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We study a spectral initialization method that serves a key role in recent work on estimating signals in nonconvex settings. Previous analysis of this method focuses on the phase retrieval problem and provides only performance bounds. In…

Information Theory · Computer Science 2019-07-23 Yue M. Lu , Gen Li

In this paper, we consider the sparse phase retrieval problem, recovering an $s$-sparse signal $\bm{x}^{\natural}\in\mathbb{R}^n$ from $m$ phaseless samples $y_i=|\langle\bm{x}^{\natural},\bm{a}_i\rangle|$ for $i=1,\ldots,m$. Existing…

Numerical Analysis · Mathematics 2021-10-15 Jian-Feng Cai , Jingzhi Li , Xiliang Lu , Juntao You

Quadratic systems with lossless quadratic terms arise in many applications, including models of atmosphere and incompressible fluid flows. Such systems have a trapping region if all trajectories eventually converge to and stay within a…

Optimization and Control · Mathematics 2024-01-11 Shih-Chi Liao , A. Leonid Heide , Maziar S. Hemati , Peter J. Seiler

In the first part of this work [32], we introduce a convex parabolic relaxation for quadratically-constrained quadratic programs, along with a sequential penalized parabolic relaxation algorithm to recover near-optimal feasible solutions.…

Optimization and Control · Mathematics 2022-08-09 Ramtin Madani , Mersedeh Ashraphijuo , Mohsen Kheirandishfard , Alper Atamturk

We introduce a generalized version of phase retrieval called multiplexed phase retrieval. We want to recover the phase of amplitude-only measurements from linear combinations of them. This corresponds to the case in which multiple…

Image and Video Processing · Electrical Eng. & Systems 2019-07-02 Jonathan Dong , Florent Krzakala , Sylvain Gigan

In phase retrieval we want to recover an unknown signal $\boldsymbol x\in\mathbb C^d$ from $n$ quadratic measurements of the form $y_i = |\langle{\boldsymbol a}_i,{\boldsymbol x}\rangle|^2+w_i$ where $\boldsymbol a_i\in \mathbb C^d$ are…

Machine Learning · Statistics 2018-07-27 Marco Mondelli , Andrea Montanari

Phase retrieval refers to a classical nonconvex problem of recovering a signal from its Fourier magnitude measurements. Inspired by the compressed sensing technique, signal sparsity is exploited in recent studies of phase retrieval to…

Computational Physics · Physics 2013-02-04 Zai Yang , Cishen Zhang , Lihua Xie

Phase retrieval has important applications in optical imaging, communications and sensing. Lifting the dimensionality of the problem allows phase retrieval to be approximated as a convex optimization problem in a higher-dimensional space.…

Information Theory · Computer Science 2018-05-09 Sercan O. Arik , Joseph M. Kahn

In Generalized Linear Estimation (GLE) problems, we seek to estimate a signal that is observed through a linear transform followed by a component-wise, possibly nonlinear and noisy, channel. In the Bayesian optimal setting, Generalized…

Disordered Systems and Neural Networks · Physics 2021-02-03 Luca Saglietti , Yue M. Lu , Carlo Lucibello

Phase retrieval is the nonlinear inverse problem of recovering a true signal from its Fourier magnitude measurements. It arises in many applications such as astronomical imaging, X-Ray crystallography, microscopy, and more. The problem is…

Computer Vision and Pattern Recognition · Computer Science 2023-05-11 Rohun Agrawal , Oscar Leong

We present the optimal design of a spectral method widely used to initialize nonconvex optimization algorithms for solving phase retrieval and other signal recovery problems. Our work leverages recent results that provide an exact…

Information Theory · Computer Science 2019-05-01 Wangyu Luo , Wael Alghamdi , Yue M. Lu

Proximal algorithms have gained popularity in recent years in large-scale and distributed optimization problems. One such problem is the phase retrieval problem, for which proximal operators have been proposed recently. The phase retrieval…

Optimization and Control · Mathematics 2018-08-16 Biel Roig-Solvas , Lee Makowski , Dana H. Brooks

A Riemannian gradient descent algorithm and a truncated variant are presented to solve systems of phaseless equations $|Ax|^2=y$. The algorithms are developed by exploiting the inherent low rank structure of the problem based on the…

Numerical Analysis · Mathematics 2018-09-11 Jian-Feng Cai , Ke Wei

We propose a new algorithm to learn a dictionary for reconstructing and sparsely encoding signals from measurements without phase. Specifically, we consider the task of estimating a two-dimensional image from squared-magnitude measurements…

Optimization and Control · Mathematics 2016-11-23 Andreas M. Tillmann , Yonina C. Eldar , Julien Mairal

In the undersampled phase retrieval problem, the goal is to recover an $N$-dimensional complex signal $\mathbf{x}$ from only $M<N$ noisy intensity measurements without phase information. This problem has drawn a lot of attention to reduce…

Information Theory · Computer Science 2017-10-11 Tianyu Qiu , Daniel P. Palomar

This paper considers the noisy sparse phase retrieval problem: recovering a sparse signal $x \in \mathbb{R}^p$ from noisy quadratic measurements $y_j = (a_j' x )^2 + \epsilon_j$, $j=1, \ldots, m$, with independent sub-exponential noise…

Statistics Theory · Mathematics 2015-06-11 T. Tony Cai , Xiaodong Li , Zongming Ma

A fruitful approach for solving signal deconvolution problems consists of resorting to a frame-based convex variational formulation. In this context, parallel proximal algorithms and related alternating direction methods of multipliers have…

Other Computer Science · Computer Science 2015-05-28 Nelly Pustelnik , Jean-Christophe Pesquet , Caroline Chaux

In this paper we consider a system of quadratic equations |<z_j, x>|^2 = b_j, j = 1, ..., m, where x in R^n is unknown while normal random vectors z_j in R_n and quadratic measurements b_j in R are known. The system is assumed to be…

Information Theory · Computer Science 2012-09-24 Xiaodong Li , Vladislav Voroninski

We study the problem of recovering a structured signal from independently and identically drawn linear measurements. A convex penalty function $f(\cdot)$ is considered which penalizes deviations from the desired structure, and signal…

Statistics Theory · Mathematics 2019-06-21 Ehsan Abbasi , Fariborz Salehi , Babak Hassibi

This paper proposes a new framework to regularize the highly ill-posed and non-linear phase retrieval problem through deep generative priors using simple gradient descent algorithm. We experimentally show effectiveness of proposed algorithm…

Machine Learning · Computer Science 2018-08-20 Fahad Shamshad , Ali Ahmed