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This paper considers the problem of solving systems of quadratic equations, namely, recovering an object of interest $\mathbf{x}^{\natural}\in\mathbb{R}^{n}$ from $m$ quadratic equations/samples…

Machine Learning · Statistics 2019-06-13 Yuxin Chen , Yuejie Chi , Jianqing Fan , Cong Ma

We study the convolutional phase retrieval problem, of recovering an unknown signal $\mathbf x \in \mathbb C^n $ from $m$ measurements consisting of the magnitude of its cyclic convolution with a given kernel $\mathbf a \in \mathbb C^m $.…

Computation · Statistics 2019-10-08 Qing Qu , Yuqian Zhang , Yonina C. Eldar , John Wright

In this paper, we consider the problem of phase retrieval, which consists of recovering an $n$-dimensional real vector from the magnitude of its $m$ linear measurements. We propose a mirror descent (or Bregman gradient descent) algorithm…

Optimization and Control · Mathematics 2024-06-21 Jean-Jacques Godeme , Jalal Fadili , Xavier Buet , Myriam Zerrad , Michel Lequime , Claude Amra

The problem of recovering a signal $\mathbf{x}\in \mathbb{R}^n$ from a set of magnitude measurements $y_i=|\langle \mathbf{a}_i, \mathbf{x} \rangle |, \; i=1,\ldots,m$ is referred as phase retrieval, which has many applications in fields of…

Information Theory · Computer Science 2021-01-12 Jianfeng Cai , Meng Huang , Dong Li , Yang Wang

While convergence of the Alternating Direction Method of Multipliers (ADMM) on convex problems is well studied, convergence on nonconvex problems is only partially understood. In this paper, we consider the Gaussian phase retrieval problem,…

Information Theory · Computer Science 2017-12-07 David Barmherzig , Ju Sun

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)…

Numerical Analysis · Mathematics 2021-12-16 Jian-Feng Cai , Meng Huang , Dong Li , Yang Wang

We address the problem of distributed convex unconstrained optimization over networks characterized by asynchronous and possibly lossy communications. We analyze the case where the global cost function is the sum of locally coupled local…

Optimization and Control · Mathematics 2020-10-06 Marco Todescato , Nicoletta Bof , Guido Cavraro , Ruggero Carli , Luca Schenato

In this paper we investigate how gradient-based algorithms such as gradient descent, (multi-pass) stochastic gradient descent, its persistent variant, and the Langevin algorithm navigate non-convex loss-landscapes and which of them is able…

Disordered Systems and Neural Networks · Physics 2022-03-22 Francesca Mignacco , Pierfrancesco Urbani , Lenka Zdeborová

The phase retrieval problem is a fundamental problem in many fields, which is appealing for investigation. It is to recover the signal vector $\tilde{x}\in\mathbb{C}^d$ from a set of $N$ measurements $b_n=|f^*_n\tilde{x}|^2,\ n=1,\cdots,…

Optimization and Control · Mathematics 2017-08-30 Jian-Feng Cai , Haixia Liu , Yang Wang

The recovery of a signal from the intensity measurements with some entries being known in advance is termed as {\em affine phase retrieval}. In this paper, we prove that a natural least squares formulation for the affine phase retrieval is…

Information Theory · Computer Science 2022-04-21 Meng Huang , Zhiqiang Xu

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,…

Machine Learning · Statistics 2024-10-15 Alex Buna , Patrick Rebeschini

Phase retrieval aims at recovering a complex-valued signal from magnitude-only measurements, which attracts much attention since it has numerous applications in many disciplines. However, phase recovery involves solving a system of…

Information Theory · Computer Science 2017-06-13 Wen-Jun Zeng , H. C. So

The phase retrieval problem is concerned with recovering an unknown signal $\bf{x} \in \mathbb{R}^n$ from a set of magnitude-only measurements $y_j=|\langle \bf{a}_j,\bf{x} \rangle|, \; j=1,\ldots,m$. A natural least squares formulation can…

Information Theory · Computer Science 2023-06-28 Jian-Feng Cai , Meng Huang , Dong Li , Yang Wang

Phase retrieval seeks to recover a signal x from the amplitude |Ax| of linear measurements. We cast the phase retrieval problem as a non-convex quadratic program over a complex phase vector and formulate a tractable relaxation (called…

Optimization and Control · Mathematics 2013-07-23 Irène Waldspurger , Alexandre d'Aspremont , Stéphane Mallat

In recent literature, a general two step procedure has been formulated for solving the problem of phase retrieval. First, a spectral technique is used to obtain a constant-error initial estimate, following which, the estimate is refined to…

Machine Learning · Statistics 2023-07-10 Yan Shuo Tan , Roman Vershynin

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

Phase retrieval aims to recover a signal from magnitude or power spectra measurements. It is often addressed by considering a minimization problem involving a quadratic cost function. We propose a different formulation based on Bregman…

Sound · Computer Science 2020-12-01 Pierre-Hugo Vial , Paul Magron , Thomas Oberlin , Cédric Févotte

This paper concerns the problem of recovering an unknown but structured signal $x \in R^n$ from $m$ quadratic measurements of the form $y_r=|<a_r,x>|^2$ for $r=1,2,...,m$. We focus on the under-determined setting where the number of…

Machine Learning · Computer Science 2017-02-22 Mahdi Soltanolkotabi

We propose a tensor-based criterion for benign landscape in phase retrieval and establish boundedness of gradient trajectories. This implies that gradient descent will converge to a global minimum for almost every initial point.

Optimization and Control · Mathematics 2024-10-18 Théodore Fougereux , Cédric Josz , Xiaopeng Li

A generalized conditional gradient method for minimizing the sum of two convex functions, one of them differentiable, is presented. This iterative method relies on two main ingredients: First, the minimization of a partially linearized…

Optimization and Control · Mathematics 2021-10-01 Karl Kunisch , Daniel Walter
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