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Related papers: Phase Retrieval using Alternating Minimization

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In many areas of imaging science, it is difficult to measure the phase of linear measurements. As such, one often wishes to reconstruct a signal from intensity measurements, that is, perform phase retrieval. In this paper, we provide a…

Information Theory · Computer Science 2013-09-13 Boris Alexeev , Afonso S. Bandeira , Matthew Fickus , Dustin G. Mixon

In this paper, we consider the problem of minimizing the sum of two convex functions subject to linear linking constraints. The classical alternating direction type methods usually assume that the two convex functions have relatively easy…

Optimization and Control · Mathematics 2015-07-10 Tianyi Lin , Shiqian Ma , Shuzhong Zhang

Recovering an unknown complex signal from the magnitude of linear combinations of the signal is referred to as phase retrieval. We present an exact performance analysis of a recently proposed convex-optimization-formulation for this…

Information Theory · Computer Science 2018-01-23 Fariborz Salehi , Ehsan Abbasi , Babak Hassibi

The recovery of an unknown signal from its linear measurements is a fundamental problem spanning numerous scientific and engineering disciplines. Commonly, prior knowledge suggests that the underlying signal resides within a known algebraic…

Information Theory · Computer Science 2025-06-27 Zhiqiang Xu

Phase retrieval is a problem encountered not only in speech and audio processing, but in many other fields such as optics. Iterative algorithms based on non-convex set projections are effective and frequently used for retrieving the phase…

Audio and Speech Processing · Electrical Eng. & Systems 2022-11-10 Tal Peer , Simon Welker , Timo Gerkmann

This paper investigates the convergence of the randomized Kaczmarz algorithm for the problem of phase retrieval of complex-valued objects. While this algorithm has been studied for the real-valued case}, its generalization to the…

Information Theory · Computer Science 2020-10-14 Teng Zhang , Feng Yu

A few iterations of alternating least squares with a random starting point provably suffice to produce nearly optimal spectral- and Frobenius-norm accuracies of low-rank approximations to a matrix; iterating to convergence is unnecessary.…

Numerical Analysis · Mathematics 2017-06-02 Arthur Szlam , Andrew Tulloch , Mark Tygert

We study the low-rank phase retrieval problem, where the objective is to recover a sequence of signals (typically images) given the magnitude of linear measurements of those signals. Existing solutions involve recovering a matrix…

Image and Video Processing · Electrical Eng. & Systems 2022-02-18 Soo Min Kwon , Xin Li , Anand D. Sarwate

Minimax optimization problems are an important class of optimization problems arising from modern machine learning and traditional research areas. While there have been many numerical algorithms for solving smooth convex-concave minimax…

Optimization and Control · Mathematics 2020-12-22 Yu-Hong Dai , Jiani Wang , Liwei Zhang

We propose a variant of the classical conditional gradient method for sparse inverse problems with differentiable measurement models. Such models arise in many practical problems including superresolution, time-series modeling, and matrix…

Optimization and Control · Mathematics 2015-07-07 Nicholas Boyd , Geoffrey Schiebinger , Benjamin Recht

We answer a number of open problems concerning phase retrieval and phase retrieval by projections. In particular, one main theorem classifies phase retrieval by projections via collections of sequences of vectors allowing norm retrieval.…

Functional Analysis · Mathematics 2016-01-20 Jameson Cahill , Peter G. Casazza , John Jasper , Lindsey M. Woodland

We present in this paper first-order alternating linearization algorithms based on an alternating direction augmented Lagrangian approach for minimizing the sum of two convex functions. Our basic methods require at most $O(1/\epsilon)$…

Optimization and Control · Mathematics 2010-10-14 Donald Goldfarb , Shiqian Ma , Katya Scheinberg

This work has been submitted to the IEEE for possible publication. Copyright may be transferred without notice, after which this version may no longer be accessible. Numerous renowned algorithms for tackling the compressed sensing problem…

Information Theory · Computer Science 2026-03-11 Xu Zhu , Yufei Ma , Xiaoguang Li , Tiejun Li

We develop a fast phase retrieval method which can utilize a large class of local phaseless correlation-based measurements in order to recover a given signal ${\bf x} \in \mathbb{C}^d$ (up to an unknown global phase) in near-linear…

Numerical Analysis · Mathematics 2016-07-12 Mark Iwen , Aditya Viswanathan , Yang Wang

In this paper, we study the problem of robust phase recovery. We investigate a novel approach based on extremely quantized (one-bit) phase-less measurements and a corresponding recovery scheme. The proposed approach has surprising…

Information Theory · Computer Science 2013-12-10 Youssef Mroueh , Lorenzo Rosasco

Phase retrieval is to recover the signals from phaseless measurements which is raised in many areas. A fundamental problem in phase retrieval is to determine the minimal measurement number $m$ so that one can recover $d$-dimensional signals…

Information Theory · Computer Science 2017-07-06 Zhiqiang Xu

Phase retrieval deals with the estimation of complex-valued signals solely from the magnitudes of linear measurements. While there has been a recent explosion in the development of phase retrieval algorithms, the lack of a common interface…

Optimization and Control · Mathematics 2017-12-01 Rohan Chandra , Ziyuan Zhong , Justin Hontz , Val McCulloch , Christoph Studer , Tom Goldstein

We investigate the problem of recovering a partially observed high-rank matrix whose columns obey a nonlinear structure such as a union of subspaces, an algebraic variety or grouped in clusters. The recovery problem is formulated as the…

Machine Learning · Statistics 2022-12-12 Florentin Goyens , Coralia Cartis , Armin Eftekhari

This paper explores the problem of generalized phase retrieval, which involves reconstructing a length-$n$ signal $\bm{x}$ from its $m$ phaseless samples $y_k = \left|\langle \bm{a}_k,\bm{x}\rangle\right|^2$, where $k = 1,2,...,m$, and…

Information Theory · Computer Science 2026-04-16 Jianfeng Cai , Huiping Li , Jiayi Li

Mean-Field is an efficient way to approximate a posterior distribution in complex graphical models and constitutes the most popular class of Bayesian variational approximation methods. In most applications, the mean field distribution…

Machine Learning · Computer Science 2015-02-23 Pierre Baqué , Jean-Hubert Hours , François Fleuret , Pascal Fua