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In this short note we propose a simple two-stage sparse phase retrieval strategy that uses a near-optimal number of measurements, and is both computationally efficient and robust to measurement noise. In addition, the proposed strategy is…

Numerical Analysis · Mathematics 2015-04-27 Mark Iwen , Aditya Viswanathan , Yang Wang

One of the classical approaches for estimating the frequencies and damping factors in a spectrally sparse signal is the MUSIC algorithm, which exploits the low-rank structure of an autocorrelation matrix. Low-rank matrices have also…

Information Theory · Computer Science 2020-08-20 Shuang Li , Hassan Mansour , Michael B. Wakin

In this letter, we propose an algorithm for learning a sparse weighted graph by estimating its adjacency matrix under the assumption that the observed signals vary smoothly over the nodes of the graph. The proposed algorithm is based on the…

Signal Processing · Electrical Eng. & Systems 2022-05-11 Ghania Fatima , Aakash Arora , Prabhu Babu , Petre Stoica

In this paper, we discuss application of iterative Stochastic Optimization routines to the problem of sparse signal recovery from noisy observation. Using Stochastic Mirror Descent algorithm as a building block, we develop a multistage…

Machine Learning · Statistics 2022-03-31 Anatoli Juditsky , Andrei Kulunchakov , Hlib Tsyntseus

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…

Signal Processing · Electrical Eng. & Systems 2024-04-25 Seonho Kim , Kiryung Lee

Proximal algorithms have gained popularity in recent years in large-scale and distributed optimization problems. One such problem is the phase retrieval problem, for which proximal operators have been proposed recently. The phase retrieval…

Optimization and Control · Mathematics 2018-08-16 Biel Roig-Solvas , Lee Makowski , Dana H. Brooks

The problem of reconstructing a sparse signal vector from magnitude-only measurements (a.k.a., compressive phase retrieval), emerges naturally in diverse applications, but it is NP-hard in general. Building on recent advances in nonconvex…

Information Theory · Computer Science 2018-10-17 Liang Zhang , Gang Wang , Georgios B. Giannakis , Jie Chen

This paper introduces a novel approach for recovering sparse signals using sorted L1/L2 minimization. The proposed method assigns higher weights to indices with smaller absolute values and lower weights to larger values, effectively…

Numerical Analysis · Mathematics 2023-08-09 Chao Wang , Ming Yan , Junjie Yu

Given a linear system in a real or complex domain, linear regression aims to recover the model parameters from a set of observations. Recent studies in compressive sensing have successfully shown that under certain conditions, a linear…

Statistics Theory · Mathematics 2016-11-15 Henrik Ohlsson , Allen Y. Yang , Roy Dong , S. Shankar Sastry

We develop a fast phase retrieval method which can utilize a large class of local phaseless correlation-based measurements in order to recover a given signal ${\bf x} \in \mathbb{C}^d$ (up to an unknown global phase) in near-linear…

Numerical Analysis · Mathematics 2016-07-12 Mark Iwen , Aditya Viswanathan , Yang Wang

Reconstruction of undersampled periodic signals of unknown period is an important signal processing operation. It is especially difficult operation when the sequences of samples are short and no information on the inter-sequence time…

Signal Processing · Electrical Eng. & Systems 2021-05-18 Marek W. Rupniewski

Sparse phase retrieval plays an important role in many fields of applied science and thus attracts lots of attention. In this paper, we propose a \underline{sto}chastic alte\underline{r}nating \underline{m}inimizing method for…

Machine Learning · Statistics 2019-06-17 Jianfeng Cai , Yuling Jiao , Xiliang Lu , Juntao You

In many applications in compressed sensing, the measurement matrix is a Fourier matrix, i.e., it measures the Fourier transform of the underlying signal at some specified `base' frequencies $\{u_i\}_{i=1}^M$, where $M$ is the number of…

Information Theory · Computer Science 2018-02-09 Eeshan Malhotra , Himanshu Pandotra , Ajit Rajwade , Karthik S. Gurumoorthy

Conventional sparse phase retrieval schemes can recover sparse signals from the magnitude of linear measurements only up to a global phase ambiguity. This work proposes a novel approach that instead utilizes the magnitude of affine…

Information Theory · Computer Science 2021-05-25 Ming-Hsun Yang , Y. -W. Peter Hong , Jwo-Yuh Wu

This paper aims to address the phase retrieval problem from subgaussian measurements with arbitrary noise, with a focus on devising robust and efficient algorithms for solving non-convex problems. To ensure uniqueness of solutions in the…

Optimization and Control · Mathematics 2024-12-11 Haiyang Peng , Deren Han , Linbin Li , Meng Huang

Phase retrieval is to recover the signals from phaseless measurements which is raised in many areas. A fundamental problem in phase retrieval is to determine the minimal measurement number $m$ so that one can recover $d$-dimensional signals…

Information Theory · Computer Science 2017-07-06 Zhiqiang Xu

We consider the recovery of a (real- or complex-valued) signal from magnitude-only measurements, known as phase retrieval. We formulate phase retrieval as a convex optimization problem, which we call PhaseMax. Unlike other convex methods…

Information Theory · Computer Science 2018-01-31 Tom Goldstein , Christoph Studer

Recovering a signal from its Fourier intensity underlies many important applications, including lensless imaging and imaging through scattering media. Conventional algorithms for retrieving the phase suffer when noise is present but display…

Image and Video Processing · Electrical Eng. & Systems 2020-03-05 Yaotian Wang , Xiaohang Sun , Jason W. Fleischer

Phase retrieval arises in various fields of science and engineering and it is well studied in a finite-dimensional setting. In this paper, we consider an infinite-dimensional phase retrieval problem to reconstruct real-valued signals living…

Information Theory · Computer Science 2016-03-07 Yang Chen , Cheng Cheng , Qiyu Sun , Haichao Wang

We propose a new algorithm to learn a dictionary for reconstructing and sparsely encoding signals from measurements without phase. Specifically, we consider the task of estimating a two-dimensional image from squared-magnitude measurements…

Optimization and Control · Mathematics 2016-11-23 Andreas M. Tillmann , Yonina C. Eldar , Julien Mairal