In several applications in signal processing it has proven useful to decompose a given signal in a multiscale dictionary, for instance to achieve compression by coefficient thresholding or to solve inverse problems. The most popular family of such dictionaries are undoubtedly wavelets which have had a tremendous impact in applied mathematics since Daubechies' construction of orthonormal wavelet bases with compact support in the 1980s. While wavelets are now a well-established tool in numerical signal processing (for instance the JPEG2000 coding standard is based on a wavelet transform) it has been recognized in the past decades that they also possess several shortcomings, in particular with respect to the treatment of multidimensional data where anisotropic structures such as edges in images are typically present. This deficiency of wavelets has given birth to the research area of geometric multiscale analysis where frame constructions which are optimally adapted to anisotropic structures are sought. A milestone in this area has been the construction of curvelet and shearlet frames which are indeed capable of optimally resolving curved singularities in multidimensional data.
In this course we will outline these developments, starting with a short introduction to wavelets and then moving on to more recent constructions of curvelets, shearlets and ridgelets. We will discuss their applicability to diverse problems in signal processing such as compression, denoising, morphological component analysis, or the solution of transport PDEs. Implementation aspects will also be covered. (Slides in attachment).[-]

This course introduces fundamental concepts in machine learning and presents some classical approaches and algorithms. The scikit-learn library is presented during the practical sessions. The course aims at providing fundamental basics for using machine learning techniques.
Class (4h)
General Introduction to Machine Learning (learning settings, curse of dimensionality, overfitting/underfitting, etc.)
Overview of Supervised Learning: True risk/Empirical risk, loss functions, regularization, sparsity, norms, bias/variance trade-off, PAC generalization bounds, model selection.
Classical machine learning models: Support Vector Machines, Kernel Methods, Decision trees and Random Forests
An introduction to uncertainty in ML: Gaussian Processes, Quantile Regression with RF
Labs (4h)
Introduction to scikit-learn
Classical Machine learning Models with scikit-learn
Uncertainty in ML[-]

Motivated by the spectrogram (or short-time Fourier transform) basic principles of linear algebra are explained, preparing for the more general case of Gabor frames in time-frequency analysis. The importance of the singular value decomposition and the four spaces associated with a matrix is pointed out, and based on this the pseudo-inverse (leading later to the dual Gabor frame) and the Loewdin (symmetric) orthogonalization are explained.
CIRM - Chaire Jean-Morlet 2014 - Aix-Marseille Université[-]

Motivated by the spectrogram (or short-time Fourier transform) basic principles of linear algebra are explained, preparing for the more general case of Gabor frames in time-frequency analysis. The importance of the singular value decomposition and the four spaces associated with a matrix is pointed out, and based on this the pseudo-inverse (leading later to the dual Gabor frame) and the Loewdin (symmetric) orthogonalization are explained.
CIRM - Chaire Jean-Morlet 2014 - Aix-Marseille Université[-]

In several applications in signal processing it has proven useful to decompose a given signal in a multiscale dictionary, for instance to achieve compression by coefficient thresholding or to solve inverse problems. The most popular family of such dictionaries are undoubtedly wavelets which have had a tremendous impact in applied mathematics since Daubechies' construction of orthonormal wavelet bases with compact support in the 1980s. While wavelets are now a well-established tool in numerical signal processing (for instance the JPEG2000 coding standard is based on a wavelet transform) it has been recognized in the past decades that they also possess several shortcomings, in particular with respect to the treatment of multidimensional data where anisotropic structures such as edges in images are typically present. This deficiency of wavelets has given birth to the research area of geometric multiscale analysis where frame constructions which are optimally adapted to anisotropic structures are sought. A milestone in this area has been the construction of curvelet and shearlet frames which are indeed capable of optimally resolving curved singularities in multidimensional data.
In this course we will outline these developments, starting with a short introduction to wavelets and then moving on to more recent constructions of curvelets, shearlets and ridgelets. We will discuss their applicability to diverse problems in signal processing such as compression, denoising, morphological component analysis, or the solution of transport PDEs. Implementation aspects will also be covered. (Slides in attachment).[-]

Time-frequency (or Gabor) frames are constructed from time- and frequency shifts of one (or several) basic analysis window and thus carry a very particular structure. On the other hand, due to their close relation to standard signal processing tools such as the short-time Fourier transform, but also local cosine bases or lapped transforms, in the past years time-frequency frames have increasingly been applied to solve problems in audio signal processing.
In this course, we will introduce the basic concepts of time-frequency frames, keeping their connection to audio applications as a guide-line. We will show how standard mathematical tools such as the Walnut representations can be used to obtain convenient reconstruction methods and also generalizations such the non-stationary Gabor transform. Applications such as the realization of an invertible constant-Q transform will be presented. Finally, we will introduce the basic notions of transform domain modelling, in particular those based on sparsity and structured sparsity, and their applications to denoising, multilayer decomposition and declipping. (Slides in attachment).[-]

Time-frequency (or Gabor) frames are constructed from time- and frequency shifts of one (or several) basic analysis window and thus carry a very particular structure. On the other hand, due to their close relation to standard signal processing tools such as the short-time Fourier transform, but also local cosine bases or lapped transforms, in the past years time-frequency frames have increasingly been applied to solve problems in audio signal processing.
In this course, we will introduce the basic concepts of time-frequency frames, keeping their connection to audio applications as a guide-line. We will show how standard mathematical tools such as the Walnut representations can be used to obtain convenient reconstruction methods and also generalizations such the non-stationary Gabor transform. Applications such as the realization of an invertible constant-Q transform will be presented. Finally, we will introduce the basic notions of transform domain modelling, in particular those based on sparsity and structured sparsity, and their applications to denoising, multilayer decomposition and declipping. (Slides in attachment).[-]

This course introduces fundamental concepts in machine learning and presents some classical approaches and algorithms. The scikit-learn library is presented during the practical sessions. The course aims at providing fundamental basics for using machine learning techniques.
Class (4h)
General Introduction to Machine Learning (learning settings, curse of dimensionality, overfitting/underfitting, etc.)
Overview of Supervised Learning: True risk/Empirical risk, loss functions, regularization, sparsity, norms, bias/variance trade-off, PAC generalization bounds, model selection.
Classical machine learning models: Support Vector Machines, Kernel Methods, Decision trees and Random Forests.
An introduction to uncertainty in ML: Gaussian Processes, Quantile Regression with RF
Labs (4h)
Introduction to scikit-learn
Classical Machine learning Models with scikit-learn
Uncertainty in ML[-]

This course introduces fundamental concepts in machine learning and presents some classical approaches and algorithms. The scikit-learn library is presented during the practical sessions. The course aims at providing fundamental basics for using machine learning techniques.
Class (4h)
General Introduction to Machine Learning (learning settings, curse of dimensionality, overfitting/underfitting, etc.)
Overview of Supervised Learning: True risk/Empirical risk, loss functions, regularization, sparsity, norms, bias/variance trade-off, PAC generalization bounds, model selection.
Classical machine learning models: Support Vector Machines, Kernel Methods, Decision trees and Random Forests
An introduction to uncertainty in ML: Gaussian Processes, Quantile Regression with RF
Labs (4h)
Introduction to scikit-learn
Classical Machine learning Models with scikit-learn
Uncertainty in ML[-]