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Phase retrieval is in general a non-convex and non-linear task and the corresponding algorithms struggle with the issue of local minima. We consider the case where the measurement samples within typically very small and disconnected subsets…

Signal Processing · Electrical Eng. & Systems 2022-06-28 Jonas Kornprobst , Alexander Paulus , Josef Knapp , Thomas F. Eibert

The problem of phase retrieval is a classic one in optics and arises when one is interested in recovering an unknown signal from the magnitude (intensity) of its Fourier transform. While there have existed quite a few approaches to phase…

Information Theory · Computer Science 2015-10-28 Kishore Jaganathan , Yonina C. Eldar , Babak Hassibi

In this paper, we analyse the recovery properties of nonconvex regularized $M$-estimators, under the assumption that the true parameter is of soft sparsity. In the statistical aspect, we establish the recovery bound for any stationary point…

Statistics Theory · Mathematics 2019-11-20 Xin Li , Dongya Wu , Chong Li , Jinhua Wang , Jen-Chih Yao

We investigate stable recovery guarantees for phase retrieval under two realistic and challenging noise models: the Poisson model and the heavy-tailed model. Our analysis covers both nonconvex least squares (NCVX-LS) and convex least…

Statistics Theory · Mathematics 2025-10-02 Gao Huang , Song Li , Deanna Needell

Recovering a low-complexity signal from its noisy observations by regularization methods is a cornerstone of inverse problems and compressed sensing. Stable recovery ensures that the original signal can be approximated linearly by optimal…

Optimization and Control · Mathematics 2025-05-30 Tran T. A. Nghia , Huy N. Pham , Nghia V. Vo

In this paper we consider a system of quadratic equations |<z_j, x>|^2 = b_j, j = 1, ..., m, where x in R^n is unknown while normal random vectors z_j in R_n and quadratic measurements b_j in R are known. The system is assumed to be…

Information Theory · Computer Science 2012-09-24 Xiaodong Li , Vladislav Voroninski

In this paper, we tackle the general compressive phase retrieval problem. The problem is to recover a K-sparse complex vector of length n, $x\in \mathbb{C}^n$, from the magnitudes of m linear measurements, $y=|Ax|$, where $A \in…

Information Theory · Computer Science 2015-02-18 Ramtin Pedarsani , Kangwook Lee , Kannan Ramchandran

Real-valued Phase retrieval is a non-convex continuous inference problem, where a high-dimensional signal is to be reconstructed from a dataset of signless linear measurements. Focusing on the noiseless case, we aim to disentangle the two…

Disordered Systems and Neural Networks · Physics 2025-02-07 Davide Straziota , Luca Saglietti

We consider the problem of reconstructing two signals from the autocorrelation and cross-correlation measurements. This inverse problem is a fundamental one in signal processing, and arises in many applications, including phase retrieval…

Information Theory · Computer Science 2016-10-11 Kishore Jaganathan , Babak Hassibi

We develop procedures, based on minimization of the composition $f(x) = h(c(x))$ of a convex function $h$ and smooth function $c$, for solving random collections of quadratic equalities, applying our methodology to phase retrieval problems.…

Statistics Theory · Mathematics 2018-04-24 John C. Duchi , Feng Ruan

We consider the following signal recovery problem: given a measurement matrix $\Phi\in \mathbb{R}^{n\times p}$ and a noisy observation vector $c\in \mathbb{R}^{n}$ constructed from $c = \Phi\theta^* + \epsilon$ where $\epsilon\in…

Machine Learning · Statistics 2013-07-23 Ji Liu , Lei Yuan , Jieping Ye

We consider the problem of recovering a real-valued $n$-dimensional signal from $m$ phaseless, linear measurements and analyze the amplitude-based non-smooth least squares objective. We establish local convergence of subgradient descent…

Machine Learning · Computer Science 2021-08-31 Paul Hand , Oscar Leong , Vladislav Voroninski

In this paper, we consider the sparse phase retrieval problem, recovering an $s$-sparse signal $\bm{x}^{\natural}\in\mathbb{R}^n$ from $m$ phaseless samples $y_i=|\langle\bm{x}^{\natural},\bm{a}_i\rangle|$ for $i=1,\ldots,m$. Existing…

Numerical Analysis · Mathematics 2021-10-15 Jian-Feng Cai , Jingzhi Li , Xiliang Lu , Juntao You

Recovery of the sparsity pattern (or support) of an unknown sparse vector from a limited number of noisy linear measurements is an important problem in compressed sensing. In the high-dimensional setting, it is known that recovery with a…

Information Theory · Computer Science 2012-06-26 Galen Reeves , Michael Gastpar

Linear regression without correspondences concerns the recovery of a signal in the linear regression setting, where the correspondences between the observations and the linear functionals are unknown. The associated maximum likelihood…

Information Theory · Computer Science 2020-09-15 Liangzu Peng , Manolis C. Tsakiris

This note shows that we can recover a complex vector x in C^n exactly from on the order of n quadratic equations of the form |<a_i, x>|^2 = b_i, i = 1, ..., m, by using a semidefinite program known as PhaseLift. This improves upon earlier…

Information Theory · Computer Science 2012-09-18 Emmanuel J. Candes , Xiaodong Li

We study a nonconvex optimization algorithmic approach to phase retrieval and the more general problem of semidefinite low-rank matrix sensing. Specifically, we analyze the nonconvex landscape of a quartic Burer-Monteiro factored…

Optimization and Control · Mathematics 2026-04-20 Andrew D. McRae

The problem of recovering a signal $\mathbf{x}\in \mathbb{R}^n$ from a set of magnitude measurements $y_i=|\langle \mathbf{a}_i, \mathbf{x} \rangle |, \; i=1,\ldots,m$ is referred as phase retrieval, which has many applications in fields of…

Information Theory · Computer Science 2021-01-12 Jianfeng Cai , Meng Huang , Dong Li , Yang Wang

Most methods tackling the phase retrieval problem of magnitude-only antenna measurements suffer from unrealistic sampling requirements, from unfeasible computational complexities, and, most severely, from the lacking reliability of…

Signal Processing · Electrical Eng. & Systems 2022-02-01 Alexander Paulus , Josef Knapp , Jonas Kornprobst , Thomas F. Eibert

We consider an $\ell_2$-regularized non-convex optimization problem for recovering signals from their noisy phaseless observations. We design and study the performance of a message passing algorithm that aims to solve this optimization…

Information Theory · Computer Science 2018-02-27 Junjie Ma , Ji Xu , Arian Maleki
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