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In this paper, we study the problem of recovering a low-rank matrix (the principal components) from a high-dimensional data matrix despite both small entry-wise noise and gross sparse errors. Recently, it has been shown that a convex…
The classical phase retrieval problem arises in contexts ranging from speech recognition to x-ray crystallography and quantum state tomography. The generalization to matrix frames is natural in the sense that it corresponds to quantum…
This paper considers the classical error correcting problem which is frequently discussed in coding theory. We wish to recover an input vector $f \in \R^n$ from corrupted measurements $y = A f + e$. Here, $A$ is an $m$ by $n$ (coding)…
In this paper, we consider the problem of Robust Matrix Completion (RMC) where the goal is to recover a low-rank matrix by observing a small number of its entries out of which a few can be arbitrarily corrupted. We propose a simple…
We consider the problem of recovering an unknown effectively $(s_1,s_2)$-sparse low-rank-$R$ matrix $X$ with possibly non-orthogonal rank-$1$ decomposition from incomplete and inaccurate linear measurements of the form $y = \mathcal A (X) +…
Corrupted sensing concerns the problem of recovering a high-dimensional structured signal from a collection of measurements that are contaminated by unknown structured corruption and unstructured noise. In the case of linear measurements,…
The PhaseLift algorithm is an effective convex method for solving the phase retrieval problem from Fourier measurements with coded diffraction patterns (CDP). While exact reconstruction guarantees are well-established in the noiseless case,…
The problem of recovering a low-rank matrix from a set of observations corrupted with gross sparse error is known as the robust principal component analysis (RPCA) and has many applications in computer vision, image processing and web data…
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…
We study an approach to solving the phase retrieval problem as it arises in a phase-less imaging modality known as ptychography. In ptychography, small overlapping sections of an unknown sample (or signal, say $x_0\in \mathbb{C}^d$) are…
Robust estimation is much more challenging in high dimensions than it is in one dimension: Most techniques either lead to intractable optimization problems or estimators that can tolerate only a tiny fraction of errors. Recent work in…
We consider stability and uniqueness in real phase retrieval problems over general input sets. Specifically, we assume the data consists of noisy quadratic measurements of an unknown input x in R^n that lies in a general set T and study…
This paper investigates the phase retrieval problem, which aims to recover a signal from the magnitudes of its linear measurements. We develop statistically and computationally efficient algorithms for the situation when the measurements…
We improve existing results in the field of compressed sensing and matrix completion when sampled data may be grossly corrupted. We introduce three new theorems. 1) In compressed sensing, we show that if the m \times n sensing matrix has…
Signal recovery from nonlinear measurements involves solving an iterative optimization problem. In this paper, we present a framework to optimize the sensing parameters to improve the quality of the signal recovered by the given iterative…
Robust optimization is a framework for modeling optimization problems involving data uncertainty and during the last decades has been an area of active research. If we focus on linear programming (LP) problems with i) uncertain data, ii)…
Generally, wave field reconstructions obtained by phase-retrieval algorithms are noisy, blurred and corrupted by various artifacts such as irregular waves, spots, etc. These disturbances, arising due to many factors such as non-idealities…
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…
In coherent X-ray diffraction microscopy the diffraction pattern generated by a sample illuminated with coherent x-rays is recorded, and a computer algorithm recovers the unmeasured phases to synthesize an image. By avoiding the use of a…
We consider the problem of estimation of a low-rank matrix from a limited number of noisy rank-one projections. In particular, we propose two fast, non-convex \emph{proper} algorithms for matrix recovery and support them with rigorous…