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We present a unified treatment of the abstract problem of finding the best approximation between a cone and spheres in the image of affine transformations. Prominent instances of this problem are phase retrieval and source localization. The…

Optimization and Control · Mathematics 2020-03-26 D. Russell Luke , Shoham Sabach , Marc Teboulle

This paper proposes a framework of L-BFGS based on the (approximate) second-order information with stochastic batches, as a novel approach to the finite-sum minimization problems. Different from the classical L-BFGS where stochastic batches…

Machine Learning · Computer Science 2018-07-17 Jie Liu , Yu Rong , Martin Takac , Junzhou Huang

Many problems in machine learning can be solved by rounding the solution of an appropriate linear program (LP). This paper shows that we can recover solutions of comparable quality by rounding an approximate LP solution instead of the ex-…

Numerical Analysis · Computer Science 2013-11-19 Srikrishna Sridhar , Victor Bittorf , Ji Liu , Ce Zhang , Christopher Ré , Stephen J. Wright

We develop procedures, based on minimization of the composition $f(x) = h(c(x))$ of a convex function $h$ and smooth function $c$, for solving random collections of quadratic equalities, applying our methodology to phase retrieval problems.…

Statistics Theory · Mathematics 2018-04-24 John C. Duchi , Feng Ruan

Wavefront sensing involves estimating the phase and intensity of light, enabling a wide range of imaging applications, from adaptive optics and astronomy to biomedical imaging. Since conventional image sensors can only measure the spatial…

Image and Video Processing · Electrical Eng. & Systems 2026-04-07 Nebiyou Yismaw , Vishwanath Saragadam , Aswin C. Sankaranarayanan , M. Salman Asif

We propose a numerical interferometry method for identification of optical multiply-scattering systems when only intensity can be measured. Our method simplifies the calibration of optical transmission matrices from a quadratic to a linear…

Signal Processing · Electrical Eng. & Systems 2020-02-17 Sidharth Gupta , Rémi Gribonval , Laurent Daudet , Ivan Dokmanić

Orthogonal least square (OLS) is an important sparse signal recovery algorithm for compressive sensing, which enjoys superior probability of success over other well-known recovery algorithms under conditions of correlated measurement…

Information Theory · Computer Science 2018-08-02 Samrat Mukhopadhyay , Siddhartha Satpathi , Mrityunjoy Chakraborty

We study the sparse phase retrieval problem, which seeks to recover a sparse signal from a limited set of magnitude-only measurements. In contrast to prevalent sparse phase retrieval algorithms that primarily use first-order methods, we…

Information Theory · Computer Science 2024-03-20 Jian-Feng Cai , Yu Long , Ruixue Wen , Jiaxi Ying

In phase retrieval, the goal is to recover a complex signal from the magnitude of its linear measurements. While many well-known algorithms guarantee deterministic recovery of the unknown signal using i.i.d. random measurement matrices,…

Information Theory · Computer Science 2017-03-24 Boshra Rajaei , Sylvain Gigan , Florent Krzakala , Laurent Daudet

We develop and analyze stochastic optimization algorithms for problems in which the expected loss is strongly convex, and the optimum is (approximately) sparse. Previous approaches are able to exploit only one of these two structures,…

Machine Learning · Statistics 2012-07-19 Alekh Agarwal , Sahand Negahban , Martin J. Wainwright

Multi-objective verification problems of parametric Markov decision processes under optimality criteria can be naturally expressed as nonlinear programs. We observe that many of these computationally demanding problems belong to the…

Logic in Computer Science · Computer Science 2017-02-02 Murat Cubuktepe , Nils Jansen , Sebastian Junges , Joost-Pieter Katoen , Ivan Papusha , Hasan A. Poonawala , Ufuk Topcu

We explore the usage of the Levenberg-Marquardt (LM) algorithm for regression (non-linear least squares) and classification (generalized Gauss-Newton methods) tasks in neural networks. We compare the performance of the LM method with other…

Machine Learning · Computer Science 2022-12-20 Omead Pooladzandi , Yiming Zhou

Imprecise measurements of a point set P = (p1, ..., pn) can be modelled by a family of regions F = (R1, ..., Rn), where each imprecise region Ri contains a unique point pi. A retrieval models an accurate measurement by replacing an…

Computational Geometry · Computer Science 2025-12-09 Sarita de Berg , Ivor van der Hoog , Eva Rotenberg , Daniel Rutschmann , Sampson Wong

We derive a parallel sampling algorithm for computational inverse problems that present an unknown linear forcing term and a vector of nonlinear parameters to be recovered. It is assumed that the data is noisy and that the linear part of…

Numerical Analysis · Mathematics 2022-03-24 Darko Volkov

We study phase retrieval from magnitude measurements of an unknown signal as an algebraic estimation problem. Indeed, phase retrieval from rank-one and more general linear measurements can be treated in an algebraic way. It is verified that…

Functional Analysis · Mathematics 2014-02-18 Franz J Király , Martin Ehler

A critical decision process in data acquisition for mineral and energy resource exploration is how to efficiently combine a variety of sensor types and to minimize total cost. We propose a probabilistic framework for multi-objective…

Geophysics · Physics 2020-10-13 Sebastian Haan , Fabio Ramos , Dietmar Müller

We demonstrate accurate phase measurement from low photon level interference data using a constrained optimization method that takes into account the expected redundancy in the unknown phase function. This approach is shown to have…

Quantum Physics · Physics 2015-06-23 Mandeep Singh , Kedar Khare , Anand Kumar Jha , Shashi Prabhakar , R. P. Singh

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

We study stochastic optimization of nonconvex loss functions, which are typical objectives for training neural networks. We propose stochastic approximation algorithms which optimize a series of regularized, nonlinearized losses on large…

Machine Learning · Computer Science 2019-03-12 Weiran Wang , Nathan Srebro

Phase retrieval is the numerical procedure of recovering a complex-valued signal from knowledge about its amplitude and some additional information. Here, an indirect registration procedure, based on the large deformation diffeomorphic…

Image and Video Processing · Electrical Eng. & Systems 2023-06-29 Erik Malm