 2010s. Meanwhile, our ability to experimentally probe the correlations between detection events in bosonic and fermionic optics has progressed tremendously. In Part I of this survey, we provide a modern introduction to the concepts in Macchi's thesis and their physical motivation, under the combined eye of mathematicians, physicists, and signal processers. Our objective is to provide a shared basis of knowledge for later cross-disciplinary work on point processes in quantum optics, and reconnect with the physical roots of permanental and determinantal point processes.

Sparsification of the regularized magnetic Laplacian with multi-type spanning forests

In this paper, we consider a ${\rm U}(1)$-connection graph, that is, a graph where each oriented edge is endowed with a unit modulus complex number which is simply conjugated under orientation flip. A natural replacement for the combinatorial Laplacian is then the so-called magnetic Laplacian, an Hermitian matrix that includes information about the graph's connection. Connection graphs and magnetic Laplacians appear, e.g., in the problem of angular synchronization. In the context of large and dense graphs, we study here sparsifiers of the magnetic Laplacian, i.e., spectral approximations based on subgraphs with few edges. Our approach relies on sampling multi-type spanning forests (MTSFs) using a custom determinantal point process, a distribution over edges that favours diversity. In a word, an MTSF is a spanning subgraph whose connected components are either trees or cycle-rooted trees. The latter partially capture the angular inconsistencies of the connection graph, and thus provide a way to compress information contained in the connection. Interestingly, when this connection graph has weakly inconsistent cycles, samples of this distribution can be obtained by using a random walk with cycle popping. We provide statistical guarantees for a choice of natural estimators of the connection Laplacian, and investigate the practical application of our sparsifiers in two applications.

A covariant, discrete time-frequency representation tailored for zero-based signal detection

Recent work in time-frequency analysis proposed to switch the focus from the maxima of the spectrogram toward its zeros. The zeros of signals in white Gaussian noise indeed form a random point pattern with a very stable structure. Using modern spatial statistics tools on the pattern of zeros of a spectrogram has led to component disentanglement and signal detection procedures. The major bottlenecks of this approach are the discretization of the Short-Time Fourier Transform and the necessarily bounded observation window in the time-frequency plane. Both impact the estimation of summary statistics of the zeros, which are then used in standard statistical tests. To circumvent these limitations, we propose a generalized time-frequency representation, which we call the Kravchuk transform. It naturally applies to finite signals, i.e., finite-dimensional vectors. The corresponding phase space, instead of the whole time-frequency plane, is compact, and particularly amenable to spatial statistics. On top of this, the Kravchuk transform has several natural properties for signal processing, among which covariance under the action of SO(3), invertibility and symmetry with respect to complex conjugation. We further show that the point process of the zeros of the Kravchuk transform of discrete white Gaussian noise coincides in law with the zeros of the spherical Gaussian Analytic Function. This implies that the law of the zeros is invariant under isometries of the sphere. Elaborating on this theorem, we develop a procedure for signal detection based on the spatial statistics of the zeros of the Kravchuk spectrogram. The statistical power of this procedure is assessed by intensive numerical simulation, and compares favorably with respect to state-of-the-art zeros-based detection procedures. Furthermore it appears to be particularly robust to both low signal-to-noise ratio and small number of samples.

Nonparametric estimation of continuous DPPs with kernel methods

Determinantal Point Process (DPPs) are statistical models for repulsive point patterns. Both sampling and inference are tractable for DPPs, a rare feature among models with negative dependence that explains their popularity in machine learning and spatial statistics. Parametric and nonparametric inference methods have been proposed in the finite case, i.e. when the point patterns live in a finite ground set. In the continuous case, only parametric methods have been investigated, while nonparametric maximum likelihood for DPPs -- an optimization problem over trace-class operators -- has remained an open question. In this paper, we show that a restricted version of this maximum likelihood (MLE) problem falls within the scope of a recent representer theorem for nonnegative functions in an RKHS. This leads to a finite-dimensional problem, with strong statistical ties to the original MLE. Moreover, we propose, analyze, and demonstrate a fixed point algorithm to solve this finite-dimensional problem. Finally, we also provide a controlled estimate of the correlation kernel of the DPP, thus providing more interpretability.

Learning from DPPs via Sampling: Beyond HKPV and symmetry

Determinantal point processes (DPPs) have become a significant tool for recommendation systems, feature selection, or summary extraction, harnessing the intrinsic ability of these probabilistic models to facilitate sample diversity. The ability to sample from DPPs is paramount to the empirical investigation of these models. Most exact samplers are variants of a spectral meta-algorithm due to Hough, Krishnapur, Peres and Vir\'ag (henceforth HKPV), which is in general time and resource intensive. For DPPs with symmetric kernels, scalable HKPV samplers have been proposed that either first downsample the ground set of items, or force the kernel to be low-rank, using e.g. Nystr\"om-type decompositions. In the present work, we contribute a radically different approach than HKPV. Exploiting the fact that many statistical and learning objectives can be effectively accomplished by only sampling certain key observables of a DPP (so-called linear statistics), we invoke an expression for the Laplace transform of such an observable as a single determinant, which holds in complete generality. Combining traditional low-rank approximation techniques with Laplace inversion algorithms from numerical analysis, we show how to directly approximate the distribution function of a linear statistic of a DPP. This distribution function can then be used in hypothesis testing or to actually sample the linear statistic, as per requirement. Our approach is scalable and applies to very general DPPs, beyond traditional symmetric kernels.