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In this short note we propose a simple two-stage sparse phase retrieval strategy that uses a near-optimal number of measurements, and is both computationally efficient and robust to measurement noise. In addition, the proposed strategy is…

Numerical Analysis · Mathematics 2015-04-27 Mark Iwen , Aditya Viswanathan , Yang Wang

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

We consider the problem of reconstructing an infinite set of sparse, finite-dimensional vectors, that share a common sparsity pattern, from incomplete measurements. This is in contrast to the work [17], where the single vector signal can be…

Optimization and Control · Mathematics 2021-11-29 Nick Dexter , Hoang Tran , Clayton Webster

We study the problem of reconstructing a block-sparse signal from compressively sampled measurements. In certain applications, in addition to the inherent block-sparse structure of the signal, some prior information about the block support,…

Information Theory · Computer Science 2019-02-25 Sajad Daei , Farzan Haddadi , Arash Amini

Phase retrieval problems involve solving linear equations, but with missing sign (or phase, for complex numbers) information. More than four decades after it was first proposed, the seminal error reduction algorithm of (Gerchberg and Saxton…

Machine Learning · Statistics 2015-06-15 Praneeth Netrapalli , Prateek Jain , Sujay Sanghavi

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

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

We study sparse group Lasso for high-dimensional double sparse linear regression, where the parameter of interest is simultaneously element-wise and group-wise sparse. This problem is an important instance of the simultaneously structured…

Statistics Theory · Mathematics 2022-05-10 T. Tony Cai , Anru R. Zhang , Yuchen Zhou

In this work, we consider the problem of recovering analysis-sparse signals from under-sampled measurements when some prior information about the support is available. We incorporate such information in the recovery stage by suitably tuning…

Information Theory · Computer Science 2019-01-30 Sajad Daei , Farzan Haddadi , Arash Amini

This paper studies early-stopped mirror descent applied to noisy sparse phase retrieval, which is the problem of recovering a $k$-sparse signal $\mathbf{x}^\star\in\mathbb{R}^n$ from a set of quadratic Gaussian measurements corrupted by…

Signal Processing · Electrical Eng. & Systems 2021-05-11 Fan Wu , Patrick Rebeschini

Many popular statistical models, such as factor and random effects models, give arise a certain type of covariance structures that is a summation of low rank and sparse matrices. This paper introduces a penalized approximation framework to…

Methodology · Statistics 2015-03-19 Xi Luo

For the first time, this paper investigates the phase retrieval problem with the assumption that the phase (of the complex signal) is sparse in contrast to the sparsity assumption on the signal itself as considered in the literature of…

Optimization and Control · Mathematics 2019-01-29 Hieu Thao Nguyen , D. Russell Luke , Oleg Soloviev , Michel Verhaegen

A noisy underdetermined system of linear equations is considered in which a sparse vector (a vector with a few nonzero elements) is subject to measurement. The measurement matrix elements are drawn from a Gaussian distribution. We study the…

Information Theory · Computer Science 2014-06-26 Behrooz Kamary Aliabadi , Silèye Ba

In this paper, we study the problem of sparse mixed linear regression on an unlabeled dataset that is generated from linear measurements from two different regression parameter vectors. Since the data is unlabeled, our task is not only to…

Machine Learning · Computer Science 2022-09-12 Adarsh Barik , Jean Honorio

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…

Artificial Intelligence · Computer Science 2011-11-10 Alexandre d'Aspremont , Francis Bach , Laurent El Ghaoui

This note presents a unified analysis of the recovery of simple objects from random linear measurements. When the linear functionals are Gaussian, we show that an s-sparse vector in R^n can be efficiently recovered from 2s log n…

Information Theory · Computer Science 2012-03-01 Emmanuel Candes , Benjamin Recht

We consider the problem of recovering a partially sparse solution of an underdetermined system of linear equations by minimizing the $\ell_1$-norm of the part of the solution vector which is known to be sparse. Such a problem is closely…

Information Theory · Computer Science 2013-04-11 Afonso S. Bandeira , Katya Scheinberg , Luis Nunes Vicente

The aim of sparse phase retrieval is to recover a $k$-sparse signal $\mathbf{x}_0\in \mathbb{C}^{d}$ from quadratic measurements $|\langle \mathbf{a}_i,\mathbf{x}_0\rangle|^2$ where $\mathbf{a}_i\in \mathbb{C}^d, i=1,\ldots,m$. Noting…

Functional Analysis · Mathematics 2021-05-05 Yu Xia , Zhiqiang Xu

Is it possible to find the sparsest vector (direction) in a generic subspace $\mathcal{S} \subseteq \mathbb{R}^p$ with $\mathrm{dim}(\mathcal{S})= n < p$? This problem can be considered a homogeneous variant of the sparse recovery problem,…

Information Theory · Computer Science 2016-09-21 Qing Qu , Ju Sun , John Wright

This paper investigates the sparse phase retrieval problem, which aims to recover a sparse signal from a system of quadratic measurements. In this work, we propose a novel non-convex algorithm, termed Gradient Hard Thresholding Pursuit…

Numerical Analysis · Mathematics 2025-02-18 Licheng Dai , Xiliang Lu , Juntao You