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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

Phase retrieval has become a very active area of research. We will classify when phase retrieval by Parseval frames passes to the Naimark complement and when phase retrieval by projections passes to the orthogonal complements. We introduce…

Functional Analysis · Mathematics 2014-09-30 Saeid Bahmanpour , Jameson Cahill , Peter G. Casazza , John Jasper , Lindsey M. Woodland

In many areas of imaging science, it is difficult to measure the phase of linear measurements. As such, one often wishes to reconstruct a signal from intensity measurements, that is, perform phase retrieval. In several applications the…

Information Theory · Computer Science 2015-06-16 Afonso S. Bandeira , Dustin G. Mixon

Random projections became popular tools to process big data. In particular, when applied to Nonnegative Matrix Factorization (NMF), it was shown that structured random projections were far more efficient than classical strategies based on…

Signal Processing · Electrical Eng. & Systems 2020-11-13 Farouk Yahaya , Matthieu Puigt , Gilles Delmaire , Gilles Roussel

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

Classical extragradient schemes and their stochastic counterpart represent a cornerstone for resolving monotone variational inequality problems. Yet, such schemes have a per-iteration complexity of two projections onto a convex set and…

Optimization and Control · Mathematics 2020-12-22 Shisheng Cui , Uday V. Shanbhag

Phase retrieval refers to the problem of recovering some signal (which is often modelled as an element of a Hilbert space) from phaseless measurements. It has been shown that in the deterministic setting phase retrieval from frame…

Numerical Analysis · Mathematics 2021-11-11 Rima Alaifari , Matthias Wellershoff

Real-valued Phase retrieval is a non-convex continuous inference problem, where a high-dimensional signal is to be reconstructed from a dataset of signless linear measurements. Focusing on the noiseless case, we aim to disentangle the two…

Disordered Systems and Neural Networks · Physics 2025-02-07 Davide Straziota , Luca Saglietti

In this paper, we extend the previous convergence results for the generalized alternating projection method applied to subspaces in [arXiv:1703.10547] to hold also for smooth manifolds. We show that the algorithm locally behaves similarly…

Optimization and Control · Mathematics 2024-04-10 Mattias Fält , Pontus Giselsson

We present a convex relaxation-based algorithm for large-scale general phase retrieval problems. General phase retrieval problems include i.a. the estimation of the phase of the optical field in the pupil plane based on intensity…

Optimization and Control · Mathematics 2018-08-15 Reinier Doelman , H. Thao Nguyen , Michel Verhaegen

In this paper we study the property of phase retrievability by redundant sysems of vectors under perturbations of the frame set. Specifically we show that if a set $\fc$ of $m$ vectors in the complex Hilbert space of dimension n allows for…

Functional Analysis · Mathematics 2015-06-17 Radu Balan

This paper considers the problem of recovering a $k$-sparse, $N$-dimensional complex signal from Fourier magnitude measurements. It proposes a Fourier optics setup such that signal recovery up to a global phase factor is possible with very…

Information Theory · Computer Science 2014-10-28 Çağkan Yapar , Volker Pohl , Holger Boche

In this paper, we tackle the general compressive phase retrieval problem. The problem is to recover a K-sparse complex vector of length n, $x\in \mathbb{C}^n$, from the magnitudes of m linear measurements, $y=|Ax|$, where $A \in…

Information Theory · Computer Science 2015-02-18 Ramtin Pedarsani , Kangwook Lee , Kannan Ramchandran

In the last five decades, iterative phase retrieval methods draw large amount of interest across the research community as a non-interferometric approach to recover quantitative phase distributions from one (or more) intensity measurement.…

Optics · Physics 2020-07-21 Nathaniel Hai , Joseph Rosen

Phase retrieval has been an attractive but difficult problem rising from physical science, and there has been a gap between state-of-the-art theoretical convergence analyses and the corresponding efficient retrieval methods. Firstly, these…

Information Theory · Computer Science 2017-12-06 Gen Li , Yuchen Jiao , Yuantao Gu

The field of compressed sensing has shown that a sparse but otherwise arbitrary vector can be recovered exactly from a small number of randomly constructed linear projections (or samples). The question addressed in this paper is whether an…

Information Theory · Computer Science 2010-01-26 Galen Reeves , Michael Gastpar

Phase retrieval refers to the problem of recovering a high-dimensional vector $\boldsymbol{x} \in \mathbb{C}^N$ from the magnitude of its linear transform $\boldsymbol{z} = A \boldsymbol{x}$, observed through a noisy channel. To improve the…

Computation · Statistics 2024-10-10 Hajime Ueda , Shun Katakami , Masato Okada

Phase retrieval is the problem of reconstructing images from magnitude-only measurements. In many real-world applications the problem is underdetermined. When training data is available, generative models allow optimization in a…

Machine Learning · Computer Science 2023-01-20 Tobias Uelwer , Sebastian Konietzny , Stefan Harmeling

In this paper, we study the affine phase retrieval problem, which aims to recover signals from the magnitudes of affine measurements. We develop second-order optimization methods based on Newton and Gauss-Newton iterations and establish…

Information Theory · Computer Science 2025-04-03 Bing Gao

We propose a new method for robust PCA -- the task of recovering a low-rank matrix from sparse corruptions that are of unknown value and support. Our method involves alternating between projecting appropriate residuals onto the set of…

Information Theory · Computer Science 2014-10-29 Praneeth Netrapalli , U N Niranjan , Sujay Sanghavi , Animashree Anandkumar , Prateek Jain