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We study the problem of estimating a low-rank positive semidefinite (PSD) matrix from a set of rank-one measurements using sensing vectors composed of i.i.d. standard Gaussian entries, which are possibly corrupted by arbitrary outliers.…

Information Theory · Computer Science 2016-12-21 Yuanxin Li , Yue Sun , Yuejie Chi

Proximal algorithms have gained popularity in recent years in large-scale and distributed optimization problems. One such problem is the phase retrieval problem, for which proximal operators have been proposed recently. The phase retrieval…

Optimization and Control · Mathematics 2018-08-16 Biel Roig-Solvas , Lee Makowski , Dana H. Brooks

In imaging modalities recording diffraction data, the original image can be reconstructed assuming known phases. When phases are unknown, oversampling and a constraint on the support region in the original object can be used to solve a…

Signal Processing · Electrical Eng. & Systems 2018-10-17 Alberto Pietrini , Carl Nettelblad

Recent advances in convex optimization have led to new strides in the phase retrieval problem over finite-dimensional vector spaces. However, certain fundamental questions remain: What sorts of measurement vectors uniquely determine every…

Functional Analysis · Mathematics 2013-10-16 Afonso S. Bandeira , Jameson Cahill , Dustin G. Mixon , Aaron A. Nelson

We study the subgradient method for factorized robust signal recovery problems, including robust PCA, robust phase retrieval, and robust matrix sensing. The resulting objectives are nonsmooth and nonconvex, and can have unbounded sublevel…

Optimization and Control · Mathematics 2026-01-22 Zesheng Cai , Lexiao Lai , Tiansheng Li

Higher-order tensors can represent scores in a rating system, frames in a video, and images of the same subject. In practice, the measurements are often highly quantized due to the sampling strategies or the quality of devices. Existing…

Machine Learning · Computer Science 2020-10-28 Ren Wang , Meng Wang , Jinjun Xiong

This paper studies the problem of recovering a signal vector and the corrupted noise vector from a collection of corrupted linear measurements through the solution of a l1 minimization, where the sensing matrix is a partial Fourier matrix…

Information Theory · Computer Science 2016-01-25 Dongcai Su

In the undersampled phase retrieval problem, the goal is to recover an $N$-dimensional complex signal $\mathbf{x}$ from only $M<N$ noisy intensity measurements without phase information. This problem has drawn a lot of attention to reduce…

Information Theory · Computer Science 2017-10-11 Tianyu Qiu , Daniel P. Palomar

Phase retrieval in dynamical sampling is a novel research direction, where an unknown signal has to be recovered from the phaseless measurements with respect to a dynamical frame, i.e. a sequence of sampling vectors constructed by the…

Numerical Analysis · Mathematics 2021-03-19 Robert Beinert , Marzieh Hasannasab

The phase retrieval problem asks to recover a natural signal $y_0 \in \mathbb{R}^n$ from $m$ quadratic observations, where $m$ is to be minimized. As is common in many imaging problems, natural signals are considered sparse with respect to…

Information Theory · Computer Science 2018-07-12 Paul Hand , Oscar Leong , Vladislav Voroninski

We consider the problem of Robust PCA in the fully and partially observed settings. Without corruptions, this is the well-known matrix completion problem. From a statistical standpoint this problem has been recently well-studied, and…

Information Theory · Computer Science 2016-09-20 Xinyang Yi , Dohyung Park , Yudong Chen , Constantine Caramanis

The paper considers the problem of identifying the sparse different components between two high dimensional means of column-wise dependent random vectors. We show that the dependence can be utilized to lower the identification boundary for…

Methodology · Statistics 2014-10-13 Jun Li , Ping-Shou Zhong

We study the recovery of sparse vectors from subsampled random convolutions via $\ell_1$-minimization. We consider the setup in which both the subsampling locations as well as the generating vector are chosen at random. For a subgaussian…

Information Theory · Computer Science 2018-03-28 Shahar Mendelson , Holger Rauhut , Rachel Ward

In this paper, we consider the challenge of reconstructing jointly sparse vectors from linear measurements. Firstly, we show that by utilizing the rank of the output data matrix we can reduce the problem to a full column rank case. This…

Numerical Analysis · Mathematics 2019-05-28 Armenak Petrosyan , Hoang Tran , Clayton Webster

Given the compressed sensing measurements of an unknown vector $z \in \mathbb{R}^n$ using random matrices, we present a simple method to determine $z$ without solving any optimization problem or linear system. Our method uses $\Theta(\log…

Information Theory · Computer Science 2026-01-19 Man Ting Wong , Siu-Wing Cheng

We discuss an approach to signal recovery in Generalized Linear Models (GLM) in which the signal estimation problem is reduced to the problem of solving a stochastic monotone variational inequality (VI). The solution to the stochastic VI…

Statistics Theory · Mathematics 2019-03-19 Anatoli Juditsky , Arkadi Nemirovski

In this paper, we develop a concrete algorithm for phase retrieval, which we refer to as Gauss-Newton algorithm. In short, this algorithm starts with a good initial estimation, which is obtained by a modified spectral method, and then…

Information Theory · Computer Science 2018-02-12 Bing Gao , Zhiqiang Xu

We study phase retrieval from magnitude measurements of an unknown signal as an algebraic estimation problem. Indeed, phase retrieval from rank-one and more general linear measurements can be treated in an algebraic way. It is verified that…

Functional Analysis · Mathematics 2014-02-18 Franz J Király , Martin Ehler

We improve existing results in the field of compressed sensing and matrix completion when sampled data may be grossly corrupted. We introduce three new theorems. 1) In compressed sensing, we show that if the m \times n sensing matrix has…

Information Theory · Computer Science 2012-01-19 Xiaodong Li

The problem of recovering a matrix of low rank from an incomplete and possibly noisy set of linear measurements arises in a number of areas. In order to derive rigorous recovery results, the measurement map is usually modeled…

Information Theory · Computer Science 2015-07-28 Maryia Kabanava , Richard Kueng , Holger Rauhut , Ulrich Terstiege