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Suppose we are given a vector $f$ in $\R^N$. How many linear measurements do we need to make about $f$ to be able to recover $f$ to within precision $\epsilon$ in the Euclidean ($\ell_2$) metric? Or more exactly, suppose we are interested…

Classical Analysis and ODEs · Mathematics 2007-05-23 Emmanuel Candes , Terence Tao

The recovery of an unknown signal from its linear measurements is a fundamental problem spanning numerous scientific and engineering disciplines. Commonly, prior knowledge suggests that the underlying signal resides within a known algebraic…

Information Theory · Computer Science 2025-06-27 Zhiqiang Xu

Recovering an unknown complex signal from the magnitude of linear combinations of the signal is referred to as phase retrieval. We present an exact performance analysis of a recently proposed convex-optimization-formulation for this…

Information Theory · Computer Science 2018-01-23 Fariborz Salehi , Ehsan Abbasi , Babak Hassibi

We study the problem of estimating a low-rank positive semidefinite (PSD) matrix from a set of rank-one measurements using sensing vectors composed of i.i.d. standard Gaussian entries, which are possibly corrupted by arbitrary outliers.…

Information Theory · Computer Science 2016-12-21 Yuanxin Li , Yue Sun , Yuejie Chi

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

The problem of recovering a matrix of low rank from an incomplete and possibly noisy set of linear measurements arises in a number of areas. In order to derive rigorous recovery results, the measurement map is usually modeled…

Information Theory · Computer Science 2015-07-28 Maryia Kabanava , Richard Kueng , Holger Rauhut , Ulrich Terstiege

This chapter develops a theoretical analysis of the convex programming method for recovering a structured signal from independent random linear measurements. This technique delivers bounds for the sampling complexity that are similar with…

Information Theory · Computer Science 2014-12-05 Joel A. Tropp

In many applications we seek to recover signals from linear measurements far fewer than the ambient dimension, given the signals have exploitable structures such as sparse vectors or low rank matrices. In this paper we work in a general…

Information Theory · Computer Science 2023-11-14 Xuemei Chen

The paper presents several results that address a fundamental question in low-rank matrices recovery: how many measurements are needed to recover low rank matrices? We begin by investigating the complex matrices case and show that…

Numerical Analysis · Mathematics 2015-05-28 Zhiqiang Xu

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

Consider the task of recovering an unknown $n$-vector from phaseless linear measurements. This task is the phase retrieval problem. Through the technique of lifting, this nonconvex problem may be convexified into a semidefinite rank-one…

Optimization and Control · Mathematics 2015-02-17 Paul Hand

We consider a problem of considerable practical interest: the recovery of a data matrix from a sampling of its entries. Suppose that we observe m entries selected uniformly at random from a matrix M. Can we complete the matrix and recover…

Information Theory · Computer Science 2008-05-30 Emmanuel J. Candes , Benjamin Recht

We consider the problem of recovering low-rank matrices from random rank-one measurements, which spans numerous applications including covariance sketching, phase retrieval, quantum state tomography, and learning shallow polynomial neural…

Information Theory · Computer Science 2018-12-04 Yuanxin Li , Cong Ma , Yuxin Chen , Yuejie Chi

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

This paper studies the phase-only reconstruction problem of recovering a complex-valued signal $\textbf{x}$ in $\mathbb{C}^d$ from the phase of $\textbf{Ax}$ where $\textbf{A}$ is a given measurement matrix in $\mathbb{C}^{m\times d}$. The…

Signal Processing · Electrical Eng. & Systems 2023-02-01 Junren Chen , Michael K. Ng

We propose a new penalty, the springback penalty, for constructing models to recover an unknown signal from incomplete and inaccurate measurements. Mathematically, the springback penalty is a weakly convex function. It bears various…

Numerical Analysis · Mathematics 2022-08-22 Congpei An , Hao-Ning Wu , Xiaoming Yuan

The task of reconstructing a low rank matrix from incomplete linear measurements arises in areas such as machine learning, quantum state tomography and in the phase retrieval problem. In this note, we study the particular setup that the…

Information Theory · Computer Science 2016-12-12 Holger Rauhut , Ulrich Terstiege

Low-rank matrix recovery addresses the problem of recovering an unknown low-rank matrix from few linear measurements. Nuclear-norm minimization is a tractible approach with a recent surge of strong theoretical backing. Analagous to the…

Numerical Analysis · Mathematics 2015-05-27 Yonina C. Eldar , Deanna Needell , Yaniv Plan

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

This paper concerns the problem of recovering an unknown but structured signal $x \in R^n$ from $m$ quadratic measurements of the form $y_r=|<a_r,x>|^2$ for $r=1,2,...,m$. We focus on the under-determined setting where the number of…

Machine Learning · Computer Science 2017-02-22 Mahdi Soltanolkotabi
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