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We consider stability and uniqueness in real phase retrieval problems over general input sets. Specifically, we assume the data consists of noisy quadratic measurements of an unknown input x in R^n that lies in a general set T and study…

Information Theory · Computer Science 2012-11-06 Yonina C. Eldar , Shahar Mendelson

Standard high-dimensional regression methods assume that the underlying coefficient vector is sparse. This might not be true in some cases, in particular in presence of hidden, confounding variables. Such hidden confounding can be…

Methodology · Statistics 2020-08-19 Domagoj Ćevid , Peter Bühlmann , Nicolai Meinshausen

Super-resolution is a fundamental task in imaging, where the goal is to extract fine-grained structure from coarse-grained measurements. Here we are interested in a popular mathematical abstraction of this problem that has been widely…

Information Theory · Computer Science 2015-04-30 Ankur Moitra

We describe a probabilistic, {\it sublinear} runtime, measurement-optimal system for model-based sparse recovery problems through dimensionality reducing, {\em dense} random matrices. Specifically, we obtain a linear sketch $u\in \R^M$ of a…

Information Theory · Computer Science 2012-06-22 Anastasios Kyrillidis , Volkan Cevher

An approximate sparse recovery system in ell_1 norm formally consists of parameters N, k, epsilon an m-by-N measurement matrix, Phi, and a decoding algorithm, D. Given a vector, x, where x_k denotes the optimal k-term approximation to x,…

Data Structures and Algorithms · Computer Science 2011-07-15 Ely Porat , Martin J. Strauss

Sparse modeling is one of the efficient techniques for imaging that allows recovering lost information. In this paper, we present a novel iterative phase-retrieval algorithm using a sparse representation of the object amplitude and phase.…

Computer Vision and Pattern Recognition · Computer Science 2011-08-17 Artem Migukin , Vladimir Katkovnik , Jaakko Astola

We consider the problem of computing the k-sparse approximation to the discrete Fourier transform of an n-dimensional signal. We show: * An O(k log n)-time randomized algorithm for the case where the input signal has at most k non-zero…

Data Structures and Algorithms · Computer Science 2012-04-09 Haitham Hassanieh , Piotr Indyk , Dina Katabi , Eric Price

Sparse principal component analysis addresses the problem of finding a linear combination of the variables in a given data set with a sparse coefficients vector that maximizes the variability of the data. This model enhances the ability to…

Optimization and Control · Mathematics 2017-03-09 Amir Beck , Yakov Vaisbourd

Super-resolution is the problem of recovering a superposition of point sources using bandlimited measurements, which may be corrupted with noise. This signal processing problem arises in numerous imaging problems, ranging from astronomy to…

Machine Learning · Computer Science 2015-09-29 Qingqing Huang , Sham M. Kakade

The phase retrieval problem has a long history and is an important problem in many areas of optics. Theoretical understanding of phase retrieval is still limited and fundamental questions such as uniqueness and stability of the recovered…

Information Theory · Computer Science 2013-10-10 Henrik Ohlsson , Yonina C. Eldar

Given a linear system in a real or complex domain, linear regression aims to recover the model parameters from a set of observations. Recent studies in compressive sensing have successfully shown that under certain conditions, a linear…

Statistics Theory · Mathematics 2016-11-15 Henrik Ohlsson , Allen Y. Yang , Roy Dong , S. Shankar Sastry

In this paper, we propose a new non-convex algorithm for solving the phase retrieval problem, i.e., the reconstruction of a signal $ \vx\in\H^n $ ($\H=\R$ or $\C$) from phaseless samples $ b_j=\abs{\langle \va_j, \vx\rangle } $, $…

Numerical Analysis · Mathematics 2020-10-15 Bing Gao , Xinwei Sun , Yang Wang , Zhiqiang Xu

Sparse recovery is widely applied in many fields, since many signals or vectors can be sparsely represented under some frames or dictionaries. Most of fast algorithms at present are based on solving $l^0$ or $l^1$ minimization problems and…

Numerical Analysis · Mathematics 2019-03-06 Chong-Jun Li , Yi-Jun Zhong

We propose a new fast algorithm to estimate any sparse generalized linear model with convex or non-convex separable penalties. Our algorithm is able to solve problems with millions of samples and features in seconds, by relying on…

We propose a new algorithm to learn a dictionary for reconstructing and sparsely encoding signals from measurements without phase. Specifically, we consider the task of estimating a two-dimensional image from squared-magnitude measurements…

Optimization and Control · Mathematics 2016-11-23 Andreas M. Tillmann , Yonina C. Eldar , Julien Mairal

Sparse phase retrieval aims to recover a $k$-sparse signal from $m$ phaseless measurements. While the theoretically optimal sample complexity for successful recovery is $\Omega(k \log n)$, existing algorithms can only achieve this bound for…

Information Theory · Computer Science 2026-03-30 Mengchu Xu , Yuxuan Zhang , Jian Wang

Phaseless super-resolution refers to the problem of superresolving a signal from only its low-frequency Fourier magnitude measurements. In this paper, we consider the phaseless super-resolution problem of recovering a sum of sparse Dirac…

Information Theory · Computer Science 2016-09-28 Myung Cho , Christos Thrampoulidis , Weiyu Xu , Babak Hassibi

We consider the task of recovering two real or complex $m$-vectors from phaseless Fourier measurements of their circular convolution. Our method is a novel convex relaxation that is based on a lifted matrix recovery formulation that allows…

Information Theory · Computer Science 2019-05-14 Ali Ahmed , Alireza Aghasi , Paul Hand

We present a new deterministic algorithm for the sparse Fourier transform problem, in which we seek to identify k << N significant Fourier coefficients from a signal of bandwidth N. Previous deterministic algorithms exhibit quadratic…

Numerical Analysis · Mathematics 2012-07-27 David Lawlor , Yang Wang , Andrew Christlieb

We present a pursuit-like algorithm that we call the "superset method" for recovery of sparse vectors from consecutive Fourier measurements in the super-resolution regime. The algorithm has a subspace identification step that hinges on the…

Information Theory · Computer Science 2013-06-11 Laurent Demanet , Deanna Needell , Nam Nguyen