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In this short note we propose a simple two-stage sparse phase retrieval strategy that uses a near-optimal number of measurements, and is both computationally efficient and robust to measurement noise. In addition, the proposed strategy is…

Numerical Analysis · Mathematics 2015-04-27 Mark Iwen , Aditya Viswanathan , Yang Wang

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…

Information Theory · Computer Science 2016-06-13 Ritesh Kolte , Ayfer Özgür

Sparse modeling has been widely and successfully used in many applications such as computer vision, machine learning, and pattern recognition. Accompanied with those applications, significant research has studied the theoretical limits and…

Information Theory · Computer Science 2016-10-04 Yuki Itoh , Marco F. Duarte , Mario Parente

In this paper, we provide a general methodology to draw statistical inferences on individual signal coordinates or linear combinations of them in sparse phase retrieval. Given an initial estimator for the targeting parameter (some simple…

Methodology · Statistics 2020-09-29 Yisha Yao

We present a novel approach for recovering a sparse signal from cross-correlated data. Cross-correlations naturally arise in many fields of imaging, such as optics, holography and seismic interferometry. Compared to the sparse signal…

Signal Processing · Electrical Eng. & Systems 2021-04-28 Miguel Moscoso , Alexei Novikov , George Papanicolaou , Chrysoula Tsogka

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

We consider a sparse high dimensional regression model where the goal is to recover a $k$-sparse unknown vector $\beta^*$ from $n$ noisy linear observations of the form $Y=X\beta^*+W \in \mathbb{R}^n$ where $X \in \mathbb{R}^{n \times p}$…

Statistics Theory · Mathematics 2019-09-24 David Gamarnik , Ilias Zadik

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

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

Common ISAR radar images and signals can be reconstructed from much fewer samples than the sampling theorem requires since they are usually sparse. Unavailable randomly positioned samples can result from heavily corrupted parts of the…

Information Theory · Computer Science 2016-11-17 Ljubisa Stankovic

Phase retrieval refers to algorithmic methods for recovering a signal from its phaseless measurements. Local search algorithms that work directly on the non-convex formulation of the problem have been very popular recently. Due to the…

Information Theory · Computer Science 2020-03-06 Rishabh Dudeja , Milad Bakhshizadeh , Junjie Ma , Arian Maleki

A new sparse signal recovery algorithm for multiple-measurement vectors (MMV) problem is proposed in this paper. The sparse representation is iteratively drawn based on the idea of zero-point attracting projection (ZAP). In each iteration,…

Information Theory · Computer Science 2015-03-20 Yang You , Laming Chen , Yuantao Gu , Wei Feng , Hui Dai

The problem of recovering a signal from its phaseless Fourier transform measurements, called Fourier phase retrieval, arises in many applications in engineering and science. Fourier phase retrieval poses fundamental theoretical and…

Information Theory · Computer Science 2017-11-08 Tamir Bendory , Robert Beinert , Yonina C. Eldar

This note presents a unified analysis of the recovery of simple objects from random linear measurements. When the linear functionals are Gaussian, we show that an s-sparse vector in R^n can be efficiently recovered from 2s log n…

Information Theory · Computer Science 2012-03-01 Emmanuel Candes , Benjamin Recht

We consider the problem of mixed sparse linear regression with two components, where two real $k$-sparse signals $\beta_1, \beta_2$ are to be recovered from $n$ unlabelled noisy linear measurements. The sparsity is allowed to be sublinear…

Machine Learning · Statistics 2023-07-07 Gabriel Arpino , Ramji Venkataramanan

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…

Information Theory · Computer Science 2012-04-04 Seyed Hossein Hosseini , Mahrokh G. Shayesteh

We demonstrate that a sparse signal can be estimated from the phase of complex random measurements, in a "phase-only compressive sensing" (PO-CS) scenario. With high probability and up to a global unknown amplitude, we can perfectly recover…

Information Theory · Computer Science 2020-11-13 Laurent Jacques , Thomas Feuillen

The one-dimensional phase retrieval problem consists in the recovery of a complex-valued signal from its Fourier intensity. Due to the well-known ambiguousness of this problem, the determination of the original signal within the extensive…

Numerical Analysis · Mathematics 2021-03-19 Robert Beinert

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 study how well one can recover sparse principal components of a data matrix using a sketch formed from a few of its elements. We show that for a wide class of optimization problems, if the sketch is close (in the spectral norm) to the…

Machine Learning · Computer Science 2015-03-16 Abhisek Kundu , Petros Drineas , Malik Magdon-Ismail
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