Related papers: Phase Retrieval Using Feasible Point Pursuit: Algo…
Can we recover a complex signal from its Fourier magnitudes? More generally, given a set of $m$ measurements, $y_k = |\mathbf a_k^* \mathbf x|$ for $k = 1, \dots, m$, is it possible to recover $\mathbf x \in \mathbb{C}^n$ (i.e., length-$n$…
We consider a least absolute deviation (LAD) approach to the robust phase retrieval problem that aims to recover a signal from its absolute measurements corrupted with sparse noise. To solve the resulting non-convex optimization problem, we…
Recent progress in robust statistical learning has mainly tackled convex problems, like mean estimation or linear regression, with non-convex challenges receiving less attention. Phase retrieval exemplifies such a non-convex problem,…
In this work we propose a nonconvex two-stage \underline{s}tochastic \underline{a}lternating \underline{m}inimizing (SAM) method for sparse phase retrieval. The proposed algorithm is guaranteed to have an exact recovery from $O(s\log n)$…
The problem of signal recovery from its Fourier transform magnitude is of paramount importance in various fields of engineering and has been around for over 100 years. Due to the absence of phase information, some form of additional…
The Cram\'er-Rao bound (CRB), a well-known lower bound on the performance of any unbiased parameter estimator, has been used to study a wide variety of problems. However, to obtain the CRB, requires an analytical expression for the…
Estimating correctly the quantum phase of a physical system is a central problem in quantum parameter estimation theory due to its wide range of applications from quantum metrology to cryptography. Ideally, the optimal quantum estimator is…
A fundamental task in phase retrieval is to recover an unknown signal $\vx\in \Rn$ from a set of magnitude-only measurements $y_i=\abs{\nj{\va_i,\vx}}, \; i=1,\ldots,m$. In this paper, we propose two novel perturbed amplitude models (PAMs)…
We study the problem of estimating a low-rank positive semidefinite (PSD) matrix from a set of rank-one measurements using sensing vectors composed of i.i.d. standard Gaussian entries, which are possibly corrupted by arbitrary outliers.…
The posterior Cram\'er-Rao lower bound (PCRLB) derived in Tichavsk\'y et al., 1998, provides a bound on the mean square error (MSE) obtained with any non-linear state filter. Computing the PCRLB involves solving complex, multi-dimensional…
Companion paper [118] developed a powerful \emph{Random duality theory} (RDT) based analytical program to statistically characterize performance of \emph{descending} phase retrieval algorithms (dPR) (these include all variants of gradient…
This paper investigates the phase retrieval problem, which aims to recover a signal from the magnitudes of its linear measurements. We develop statistically and computationally efficient algorithms for the situation when the measurements…
Fourier ptychographic microscopy (FPM) is a recently developed imaging modality that uses angularly varying illumination to extend a system performance beyond the limit defined by its optical elements. The FPM technique applies a novel…
We address the problem of recovering a sparse signal from clipped or quantized measurements. We show how these two problems can be formulated as minimizing the distance to a convex feasibility set, which provides a convex and differentiable…
We study an approach to solving the phase retrieval problem as it arises in a phase-less imaging modality known as ptychography. In ptychography, small overlapping sections of an unknown sample (or signal, say $x_0\in \mathbb{C}^d$) are…
Signal recovery from nonlinear measurements involves solving an iterative optimization problem. In this paper, we present a framework to optimize the sensing parameters to improve the quality of the signal recovered by the given iterative…
Large sectors of the recent optimization literature focused in the last decade on the development of optimal stochastic first order schemes for constrained convex models under progressively relaxed assumptions. Stochastic proximal point is…
A large number of approaches to Query Performance Prediction (QPP) have been proposed over the last two decades. As early as 2009, Hauff et al. [28] explored whether different QPP methods may be combined to improve prediction quality. Since…
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…
We present a globally convergent SQP-type method with the least constraint violation for nonlinear semidefinite programming. The proposed algorithm employs a two-phase strategy coupled with a line search technique. In the first phase, a…