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Functional time series analysis, whether based on time of frequency domain methodology, has traditionally been carried out under the assumption of complete observation of the constituent series of curves, assumed stationary. Nevertheless,…

Methodology · Statistics 2020-04-02 Tomáš Rubín , Victor M. Panaretos

Numerous biological and microscale systems exhibit synchronization in noisy environments. The theory of such noisy oscillators and their synchronization has been developed and experimentally demonstrated, but inferring the noise intensity…

Adaptation and Self-Organizing Systems · Physics 2025-01-09 Hisa-Aki Tanaka , Somei Suga , Akira Keida , Hiroya Nakao , Yutaka Jitsumatsu , István Z. Kiss

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

Sparsity is a ubiquitous feature of many real world signals such as natural images and neural spiking activities. Conventional compressed sensing utilizes sparsity to recover low dimensional signal structures in high ambient dimensions…

Statistics Theory · Mathematics 2018-07-02 Abbas Kazemipour

The problem of reconstructing a sparse signal vector from magnitude-only measurements (a.k.a., compressive phase retrieval), emerges naturally in diverse applications, but it is NP-hard in general. Building on recent advances in nonconvex…

Information Theory · Computer Science 2018-10-17 Liang Zhang , Gang Wang , Georgios B. Giannakis , Jie Chen

Sparse signal reconstruction algorithms have attracted research attention due to their wide applications in various fields. In this paper, we present a simple Bayesian approach that utilizes the sparsity constraint and a priori statistical…

Statistics Theory · Mathematics 2015-06-05 Ahmed A. Quadeer , Tareq Y. Al-Naffouri

In oversampled adaptive sensing (OAS), noisy measurements are collected in multiple subframes. The sensing basis in each subframe is adapted according to some posterior information exploited from previous measurements. The framework is…

Information Theory · Computer Science 2019-12-11 Ali Bereyhi , Ralf R. Müller

A new algorithm is presented for reconstructing stochastic nonlinear dynamical models from noisy time-series data. The approach is analytical; consequently, the resulting algorithm does not require an extensive global search for the model…

Other Condensed Matter · Physics 2009-11-10 V. N. Smelyanskiy , D. G. Luchinsky , D. A. Timucin , A. Bandrivskyy

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

In this paper, we develop a concrete algorithm for phase retrieval, which we refer to as Gauss-Newton algorithm. In short, this algorithm starts with a good initial estimation, which is obtained by a modified spectral method, and then…

Information Theory · Computer Science 2018-02-12 Bing Gao , Zhiqiang Xu

We consider the problem of phase retrieval, namely, recovery of a signal from the magnitude of its Fourier transform, or of any other linear transform. Due to the loss of the Fourier phase information, this problem is ill-posed. Therefore,…

Information Theory · Computer Science 2023-07-19 Yoav Shechtman , Amir Beck , Yonina C. Eldar

We derive a set of ptychography phase-retrieval iterative engines based on proximal algorithms originally developed in convex optimization theory, and discuss their connections with existing ones. The use of proximal operator creates a…

Image and Video Processing · Electrical Eng. & Systems 2020-04-22 Hanfei Yan

In a variety of fields, in particular those involving imaging and optics, we often measure signals whose phase is missing or has been irremediably distorted. Phase retrieval attempts to recover the phase information of a signal from the…

Information Theory · Computer Science 2019-10-02 Gilles Baechler , Miranda Kreković , Juri Ranieri , Amina Chebira , Yue M. Lu , Martin Vetterli

We present the experimental reconstruction of sub-wavelength features from the far-field intensity of sparse optical objects: sparsity-based sub-wavelength imaging combined with phase-retrieval. As examples, we demonstrate the recovery of…

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…

Numerical Analysis · Mathematics 2019-10-09 Brian Preskitt , Rayan Saab

In phase retrieval, the goal is to recover a signal $\mathbf{x}\in\mathbb{C}^N$ from the magnitudes of linear measurements $\mathbf{Ax}\in\mathbb{C}^M$. While recent theory has established that $M\approx 4N$ intensity measurements are…

Information Theory · Computer Science 2015-06-19 Philip Schniter , Sundeep Rangan

The paper aims to study the performance of the amplitude-based model \newline $\widehat{\mathbf x} \in {\rm argmin}_{{\mathbf x}\in \mathbb{C}^d}\sum_{j=1}^m\left(|\langle {\mathbf a}_j,{\mathbf x}\rangle|-b_j\right)^2$, where…

Numerical Analysis · Mathematics 2023-08-14 Yu Xia , Zhiqiang Xu

This paper develops a novel algorithm, termed \emph{SPARse Truncated Amplitude flow} (SPARTA), to reconstruct a sparse signal from a small number of magnitude-only measurements. It deals with what is also known as sparse phase retrieval…

Information Theory · Computer Science 2017-10-31 Gang Wang , Liang Zhang , Georgios B. Giannakis , Mehmet Akcakaya , Jie Chen

Phase retrieval seeks to recover a signal x from the amplitude |Ax| of linear measurements. We cast the phase retrieval problem as a non-convex quadratic program over a complex phase vector and formulate a tractable relaxation (called…

Optimization and Control · Mathematics 2013-07-23 Irène Waldspurger , Alexandre d'Aspremont , Stéphane Mallat

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…

Machine Learning · Statistics 2017-05-19 Huishuai Zhang , Yuejie Chi , Yingbin Liang