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We consider a popular nonsmooth formulation of the real phase retrieval problem. We show that under standard statistical assumptions, a simple subgradient method converges linearly when initialized within a constant relative distance of an…

Optimization and Control · Mathematics 2018-01-09 Damek Davis , Dmitriy Drusvyatskiy , Courtney Paquette

Phase retrieval problems in antenna measurements arise when a reference phase cannot be provided to all measurement locations. Phase retrieval algorithms require sufficiently many independent measurement samples of the radiated fields to be…

Signal Processing · Electrical Eng. & Systems 2022-06-24 Josef Knapp , Alexander Paulus , Jonas Kornprobst , Uwe Siart , Thomas F. Eibert

In this paper, we propose the SPR (sparse phase retrieval) method, which is a new phase retrieval method for coherent x-ray diffraction imaging (CXDI). Conventional phase retrieval methods effectively solve the problem for high…

Data Analysis, Statistics and Probability · Physics 2016-03-29 Shiro Ikeda , Hidetoshi Kono

We study the problem of recovering the common $k$-sized support of a set of $n$ samples of dimension $d$, using $m$ noisy linear measurements per sample. Most prior work has focused on the case when $m$ exceeds $k$, in which case $n$ of the…

Information Theory · Computer Science 2021-05-14 Lekshmi Ramesh , Chandra R. Murthy , Himanshu Tyagi

Phase retrieval with pre-defined optical masks can provide extra constraint and thus achieve improved performance. The recent progress in optimization theory demonstrates the superiority of random masks in phase retrieval algorithms.…

Image and Video Processing · Electrical Eng. & Systems 2022-07-27 Qiuliang Ye , Yuk-Hee Chan , Michael G. Somekh , Daniel P. K. Lun

This paper considers the problem of phase retrieval, where the goal is to recover a signal $z\in C^n$ from the observations $y_i=|a_i^* z|$, $i=1,2,\cdots,m$. While many algorithms have been proposed, the alternating minimization algorithm…

Optimization and Control · Mathematics 2018-09-17 Teng Zhang

In this paper, we address the problem of reconstruction of support of a measure from its moments. More precisely, given a finite subset of the moments of a measure, we develop a semidefinite program for approximating the support of measure…

Optimization and Control · Mathematics 2016-11-15 Ashkan Jasour , Constantino Lagoa

We consider the phase retrieval problem, in which the observer wishes to recover a $n$-dimensional real or complex signal $\mathbf{X}^\star$ from the (possibly noisy) observation of $|\mathbf{\Phi} \mathbf{X}^\star|$, in which…

Information Theory · Computer Science 2022-10-03 Antoine Maillard , Florent Krzakala , Yue M. Lu , Lenka Zdeborová

Recovering a signal from its Fourier magnitude is referred to as phase retrieval, which occurs in different fields of engineering and applied physics. This paper gives a new characterization of the phase retrieval problem. Particularly…

Information Theory · Computer Science 2020-07-16 Wing Hong Wong , Yifei Lou , Stefano Marchesini , Tieyong Zeng

The advanced operation of future electricity distribution systems is likely to require significant observability of the different parameters of interest (e.g., demand, voltages, currents, etc.). Ensuring completeness of data is, therefore,…

Systems and Control · Computer Science 2017-08-07 Cristian Genes , Iñaki Esnaola , Samir. M. Perlaza , Luis F. Ochoa , Daniel Coca

It has been shown both experimentally and theoretically that sparse signal recovery can be significantly improved given that part of the signal's support is known \emph{a priori}. In practice, however, such prior knowledge is usually…

Information Theory · Computer Science 2014-10-21 Jun Fang , Yanning Shen , Fuwei Li , Hongbin Li

We propose a novel approach to Bayesian analysis that is provably robust to outliers in the data and often has computational advantages over standard methods. Our technique is based on splitting the data into non-overlapping subgroups,…

Statistics Theory · Mathematics 2016-06-03 Stanislav Minsker , Sanvesh Srivastava , Lizhen Lin , David B. Dunson

We consider the heat equation with absorption in a bounded domain of $\mathbb{R}^d$, where both the scalar diffusivity and the absorption function are unknown. We investigate a Bayesian approach for recovering the diffusivity from a noisy…

Statistics Theory · Mathematics 2026-02-03 Adel Magra , Frank van der Meulen , Aad van der Vaart

We propose a double obstacle phase field methodology for binary recovery of the slowness function of an Eikonal equation found in first traveltime tomography. We treat the inverse problem as an optimization problem with quadratic misfit…

Numerical Analysis · Mathematics 2019-09-04 Oliver R. A. Dunbar , Charles M. Elliott

Human motion recovery for real-world interaction demands both precise action details and metric-scale trajectories. Recovering absolute human pose from monocular input presents a viable solution, but faces two main challenges: (1) models'…

Computer Vision and Pattern Recognition · Computer Science 2026-03-16 Zhumei Wang , Zechen Hu , Ruoxi Guo , Huaijin Pi , Ziyong Feng , Liang Zhang , Mingtao Pei , Siyuan Huang

In this work we propose a nonconvex two-stage \underline{s}tochastic \underline{a}lternating \underline{m}inimizing (SAM) method for sparse phase retrieval. The proposed algorithm is guaranteed to have an exact recovery from $O(s\log n)$…

Numerical Analysis · Mathematics 2022-11-23 Jian-Feng Cai , Yuling Jiao , Xiliang Lu , Juntao You

Ordinary differential equations (ODEs) are used to model dynamic systems appearing in engineering, physics, biomedical sciences and many other fields. These equations contain unknown parameters, say $\theta$ of physical significance which…

Statistics Theory · Mathematics 2014-03-05 Prithwish Bhaumik , Subhashis Ghosal

It is demonstrated that an object distribution can be successfully retrieved from its diffraction pattern or hologram, even if some of the measured intensity samples are missing. The maximum allowable number of missing values depends on the…

Image and Video Processing · Electrical Eng. & Systems 2019-08-28 Tatiana Latychevskaia

Bayesian change-point detection, together with latent variable models, allows to perform segmentation over high-dimensional time-series. We assume that change-points lie on a lower-dimensional manifold where we aim to infer subsets of…

Machine Learning · Statistics 2020-11-04 Lorena Romero-Medrano , Pablo Moreno-Muñoz , Antonio Artés-Rodríguez

The Bayesian inversion method demonstrates significant potential for solving inverse problems, enabling both point estimation and uncertainty quantification (UQ). However, Bayesian maximum a posteriori (MAP) estimation may become unstable…

Numerical Analysis · Mathematics 2025-06-04 Ruibiao Song , Liying Zhang