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We propose a two-step approach for reconstructing a signal ${\bf x}\in\mathbb{C}^d$ from subsampled short-time Fourier transform magnitude (spectogram) measurements: First, we use an aliased Wigner distribution deconvolution approach to…
Optimization problems with rank constraints arise in many applications, including matrix regression, structured PCA, matrix completion and matrix decomposition problems. An attractive heuristic for solving such problems is to factorize the…
We study the asymmetric low-rank factorization problem: \[\min_{\mathbf{U} \in \mathbb{R}^{m \times d}, \mathbf{V} \in \mathbb{R}^{n \times d}} \frac{1}{2}\|\mathbf{U}\mathbf{V}^\top -\mathbf{\Sigma}\|_F^2\] where $\mathbf{\Sigma}$ is a…
Phase noise correction is crucial to exploit full advantage of orthogonal frequency division multiplexing (OFDM) in modern high-data-rate communications. OFDM channel estimation with simultaneous phase noise compensation has therefore drawn…
The alternating gradient descent (AGD) is a simple but popular algorithm which has been applied to problems in optimization, machine learning, data ming, and signal processing, etc. The algorithm updates two blocks of variables in an…
Variational phase-field models of brittle fracture pose a local constrained minimization problem of a non-convex energy functional. In the discrete setting, the problem is most often solved by alternate minimization, exploiting the separate…
In this paper we develop random block coordinate gradient descent methods for minimizing large scale linearly constrained separable convex problems over networks. Since we have coupled constraints in the problem, we devise an algorithm that…
PhaseLift is a noted convex optimization technique for phase retrieval that can recover a signal exactly from amplitude measurements only, with high probability. Conventional PhaseLift requires a relatively large number of samples that…
We consider the computation of the entanglement-assisted quantum rate-distortion function, which plays a central role in quantum information theory. We propose an efficient alternating minimization algorithm based on the Lagrangian…
We consider the problem of recovering a complex vector $\mathbf{x}\in \mathbb{C}^n$ from $m$ quadratic measurements $\{\langle A_i\mathbf{x}, \mathbf{x}\rangle\}_{i=1}^m$. This problem, known as quadratic feasibility, encompasses the well…
Based on SGD, previous works have proposed many algorithms that have improved convergence speed and generalization in stochastic optimization, such as SGDm, AdaGrad, Adam, etc. However, their convergence analysis under non-convex conditions…
Phase retrieval is in general a non-convex and non-linear task and the corresponding algorithms struggle with the issue of local minima. We consider the case where the measurement samples within typically very small and disconnected subsets…
We address the phase retrieval problem with errors in the sensing vectors. A number of recent methods for phase retrieval are based on least squares (LS) formulations which assume errors in the quadratic measurements. We extend this…
We propose a new algorithm for recovery of sparse signals from their compressively sensed samples. The proposed algorithm benefits from the strategy of gradual movement to estimate the positions of non-zero samples of sparse signal. We…
We propose HAMSI (Hessian Approximated Multiple Subsets Iteration), which is a provably convergent, second order incremental algorithm for solving large-scale partially separable optimization problems. The algorithm is based on a local…
This paper studies a recovery task of finding a low multilinear-rank tensor that fulfills some linear constraints in the general settings, which has many applications in computer vision and graphics. This problem is named as the low…
This paper investigates the sparse phase retrieval problem, which aims to recover a sparse signal from a system of quadratic measurements. In this work, we propose a novel non-convex algorithm, termed Gradient Hard Thresholding Pursuit…
We consider a phase retrieval problem, where we want to reconstruct a $n$-dimensional vector from its phaseless scalar products with $m$ sensing vectors. We assume the sensing vectors to be independently sampled from complex normal…
(Mini-batch) Stochastic Gradient Descent is a popular optimization method which has been applied to many machine learning applications. But a rather high variance introduced by the stochastic gradient in each step may slow down the…
The problem of minimizing a separable convex function under linearly coupled constraints arises from various application domains such as economic systems, distributed control, and network flow. The main challenge for solving this problem is…