We study the super-resolution (SR) problem of recovering point sources consisting of a collection of isolated and suitably separated spikes from only the low frequency measurements. If the peak separation is above a factor in $(1, 2)$ of the Rayleigh length (physical resolution limit), L1 minimization is guaranteed to recover such sparse signals. However, below such critical length scale, especially the Rayleigh length, the $L_1$ certificate no longer exists. We show several local properties (local minimum, directional stationarity, and sparsity) of the limit points of minimizing two $L_1$ based nonconvex penalties, the difference of $L_1$ and $L_2$ norms $(L_{1-2})$ and capped $L_1 (CL_1)$, subject to the measurement constraints. In one and two dimensional numerical SR examples,the local optimal solutions from dierence of convex function algorithms outperform the global L1 solutions near or below Rayleigh length scales either in the accuracy of ground truth recovery or in nding a sparse solution satisfying the constraints more accurately.

For a random quantum state on $\cH=\C^d \otimes \C^d$ obtained by partial tracing a random pure state on $\cH \otimes \C^s$, we consider the question whether it is typically separable or typically entangled. For this problem, we show the existence of a sharp threshold $s_0=s_0(d)$ of order roughly $d^3$. More precisely, for any $\e>0$ and for $d$ large enough, such a random state is entangled with very large probability when $s \leq (1-\e)s_0$, and separable with very large probability when $s \geq (1+\e) s_0$. One consequence of this result is as follows: for a system of $N$ identical particles in a random pure state, there is a threshold $k_0 = k_0(N)\sim N/5$ such that two subsystems of $k$ particles each typically share entanglement if $k>k_0$, and typically do not share entanglement if $k<k_0$. Our methods work also for multipartite systems and for ``unbalanced'' systems such as $\C^{d_1} \otimes \C^{d_2} $, ${d_1} \neq {d_2} $. The arguments rely on random matrices, classical convexity, high-dimensional probability and geometry of Banach spaces; some of the auxiliary results may be of reference value.

We explain how the classical notions of Fisher information of a random variable and Fisher information matrix of a random vector can be extended to a much broader setting. We also show that Stam’s inequality for Fisher information and Shannon entropy, as well as the more generalized versions proved earlier by the authors, are all special cases of more general sharp inequalities satisfied by random vectors. The extremal random vectors, which we call generalized Gaussians, contain Gaussians as a limiting case but are noteworthy because they are heavy- tailed.

We study the well-posedness of a unified system of coupled forward-backward stochastic differential equations (FB-SDEs) with Levy jumps and double completely-S skew reflections. Owing to the reflections, the solution to an embedded Skorohod problem may be not unique, i.e., bifurcations may occur at reflection boundaries, the well-known contraction mapping approach can not be extended directly to solve our problem. Thus, we develop a weak convergence method to prove the well-posedness of an adapted 6-tuple weak solution in the sense of distribution to the unified system. The proof heavily depends on newly established Malliavin calculus for vector-valued Levy processes together with a generalized linear growth and Lipschitz condition that guarantees the well-posedness of the unified system even under a random environment. Nevertheless, if a more strict boundary condition is imposed, i.e., the spectral radii in certain sense for the reflections are strictly less than the unity, a unique adapted 6-tuple strong solution in the sense of sample pathwise is concerned. In addition, as applications and economical studies of our unified system, we also develop new techniques including deriving a generalized mutual information formula for signal processing over possible non-Gaussian channels with multi-input multi-output (MIMO) antennas and dynamics driven by Levy processes.

We study the minimization problem of a non-convex sparsity promoting penalty func- tion, the transformed l1 (TL1), and its application in compressed sensing (CS). The TL1 penalty inter- polates l0 and l1 norms through a nonnegative parameter a ∈ (0, +∞), similar to lp with p ∈ (0, 1], and is known to satisfy unbiasedness, sparsity and Lipschitz continuity properties. We first consider the constrained minimization problem, and discuss the exact recovery of l0 norm minimal solution based on the null space property (NSP). We then prove the stable recovery of l0 norm minimal solution if the sensing matrix A satisfies a restricted isometry property (RIP). We formulated a normalized problem to overcome the lack of scaling property of the TL1 penalty function. For a general sensing matrix A, we show that the support set of a local minimizer corresponds to linearly independent columns of A. Next, we present difference of convex algorithms for TL1 (DCATL1) in computing TL1-regularized con- strained and unconstrained problems in CS. The DCATL1 algorithm involves outer and inner loops of iterations, one time matrix inversion, repeated shrinkage operations and matrix-vector multiplications. The inner loop concerns an l1 minimization problem on which we employ the Alternating Direction Method of Multipliers (ADMM). For the unconstrained problem, we prove convergence of DCATL1 to a stationary point satisfying the first order optimality condition. In numerical experiments, we identify the optimal value a = 1, and compare DCATL1 with other CS algorithms on two classes of sensing ma- trices: Gaussian random matrices and over-sampled discrete cosine transform matrices (DCT). Among existing algorithms, the iterated reweighted least squares method based on l1/2 norm is the best in sparse recovery for Gaussian matrices, and the DCA algorithm based on l1 minus l2 penalty is the best for over-sampled DCT matrices. We find that for both classes of sensing matrices, the performance of DCATL1 algorithm (initiated with l1 minimization) always ranks near the top (if not the top), and is the most robust choice insensitive to the conditioning of the sensing matrix A. DCATL1 is also com- petitive in comparison with DCA on other non-convex penalty functions commonly used in statistics with two hyperparameters.