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We study the problem of estimating a low-rank positive semidefinite (PSD) matrix from a set of rank-one measurements using sensing vectors composed of i.i.d. standard Gaussian entries, which are possibly corrupted by arbitrary outliers.…

Information Theory · Computer Science 2016-12-21 Yuanxin Li , Yue Sun , Yuejie Chi

In this paper we tackle the problem of recovering the phase of complex linear measurements when only magnitude information is available and we control the input. We are motivated by the recent development of dedicated optics-based hardware…

Machine Learning · Computer Science 2020-02-17 Sidharth Gupta , Rémi Gribonval , Laurent Daudet , Ivan Dokmanić

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 consider the problem of Robust PCA in the fully and partially observed settings. Without corruptions, this is the well-known matrix completion problem. From a statistical standpoint this problem has been recently well-studied, and…

Information Theory · Computer Science 2016-09-20 Xinyang Yi , Dohyung Park , Yudong Chen , Constantine Caramanis

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

Phase retrieval is the classical problem of recovering a signal $x^* \in \mathbb{R}^n$ from its noisy phaseless measurements $y_i = \langle a_i, x^* \rangle^2 + \zeta_i$ (where $\zeta_i$ denotes noise, and $a_i$ is the sensing vector) for…

Machine Learning · Computer Science 2026-02-12 Santanu Das , Jatin Batra

This paper studies the problem of recovering a structured signal from a relatively small number of corrupted non-linear measurements. Assuming that signal and corruption are contained in some structure-promoted set, we suggest an extended…

Information Theory · Computer Science 2019-01-25 Zhongxing Sun , Wei Cui , Yulong Liu

Consider the task of recovering an unknown $n$-vector from phaseless linear measurements. This task is the phase retrieval problem. Through the technique of lifting, this nonconvex problem may be convexified into a semidefinite rank-one…

Optimization and Control · Mathematics 2015-02-17 Paul Hand

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

In this paper, we focus on a matrix factorization-based approach to recover low-rank {\it asymmetric} matrices from corrupted measurements. We propose an {\it Overparameterized Preconditioned Subgradient Algorithm (OPSA)} and provide, for…

Optimization and Control · Mathematics 2025-05-30 Paris Giampouras , HanQin Cai , Rene Vidal

This paper is concerned with the problem of recovering a structured signal from a relatively small number of corrupted random measurements. Sharp phase transitions have been numerically observed in practice when different convex programming…

Information Theory · Computer Science 2021-01-05 Zhongxing Sun , Wei Cui , Yulong Liu

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

Learning the governing equations in dynamical systems from time-varying measurements is of great interest across different scientific fields. This task becomes prohibitive when such data is moreover highly corrupted, for example, due to the…

Dynamical Systems · Mathematics 2016-07-20 Giang Tran , Rachel Ward

This paper is about a curious phenomenon. Suppose we have a data matrix, which is the superposition of a low-rank component and a sparse component. Can we recover each component individually? We prove that under some suitable assumptions,…

Information Theory · Computer Science 2009-12-21 Emmanuel J. Candes , Xiaodong Li , Yi Ma , John Wright

Affine phase retrieval is the problem of recovering signals from the magnitude-only measurements with a priori information. In this paper, we use the $\ell_1$ minimization to exploit the sparsity of signals for affine phase retrieval,…

Information Theory · Computer Science 2022-09-20 Meng Huang , Shixiang Sun , Zhiqiang Xu

The task of recovering a low-rank matrix from its noisy linear measurements plays a central role in computational science. Smooth formulations of the problem often exhibit an undesirable phenomenon: the condition number, classically…

Optimization and Control · Mathematics 2019-04-24 Vasileios Charisopoulos , Yudong Chen , Damek Davis , Mateo Díaz , Lijun Ding , Dmitriy Drusvyatskiy

We study the problem of recovering the underlining sparse signals from clean or noisy phaseless measurements. Due to the sparse prior of signals, we adopt an L0regularized variational model to ensure only a small number of nonzero elements…

Optimization and Control · Mathematics 2016-12-09 Yuping Duan , Chunlin Wu , Zhi-Feng Pang , Huibin Chang

We study the robust recovery of a low-rank matrix from sparsely and grossly corrupted Gaussian measurements, with no prior knowledge on the intrinsic rank. We consider the robust matrix factorization approach. We employ a robust $\ell_1$…

Optimization and Control · Mathematics 2021-10-27 Lijun Ding , Liwei Jiang , Yudong Chen , Qing Qu , Zhihui Zhu

We study a class of real robust phase retrieval problems under a Gaussian assumption on the coding matrix when the received signal is sparsely corrupted by noise. The goal is to establish conditions on the sparsity under which the input…

Information Theory · Computer Science 2019-05-27 Aleksandr Aravkin , James Burke , Daiwei He

Phase retrieval deals with the recovery of complex- or real-valued signals from magnitude measurements. As shown recently, the method PhaseMax enables phase retrieval via convex optimization and without lifting the problem to a higher…

Information Theory · Computer Science 2018-02-02 Ramina Ghods , Andrew S. Lan , Tom Goldstein , Christoph Studer