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Several strategies in phase retrieval are unified by an iterative "difference map" constructed from a pair of elementary projections and a single real parameter $\beta$. For the standard application in optics, where the two projections…

Numerical Analysis · Mathematics 2025-10-20 Veit Elser

In this paper, we consider the phase recovery problem, where a complex signal vector has to be estimated from the knowledge of the modulus of its linear projections, from a naive variational Bayesian point of view. In particular, we derive…

Information Theory · Computer Science 2015-08-11 Angélique Drémeau , Florent Krzakala

This paper deals with sparse phase retrieval, i.e., the problem of estimating a vector from quadratic measurements under the assumption that few components are nonzero. In particular, we consider the problem of finding the sparsest vector…

Information Theory · Computer Science 2014-02-25 Fabien Lauer , Henrik Ohlsson

We consider the problem of phase retrieval, i.e. that of solving systems of quadratic equations. A simple variant of the randomized Kaczmarz method was recently proposed for phase retrieval, and it was shown numerically to have a…

Numerical Analysis · Mathematics 2018-01-16 Yan Shuo Tan , Roman Vershynin

We study theoretical limits of \emph{descending} phase retrieval algorithms. Utilizing \emph{Random duality theory} (RDT) we develop a generic program that allows statistical characterization of various algorithmic performance metrics.…

Machine Learning · Statistics 2025-06-24 Mihailo Stojnic

In this paper, we propose an algorithm based on the Alternating Minimization technique to solve the uplink massive MIMO detection problem. The proposed algorithm provides a lower complexity compared to the conventional MMSE detection…

Information Theory · Computer Science 2019-02-26 Anis Elgabli , Ali Elghariani , Vaneet Aggarwal , Mark Bell

We propose an information-theoretic framework for phase retrieval. Specifically, we consider the problem of recovering an unknown n-dimensional vector x up to an overall sign factor from m=Rn phaseless measurements with compression rate R…

Information Theory · Computer Science 2015-04-23 Erwin Riegler , Georg Tauböck

Meta-learning synthesizes and leverages the knowledge from a given set of tasks to rapidly learn new tasks using very little data. Meta-learning of linear regression tasks, where the regressors lie in a low-dimensional subspace, is an…

Machine Learning · Computer Science 2021-05-19 Kiran Koshy Thekumparampil , Prateek Jain , Praneeth Netrapalli , Sewoong Oh

Motivated by an application in computational biology, we consider low-rank matrix factorization with $\{0,1\}$-constraints on one of the factors and optionally convex constraints on the second one. In addition to the non-convexity shared…

Machine Learning · Statistics 2014-01-24 Martin Slawski , Matthias Hein , Pavlo Lutsik

We derive an efficient stochastic algorithm for inverse problems that present an unknown linear forcing term and a set of nonlinear parameters to be recovered. It is assumed that the data is noisy and that the linear part of the problem is…

Numerical Analysis · Mathematics 2019-09-17 Darko Volkov

This paper aims to characterize the optimal frame for phase retrieval, defined as the frame whose condition number for phase retrieval attains its minimal value. In the context of the two-dimensional real case, we reveal the connection…

Information Theory · Computer Science 2026-02-17 Zhiqiang Xu , Zili Xu , Xinyue Zhang

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

The phase retrieval problem has garnered significant attention since the development of the PhaseLift algorithm, which is a convex program that operates in a lifted space of matrices. Because of the substantial computational cost due to…

Information Theory · Computer Science 2016-11-15 Paul Hand , Vladislav Voroninski

Phase retrieval arises in various fields of science and engineering and it is well studied in a finite-dimensional setting. In this paper, we consider an infinite-dimensional phase retrieval problem to reconstruct real-valued signals living…

Information Theory · Computer Science 2016-03-07 Yang Chen , Cheng Cheng , Qiyu Sun , Haichao Wang

We propose a new approach to linear ill-posed inverse problems. Our algorithm alternates between enforcing two constraints: the measurements and the statistical correlation structure in some transformed space. We use a non-linear multiscale…

Computational Engineering, Finance, and Science · Computer Science 2018-12-04 Ivan Dokmanić , Joan Bruna , Stéphane Mallat , Maarten de Hoop

Inverse problems arise in situations where data is available, but the underlying model is not. It can therefore be necessary to infer the parameters of the latter starting from the former. Statistical mechanics offers a toolbox of…

Statistical Mechanics · Physics 2025-07-04 Stefano Bae , Dario Bocchi , Luca Maria Del Bono , Luca Leuzzi

We consider the problem of recovering a lowrank matrix M from a small number of random linear measurements. A popular and useful example of this problem is matrix completion, in which the measurements reveal the values of a subset of the…

Information Theory · Computer Science 2009-10-05 Emmanuel J. Candes , Yaniv Plan

This work studies the Low Rank Phase Retrieval (LRPR) problem: recover an $n \times q$ rank-$r$ matrix $X^*$ from $y_k = |A_k^\top x^*_k|$, $k=1, 2,..., q$, when each $y_k$ is an m-length vector containing independent phaseless linear…

Information Theory · Computer Science 2021-02-25 Seyedehsara Nayer , Namrata Vaswani

Affine rank minimization algorithms typically rely on calculating the gradient of a data error followed by a singular value decomposition at every iteration. Because these two steps are expensive, heuristic approximations are often used to…

Optimization and Control · Mathematics 2013-06-04 Stephen Becker , Volkan Cevher , Anastasios Kyrillidis

Chance constrained program is computationally intractable due to the existence of chance constraints, which are randomly disturbed and should be satisfied with a probability. This paper proposes a two-layer randomized algorithm to address…

Optimization and Control · Mathematics 2019-11-11 Xun Shen , Jiancang Zhuang , Xingguo Zhang
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