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Compressed sensing investigates the recovery of sparse signals from linear measurements. But often, in a wide range of applications, one is given only the absolute values (squared) of the linear measurements. Recovering such signals (not…

Functional Analysis · Mathematics 2015-09-29 Irena Bojarovska , Axel Flinth

We analyze continuous-time mirror descent applied to sparse phase retrieval, which is the problem of recovering sparse signals from a set of magnitude-only measurements. We apply mirror descent to the unconstrained empirical risk…

Machine Learning · Statistics 2020-10-21 Fan Wu , Patrick Rebeschini

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

We study the sparse phase retrieval problem, which seeks to recover a sparse signal from a limited set of magnitude-only measurements. In contrast to prevalent sparse phase retrieval algorithms that primarily use first-order methods, we…

Information Theory · Computer Science 2024-03-20 Jian-Feng Cai , Yu Long , Ruixue Wen , Jiaxi Ying

Given a sample covariance matrix, we examine the problem of maximizing the variance explained by a linear combination of the input variables while constraining the number of nonzero coefficients in this combination. This is known as sparse…

Optimization and Control · Mathematics 2010-12-24 Youwei Zhang , Alexandre d'Aspremont , Laurent El Ghaoui

We report on progress in algorithms for iterative phase retrieval. The theory of convex optimization is used to develop and to gain insight into counterparts for the nonconvex problem of phase retrieval. We propose a relaxation of averaged…

Optimization and Control · Mathematics 2009-11-10 D. Russell Luke

In this paper, we discuss application of iterative Stochastic Optimization routines to the problem of sparse signal recovery from noisy observation. Using Stochastic Mirror Descent algorithm as a building block, we develop a multistage…

Machine Learning · Statistics 2022-03-31 Anatoli Juditsky , Andrei Kulunchakov , Hlib Tsyntseus

We consider compressed sensing of block-sparse signals, i.e., sparse signals that have nonzero coefficients occuring in clusters. Based on an uncertainty relation for block-sparse signals, we define a block-coherence measure and we show…

Information Theory · Computer Science 2008-12-02 Yonina C. Eldar , Helmut Bolcskei

We study the problem of recovering the underlining sparse signals from clean or noisy phaseless measurements. Due to the sparse prior of signals, we adopt an L0regularized variational model to ensure only a small number of nonzero elements…

Optimization and Control · Mathematics 2016-12-09 Yuping Duan , Chunlin Wu , Zhi-Feng Pang , Huibin Chang

We consider a problem of estimating a sparse group of sparse normal mean vectors. The proposed approach is based on penalized likelihood estimation with complexity penalties on the number of nonzero mean vectors and the numbers of their…

Statistics Theory · Mathematics 2012-03-02 Felix Abramovich , Vadim Grinshtein

Phase retrieval (PR) is a popular research topic in signal processing and machine learning. However, its performance degrades significantly when the measurements are corrupted by noise or outliers. To address this limitation, we propose a…

Optimization and Control · Mathematics 2025-05-30 Jun Fan , Ailing Yan , Xianchao Xiu , Wanquan Liu

Sparse signal recovery from a small number of random measurements is a well known NP-hard to solve combinatorial optimization problem, with important applications in signal and image processing. The standard approach to the sparse signal…

Data Analysis, Statistics and Probability · Physics 2013-04-09 M. Andrecut

We consider the problem of phase retrieval, namely, recovery of a signal from the magnitude of its Fourier transform, or of any other linear transform. Due to the loss of the Fourier phase information, this problem is ill-posed. Therefore,…

Information Theory · Computer Science 2023-07-19 Yoav Shechtman , Amir Beck , Yonina C. Eldar

We study convex relaxation algorithms for phase retrieval on imaging problems. We show that structural assumptions on the signal and the observations, such as sparsity, smoothness or positivity, can be exploited to both speed-up convergence…

Optimization and Control · Mathematics 2014-04-09 Fajwel Fogel , Irène Waldspurger , Alexandre d'Aspremont

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

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

This paper develops a novel framework for phase retrieval, a problem which arises in X-ray crystallography, diffraction imaging, astronomical imaging and many other applications. Our approach combines multiple structured illuminations…

Information Theory · Computer Science 2011-09-21 Emmanuel J. Candes , Yonina Eldar , Thomas Strohmer , Vlad Voroninski

Recovery of the sparsity pattern (or support) of an unknown sparse vector from a small number of noisy linear measurements is an important problem in compressed sensing. In this paper, the high-dimensional setting is considered. It is shown…

Information Theory · Computer Science 2013-02-06 Galen Reeves , Michael Gastpar

We propose a method to reconstruct sparse signals degraded by a nonlinear distortion and acquired at a limited sampling rate. Our method formulates the reconstruction problem as a nonconvex minimization of the sum of a data fitting term and…

Optimization and Control · Mathematics 2023-01-19 Arthur Marmin , Marc Castella , Jean-Christophe Pesquet , Laurent Duval

The rapid developing area of compressed sensing suggests that a sparse vector lying in an arbitrary high dimensional space can be accurately recovered from only a small set of non-adaptive linear measurements. Under appropriate conditions…

Cellular Automata and Lattice Gases · Physics 2009-11-13 Moshe Mishali , Yonina C. Eldar