Are (Sparse Processes)^2?
Julien Fageot, EPFL STI LIB

Meeting • 29 July 2015 • BM 4 233

Abstract
Since An introduction to sparse stochastic processes ended up on your bedside table, we---the sparse process team---have kept on going forward. So what is new about sparse processes? Mainly, we are investigating the question of the regularity of sparse processes. We already have nice results, but also zillions of conjectures that I will present to you next Monday. Knowing about the regularity of a process gives information about the quality of its wavelet approximation. As a consequence, we will be able to understand why non-Gaussian sparse processes are more compressible than their boring Gaussian fellows. We will also introduce some parameters that quantify the level of compressibility of a given process. This should hopefully help us to answer this fundamental question: is a sparse process sparse?