Observations in many applications consist of counts of discrete events, such as photons hitting a detector, which cannot be effectively modeled using an additive bounded or Gaussian noise model, and instead require a Poisson noise model. As a result, accurate reconstruction of a spatially or temporally distributed phenomenon (f*) from Poisson data (y) cannot be effectively accomplished by minimizing a conventional penalized least-squares objective function. The problem addressed in this paper is the estimation of f* from y in an inverse problem setting, where the number of unknowns may potentially be larger than the number of observations and f* admits sparse approximation. The optimization formulation considered in this paper uses a penalized negative Poisson log-likelihood objective function with nonnegativity constraints (since Poisson intensities are naturally nonnegative). In particular, the proposed approach incorporates key ideas of using separable quadratic approximations to the objective function at each iteration and penalization terms related to l1 norms of coefficient vectors, total variation seminorms, and partition-based multiscale estimation methods.

Abstract-This paper describes performance bounds for compressed sensing (CS) where the underlying sparse or compressible (sparsely approximable) signal is a vector of nonnegative intensities whose measurements are corrupted by Poisson noise. In this setting, standard CS techniques cannot be applied directly for several reasons. First, the usual signal-independent and/or bounded noise models do not apply to Poisson noise, which is non-additive and signal-dependent. Second, the CS matrices typically considered are not feasible in real optical systems because they do not adhere to important constraints, such as nonnegativity and photon flux preservation. Third, the typical 2-1 minimization leads to overfitting in the high-intensity regions and oversmoothing in the low-intensity areas. In this paper, we describe how a feasible positivity-and flux-preserving sensing matrix can be constructed, and then analyze the performance of a CS reconstruction approach for Poisson data that minimizes an objective function consisting of a negative Poisson log likelihood term and a penalty term which measures signal sparsity. We show that, as the overall intensity of the underlying signal increases, an upper bound on the reconstruction error decays at an appropriate rate (depending on the compressibility of the signal), but that for a fixed signal intensity, the signal-dependent part of the error bound actually grows with the number of measurements or sensors. This surprising fact is both proved theoretically and justified based on physical intuition.

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Abstract-This paper describes a methodology for detecting anomalies from sequentially observed and potentially noisy data. The proposed approach consists of two main elements: (1) filtering, or assigning a belief or likelihood to each successive measurement based upon our ability to predict it from previous noisy observations, and (2) hedging, or flagging potential anomalies by comparing the current belief against a time-varying and data-adaptive threshold. The threshold is adjusted based on the available feedback from an end user. Our algorithms, which combine universal prediction with recent work on online convex programming, do not require computing posterior distributions given all current observations and involve simple primal-dual parameter updates. At the heart of the proposed approach lie exponential-family models which can be used in a wide variety of contexts and applications, and which yield methods that achieve sublinear per-round regret against both static and slowly varying product distributions with marginals drawn from the same exponential family. Moreover, the regret against static distributions coincides with the minimax value of the corresponding online strongly convex game. We also prove bounds on the number of mistakes made during the hedging step relative to the best offline choice of the threshold with access to all estimated beliefs and feedback signals. We validate the theory on synthetic data drawn from a time-varying distribution over binary vectors of high dimensionality, as well as on the Enron email dataset.

Synaptotagmins contain tandem C2 domains and function as Ca(2+) sensors for vesicle exocytosis but the mechanism for coupling Ca(2+) rises to membrane fusion remains undefined. Synaptotagmins bind SNAREs, essential components of the membrane fusion machinery, but the role of these interactions in Ca(2+)-triggered vesicle exocytosis has not been directly assessed. We identified sites on synaptotagmin-1 that mediate Ca(2+)-dependent SNAP25 binding by zero-length cross-linking. Mutation of these sites in C2A and C2B eliminated Ca(2+)-dependent synaptotagmin-1 binding to SNAREs without affecting Ca(2+)-dependent membrane binding. The mutants failed to confer Ca(2+) regulation on SNARE-dependent liposome fusion and failed to restore Ca(2+)-triggered vesicle exocytosis in synaptotagmin-deficient PC12 cells. The results provide direct evidence that Ca(2+)-dependent SNARE binding by synaptotagmin is essential for Ca(2+)-triggered vesicle exocytosis and that Ca(2+)-dependent membrane binding by itself is insufficient to trigger fusion. A structure-based model of the SNARE-binding surface of C2A provided a new view of how Ca(2+)-dependent SNARE and membrane binding occur simultaneously.