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In this paper, we introduce a novel iterative algorithm for the problem of phase-retrieval where the measurements consist of only the magnitude of linear function of the unknown signal, and the noise in the measurements follow Poisson…

Signal Processing · Electrical Eng. & Systems 2022-04-06 Ghania Fatima , Zongyu Li , Aakash Arora , Prabhu Babu

We develop procedures, based on minimization of the composition $f(x) = h(c(x))$ of a convex function $h$ and smooth function $c$, for solving random collections of quadratic equalities, applying our methodology to phase retrieval problems.…

Statistics Theory · Mathematics 2018-04-24 John C. Duchi , Feng Ruan

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

Higher-order low-rank tensors naturally arise in many applications including hyperspectral data recovery, video inpainting, seismic data recon- struction, and so on. We propose a new model to recover a low-rank tensor by simultaneously…

Numerical Analysis · Computer Science 2015-07-07 Yangyang Xu , Ruru Hao , Wotao Yin , Zhixun Su

We consider the problem of reconstructing a rank-$k$ $n \times n$ matrix $M$ from a sampling of its entries. Under a certain incoherence assumption on $M$ and for the case when both the rank and the condition number of $M$ are bounded, it…

Machine Learning · Statistics 2017-08-23 David Gamarnik , Quan Li , Hongyi Zhang

In the compressive phase retrieval problem, or phaseless compressed sensing, or compressed sensing from intensity only measurements, the goal is to reconstruct a sparse or approximately $k$-sparse vector $x \in \mathbb{R}^n$ given access to…

Data Structures and Algorithms · Computer Science 2020-03-03 Yi Li , Vasileios Nakos

Matrix completion, i.e., the exact and provable recovery of a low-rank matrix from a small subset of its elements, is currently only known to be possible if the matrix satisfies a restrictive structural constraint---known as {\em…

Machine Learning · Statistics 2014-07-22 Yudong Chen , Srinadh Bhojanapalli , Sujay Sanghavi , Rachel Ward

Phase retrieval has become a very active area of research. We will classify when phase retrieval by Parseval frames passes to the Naimark complement and when phase retrieval by projections passes to the orthogonal complements. We introduce…

Functional Analysis · Mathematics 2014-09-30 Saeid Bahmanpour , Jameson Cahill , Peter G. Casazza , John Jasper , Lindsey M. Woodland

This paper shows how data-driven deep generative models can be utilized to solve challenging phase retrieval problems, in which one wants to reconstruct a signal from only few intensity measurements. Classical iterative algorithms are known…

Image and Video Processing · Electrical Eng. & Systems 2020-07-17 Martin Reiche , Peter Jung

Phase retrieval aims to recover a signal $x \in \mathbb{C}^{n}$ from its amplitude measurements $|<x, a_i > |^2$, $i=1,2,...,m$, where $a_i$'s are over-complete basis vectors, with $m$ at least $3n -2$ to ensure a unique solution up to a…

Optimization and Control · Mathematics 2014-10-09 Penghang Yin , Jack Xin

We propose a flexible convex relaxation for the phase retrieval problem that operates in the natural domain of the signal. Therefore, we avoid the prohibitive computational cost associated with "lifting" and semidefinite programming (SDP)…

Information Theory · Computer Science 2017-03-17 Sohail Bahmani , Justin Romberg

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…

Machine Learning · Statistics 2018-01-08 Jinghui Chen , Lingxiao Wang , Xiao Zhang , Quanquan Gu

We study phase retrieval from magnitude measurements of an unknown signal as an algebraic estimation problem. Indeed, phase retrieval from rank-one and more general linear measurements can be treated in an algebraic way. It is verified that…

Functional Analysis · Mathematics 2014-02-18 Franz J Király , Martin Ehler

We derive an estimate of statistical error in calculating the trace of a large matrix by using random vector, and show that {\em random phase vector} gives the results with the smallest statistical error for a given basis set. This result…

Statistical Mechanics · Physics 2007-05-23 Toshiaki Iitaka , Toshikazu Ebisuzaki

We present an algorithm for marginalising changepoints in time-series models that assume a fixed number of unknown changepoints. Our algorithm is differentiable with respect to its inputs, which are the values of latent random variables…

Machine Learning · Computer Science 2019-11-25 Hyoungjin Lim , Gwonsoo Che , Wonyeol Lee , Hongseok Yang

We consider the problem of reconstructing a low rank matrix from a subset of its entries and analyze two variants of the so-called Alternating Minimization algorithm, which has been proposed in the past. We establish that when the…

Machine Learning · Statistics 2016-09-21 David Gamarnik , Sidhant Misra

Companion paper [118] developed a powerful \emph{Random duality theory} (RDT) based analytical program to statistically characterize performance of \emph{descending} phase retrieval algorithms (dPR) (these include all variants of gradient…

Machine Learning · Statistics 2025-06-24 Mihailo Stojnic

This paper develops a novel framework for phase retrieval, a problem which arises in X-ray crystallography, diffraction imaging, astronomical imaging and many other applications. Our approach combines multiple structured illuminations…

Information Theory · Computer Science 2011-09-21 Emmanuel J. Candes , Yonina Eldar , Thomas Strohmer , Vlad Voroninski

An outlier-resistance phase retrieval algorithm based on alternating direction method of multipliers (ADMM) is devised in this letter. Instead of the widely used least squares criterion that is only optimal for Gaussian noise environment,…

Information Theory · Computer Science 2017-02-22 Xue Jiang , H. C. So , X. Liu

We report on progress in algorithms for iterative phase retrieval. The theory of convex optimization is used to develop and to gain insight into counterparts for the nonconvex problem of phase retrieval. We propose a relaxation of averaged…

Optimization and Control · Mathematics 2009-11-10 D. Russell Luke
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