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If the phase retrieval problem can be solved by a method similar to that of solving a system of linear equations under the context of FFT, the time complexity of computer based phase retrieval algorithm would be reduced. Here I present such…

Numerical Analysis · Mathematics 2013-05-20 Yuan Sun

Commonly used in computer vision and other applications, robust PCA represents an algorithmic attempt to reduce the sensitivity of classical PCA to outliers. The basic idea is to learn a decomposition of some data matrix of interest into…

Computer Vision and Pattern Recognition · Computer Science 2016-10-10 Tae-Hyun Oh , Yasuyuki Matsushita , In So Kweon , David Wipf

We prove new results about the robustness of well-known convex noise-blind optimization formulations for the reconstruction of low-rank matrices from underdetermined linear measurements. Our results are applicable for symmetric rank-one…

Information Theory · Computer Science 2020-10-26 Felix Krahmer , Christian Kümmerle , Oleh Melnyk

We study the problem of recovering the phase from magnitude measurements; specifically, we wish to reconstruct a complex-valued signal x of C^n about which we have phaseless samples of the form y_r = |< a_r,x >|^2, r = 1,2,...,m (knowledge…

Information Theory · Computer Science 2016-11-17 Emmanuel Candes , Xiaodong Li , Mahdi Soltanolkotabi

We consider the problem of recovering signals from their power spectral density. This is a classical problem referred to in literature as the phase retrieval problem, and is of paramount importance in many fields of applied sciences. In…

Information Theory · Computer Science 2013-11-12 Kishore Jaganathan , Samet Oymak , 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

In this paper we study the problem of recovering a low-rank matrix from a number of random linear measurements that are corrupted by outliers taking arbitrary values. We consider a nonsmooth nonconvex formulation of the problem, in which we…

Information Theory · Computer Science 2019-07-16 Xiao Li , Zhihui Zhu , Anthony Man-Cho So , Rene Vidal

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

We consider the problem of estimation of a low-rank matrix from a limited number of noisy rank-one projections. In particular, we propose two fast, non-convex \emph{proper} algorithms for matrix recovery and support them with rigorous…

Machine Learning · Statistics 2017-05-23 Mohammadreza Soltani , Chinmay Hegde

We aim to find a solution $\bm{x}\in\mathbb{C}^n$ to a system of quadratic equations of the form $b_i=\lvert\bm{a}_i^*\bm{x}\rvert^2$, $i=1,2,\ldots,m$, e.g., the well-known NP-hard phase retrieval problem. As opposed to recently proposed…

Optimization and Control · Mathematics 2019-05-28 Ji Li , Jian-Feng Cai , Hongkai Zhao

Mining useful clusters from high dimensional data has received significant attention of the computer vision and pattern recognition community in the recent years. Linear and non-linear dimensionality reduction has played an important role…

Computer Vision and Pattern Recognition · Computer Science 2016-05-25 Nauman Shahid , Nathanael Perraudin , Vassilis Kalofolias , Gilles Puy , Pierre Vandergheynst

We study nonconvex optimization for phase retrieval and the more general problem of semidefinite low-rank matrix sensing; in particular, we focus on the global nonconvex landscape of overparametrized versions of the nonsmooth amplitude…

Optimization and Control · Mathematics 2025-11-25 Andrew D. McRae

We study the robust recovery of a low-rank matrix from sparsely and grossly corrupted Gaussian measurements, with no prior knowledge on the intrinsic rank. We consider the robust matrix factorization approach. We employ a robust $\ell_1$…

Optimization and Control · Mathematics 2021-10-27 Lijun Ding , Liwei Jiang , Yudong Chen , Qing Qu , Zhihui Zhu

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

We address the problem of phase retrieval (PR) from quantized measurements. The goal is to reconstruct a signal from quadratic measurements encoded with a finite precision, which is indeed the case in many practical applications. We develop…

Machine Learning · Computer Science 2018-10-03 Subhadip Mukherjee , Chandra Sekhar Seelamantula

We consider a structured estimation problem where an observed matrix is assumed to be generated as an $s$-sparse linear combination of $N$ given $n\times n$ positive-semidefinite matrices. Recovering the unknown $N$-dimensional and…

Information Theory · Computer Science 2020-03-27 Fabian Jaensch , Peter Jung

In this paper, we tackle the compressive phase retrieval problem in the presence of noise. The noisy compressive phase retrieval problem is to recover a $K$-sparse complex signal $s \in \mathbb{C}^n$, from a set of $m$ noisy quadratic…

Information Theory · Computer Science 2016-06-03 Dong Yin , Kangwook Lee , Ramtin Pedarsani , Kannan Ramchandran

In the context of the phase retrieval problem, it is known that certain natural classes of measurements, such as Fourier measurements and random Bernoulli measurements, do not lead to the unique reconstruction of all possible signals, even…

Information Theory · Computer Science 2018-03-07 Felix Krahmer , Yi-Kai Liu

We study the problem of estimating low-rank matrices from linear measurements (a.k.a., matrix sensing) through nonconvex optimization. We propose an efficient stochastic variance reduced gradient descent algorithm to solve a nonconvex…

Machine Learning · Statistics 2017-01-17 Xiao Zhang , Lingxiao Wang , Quanquan Gu

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