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Related papers: Provable Low Rank Phase Retrieval

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Low-rank representation (LRR) is an effective method for subspace clustering and has found wide applications in computer vision and machine learning. The existing LRR solver is based on the alternating direction method (ADM). It suffers…

Optimization and Control · Mathematics 2011-09-05 Zhouchen Lin , Risheng Liu , Zhixun Su

In this paper, we consider optimal low-rank regularized inverse matrix approximations and their applications to inverse problems. We give an explicit solution to a generalized rank-constrained regularized inverse approximation problem,…

Numerical Analysis · Mathematics 2016-03-21 Julianne Chung , Matthias Chung

Linear Quadratic Regulators (LQR) achieve enormous successful real-world applications. Very recently, people have been focusing on efficient learning algorithms for LQRs when their dynamics are unknown. Existing results effectively learn to…

Machine Learning · Computer Science 2021-02-15 Tianyu Wang , Lin F. Yang

In this letter, we propose an algorithm for recovery of sparse and low rank components of matrices using an iterative method with adaptive thresholding. In each iteration, the low rank and sparse components are obtained using a thresholding…

Numerical Analysis · Computer Science 2017-04-13 Nematollah Zarmehi , Farokh Marvasti

In this paper we study the matrix completion problem: Suppose $X \in {\mathbb R}^{n_r \times n_c}$ is unknown except for a known upper bound $r$ on its rank. By measuring a small number $m \ll n_r n_c$ of elements of $X$, is it possible to…

Machine Learning · Statistics 2020-05-22 Shantanu Prasad Burnwal , Mathukumalli Vidyasagar

This paper considers the phase retrieval problem in which measurements consist of only the magnitude of several linear measurements of the unknown, e.g., spectral components of a time sequence. We develop low-complexity algorithms with…

Information Theory · Computer Science 2016-08-24 Tianyu Qiu , Prabhu Babu , Daniel P. Palomar

Suppose we wish to recover a signal x in C^n from m intensity measurements of the form |<x,z_i>|^2, i = 1, 2,..., m; that is, from data in which phase information is missing. We prove that if the vectors z_i are sampled independently and…

Information Theory · Computer Science 2011-09-22 Emmanuel J. Candes , Thomas Strohmer , Vladislav Voroninski

We propose a new iteratively reweighted least squares (IRLS) algorithm for the recovery of a matrix $X \in \mathbb{C}^{d_1\times d_2}$ of rank $r \ll\min(d_1,d_2)$ from incomplete linear observations, solving a sequence of low complexity…

Numerical Analysis · Mathematics 2018-02-28 Christian Kümmerle , Juliane Sigl

This paper considers the phase retrieval (PR) problem, which aims to reconstruct a signal from phaseless measurements such as magnitude or power spectrograms. PR is generally handled as a minimization problem involving a quadratic loss.…

Sound · Computer Science 2022-08-17 Pierre-Hugo Vial , Paul Magron , Thomas Oberlin , Cédric Févotte

This paper deals with finding an $n$-dimensional solution $x$ to a system of quadratic equations of the form $y_i=|\langle{a}_i,x\rangle|^2$ for $1\le i \le m$, which is also known as phase retrieval and is NP-hard in general. We put forth…

Optimization and Control · Mathematics 2017-05-31 Gang Wang , Georgios B. Giannakis , Yousef Saad , Jie Chen

A linear and thus convex phase retrieval algorithm for the application in phaseless near-field far-field transformations is presented. The formulation exploits locally known phase relations among sets of measurement samples, which can in…

Signal Processing · Electrical Eng. & Systems 2022-06-24 Alexander Paulus , Jonas Kornprobst , Josef Knapp , Thomas F. Eibert

We consider the problem of finding a low rank symmetric matrix satisfying a system of linear equations, as appears in phase retrieval. In particular, we solve the gauge dual formulation, but use a fast approximation of the spectral…

Optimization and Control · Mathematics 2020-06-02 Ron Estrin , Yifan Sun , Halyun Jeong , Michael Friedlander

We propose an efficient matrix rank reduction method for non-negative matrices, whose time complexity is quadratic in the number of rows or columns of a matrix. Our key insight is to formulate rank reduction as a mean-field approximation by…

Machine Learning · Statistics 2021-03-05 Kazu Ghalamkari , Mahito Sugiyama

We propose a prox-regular-type low-rank constrained nonconvex nonsmooth optimization model for Robust Low-Rank Matrix Recovery (RLRMR), i.e., estimate problem of low-rank matrix from an observed signal corrupted by outliers. For RLRMR, the…

Optimization and Control · Mathematics 2026-02-03 Keita Kume , Isao Yamada

We study the problem of finding structured low-rank matrices using nuclear norm regularization where the structure is encoded by a linear map. In contrast to most known approaches for linearly structured rank minimization, we do not (a) use…

Systems and Control · Computer Science 2015-09-09 Adams Wei Yu , Wanli Ma , Yaoliang Yu , Jaime G. Carbonell , Suvrit Sra

The matrix low-rank approximation problem with additional convex constraints can find many applications and has been extensively studied before. However, this problem is shown to be nonconvex and NP-hard; most of the existing solutions are…

Numerical Analysis · Computer Science 2015-12-08 Ying Zhang

Reconstructing a signal from squared linear (rank-one quadratic) measurements is a challenging problem with important applications in optics and imaging, where it is known as phase retrieval. This paper proposes two new phase retrieval…

Information Theory · Computer Science 2016-09-21 Cheng Qian , Nicholas D. Sidiropoulos , Kejun Huang , Lei Huang , H. C. So

Separable multi-block convex optimization problem appears in many mathematical and engineering fields. In the first part of this paper, we propose an inertial proximal ADMM to solve a linearly constrained separable multi-block convex…

Numerical Analysis · Mathematics 2020-12-29 Peng Li , Wengu Chen , Qiyu Sun

Phase retrieval (PR), also sometimes referred to as quadratic sensing, is a problem that occurs in numerous signal and image acquisition domains ranging from optics, X-ray crystallography, Fourier ptychography, sub-diffraction imaging, and…

Machine Learning · Computer Science 2020-06-25 Namrata Vaswani

We study the recovery of low-rank Hermitian matrices from rank-one measurements obtained by uniform sampling from complex projective 3-designs, using nuclear-norm minimization. This framework includes phase retrieval as a special case via…

Information Theory · Computer Science 2025-12-15 Timm Gilles