Related papers: Convergence of the randomized Kaczmarz method for …
In this paper, we focus on Stochastic Amplitude Flow (SAF) for phase retrieval, a stochastic gradient descent for the amplitude-based squared loss. While the convergence to a critical point of (nonstochastic) Amplitude Flow is…
Asynchronous methods for solving systems of linear equations have been researched since Chazan and Miranker's pioneering 1969 paper on chaotic relaxation. The underlying idea of asynchronous methods is to avoid processor idle time by…
In the phase retrieval problem, an unknown vector is to be recovered given quadratic measurements. This problem has received considerable attention in recent times. In this paper, we present an algorithm to solve a nonconvex formulation of…
This paper presents a detailed, numerical study on the performance of the standard phasing algorithms with random phase illumination (RPI). Phasing with high resolution RPI and the oversampling ratio $\sigma=4$ determines a unique phasing…
Phase retrieval is an important problem with significant physical and industrial applications. In this paper, we consider the case where the magnitude of the measurement of an underlying signal is corrupted by Gaussian noise. We introduce a…
A recently proposed convex formulation of the phase retrieval problem estimates the unknown signal by solving a simple linear program. This new scheme, known as PhaseMax, is computationally efficient compared to standard convex relaxation…
We study randomized variants of two classical algorithms: coordinate descent for systems of linear equations and iterated projections for systems of linear inequalities. Expanding on a recent randomized iterated projection algorithm of…
We combine two iterative algorithms for solving large-scale systems of linear inequalities, the relaxation method of Agmon, Motzkin et al. and the randomized Kaczmarz method. In doing so, we obtain a family of algorithms that generalize and…
In the phase retrieval problem one seeks to recover an unknown $n$ dimensional signal vector $\mathbf{x}$ from $m$ measurements of the form $y_i = |(\mathbf{A} \mathbf{x})_i|$, where $\mathbf{A}$ denotes the sensing matrix. Many algorithms…
Randomized iterative algorithms for solving a factorized linear system, $\mathbf A\mathbf B\mathbf x=\mathbf b$ with $\mathbf A\in{\mathbb{R}}^{m\times \ell}$, $\mathbf B\in{\mathbb{R}}^{\ell\times n}$, and $\mathbf b\in{\mathbb{R}}^m$,…
The method of alternation projections (MAP) is an iterative procedure for finding the projection of a point on the intersection of closed subspaces of an Hilbert space. The convergence of this method is usually slow, and several methods for…
The classical phase retrieval problem involves estimating a signal from its Fourier magnitudes (power spectrum) by leveraging prior information about the desired signal. This paper extends the problem to compact groups, addressing the…
This paper considers phase retrieval from the magnitude of 1D over-sampled Fourier measurements, a classical problem that has challenged researchers in various fields of science and engineering. We show that an optimal vector in a…
In this paper, we develop a framework of generalized phase retrieval in which one aims to reconstruct a vector ${\mathbf x}$ in ${\mathbb R}^d$ or ${\mathbb C}^d$ through quadratic samples ${\mathbf x}^*A_1{\mathbf x}, \dots, {\mathbf…
We improve a phase retrieval approach that uses correlation-based measurements with compactly supported measurement masks [27]. The improved algorithm admits deterministic measurement constructions together with a robust, fast recovery…
We consider the robust phase retrieval problem of recovering the unknown signal from the magnitude-only measurements, where the measurements can be contaminated by both sparse arbitrary corruption and bounded random noise. We propose a new…
One-bit quantization with time-varying sampling thresholds has recently found significant utilization potential in statistical signal processing applications due to its relatively low power consumption and low implementation cost. In…
With the growth of large data as well as large-scale learning tasks, the need for efficient and robust linear system solvers is greater than ever. The randomized Kaczmarz method (RK) and similar stochastic iterative methods have received…
This work unifies the analysis of various randomized methods for solving linear and nonlinear inverse problems by framing the problem in a stochastic optimization setting. By doing so, we show that many randomized methods are variants of a…
The Kaczmarz method is an iterative method for solving large systems of equations that projects iterates orthogonally onto the solution space of each equation. In contrast to direct methods such as Gaussian elimination or QR-factorization,…