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Variational inference, such as the mean-field (MF) approximation, requires certain conjugacy structures for efficient computation. These can impose unnecessary restrictions on the viable prior distribution family and further constraints on…
Recovering an unknown signal from quadratic measurements has gained popularity due to its wide range of applications, including phase retrieval, fusion frame phase retrieval, and positive operator-valued measures. In this paper, we employ a…
Optimal Power Flow (OPF) can be modeled as a non-convex Quadratically Constrained Quadratic Program (QCQP). Our purpose is to solve OPF to global optimality. To this end, we specialize the Mixed-Integer Quadratic Convex Reformulation method…
We describe a new algorithm to solve a particular phase retrieval problem, that has wide applications in audio processing: the reconstruction of a function from its scalogram, that is from the modulus of its wavelet transform. It is a…
We consider the problem of demixing a sequence of source signals from the sum of noisy bilinear measurements. It is a generalized mathematical model for blind demixing with blind deconvolution, which is prevalent across the areas of…
The null vector method, based on a simple linear algebraic concept, is proposed as a solution to the phase retrieval problem. In the case with complex Gaussian random measurement matrices, a non-asymptotic error bound is derived, yielding…
A Riemannian gradient descent algorithm and a truncated variant are presented to solve systems of phaseless equations $|Ax|^2=y$. The algorithms are developed by exploiting the inherent low rank structure of the problem based on the…
We address the phase retrieval problem with errors in the sensing vectors. A number of recent methods for phase retrieval are based on least squares (LS) formulations which assume errors in the quadratic measurements. We extend this…
Phase retrieval with prior information can be cast as a nonsmooth and nonconvex optimization problem. We solve the problem by graph projection splitting (GPS), where the two proximity subproblems and the graph projection step can be solved…
The classical Kaczmarz iteration and its randomized variants are popular tools for fast inversion of linear overdetermined systems. This method extends naturally to the setting of the phase retrieval problem via substituting at each…
This work aims at solving the problems with intractable sparsity-inducing norms that are often encountered in various machine learning tasks, such as multi-task learning, subspace clustering, feature selection, robust principal component…
Phase retrieval is a prevalent problem in digital signal processing and experimental physics that consists of estimating a complex signal from magnitude measurements. This paper expands the classical phase retrieval framework to electric…
We introduce the Random Quadratic Form (RQF): a stochastic differential equation which formally corresponds to the gradient flow of a random quadratic functional on a sphere. While the one-point dynamics of the system is a Brownian motion…
We propose in this paper a globally numerical method to solve a phaseless coefficient inverse problem: how to reconstruct the spatially distributed refractive index of scatterers from the intensity (modulus square) of the full complex…
The framework of normalizing flows provides a general strategy for flexible variational inference of posteriors over latent variables. We propose a new type of normalizing flow, inverse autoregressive flow (IAF), that, in contrast to…
We consider the classical 1D phase retrieval problem. In order to overcome the difficulties associated with phase retrieval from measurements of the Fourier magnitude, we treat recovery from the magnitude of the short-time Fourier transform…
Optical flow estimation with occlusion or large displacement is a problematic challenge due to the lost of corresponding pixels between consecutive frames. In this paper, we discover that the lost information is related to a large quantity…
We propose an enhanced zeroth-order stochastic Frank-Wolfe framework to address constrained finite-sum optimization problems, a structure prevalent in large-scale machine-learning applications. Our method introduces a novel double variance…
We present the first phase retrieval algorithm guaranteed to solve the multidimensional phase retrieval problem in polynomial arithmetic complexity without prior information. The method successfully terminates in O(N log(N)) operations for…
Recovering an unknown complex signal from the magnitude of linear combinations of the signal is referred to as phase retrieval. We present an exact performance analysis of a recently proposed convex-optimization-formulation for this…