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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

We study a nonconvex optimization algorithmic approach to phase retrieval and the more general problem of semidefinite low-rank matrix sensing. Specifically, we analyze the nonconvex landscape of a quartic Burer-Monteiro factored…

Optimization and Control · Mathematics 2026-04-20 Andrew D. McRae

We consider the problem of estimation of a low-rank matrix from a limited number of noisy rank-one projections. In particular, we propose two fast, non-convex \emph{proper} algorithms for matrix recovery and support them with rigorous…

Machine Learning · Statistics 2017-05-23 Mohammadreza Soltani , Chinmay Hegde

We study the role of the constraint set in determining the solution to low-rank, positive semidefinite (PSD) matrix sensing problems. The setting we consider involves rank-one sensing matrices: In particular, given a set of rank-one…

Machine Learning · Statistics 2021-04-07 T. Mitchell Roddenberry , Santiago Segarra , Anastasios Kyrillidis

This paper studies the problem of recovering a low-rank matrix from several noisy random linear measurements. We consider the setting where the rank of the ground-truth matrix is unknown a priori and use an objective function built from a…

Optimization and Control · Mathematics 2025-07-29 Lijun Ding , Zhen Qin , Liwei Jiang , Jinxin Zhou , Zhihui Zhu

We study nonconvex optimization for phase retrieval and the more general problem of semidefinite low-rank matrix sensing; in particular, we focus on the global nonconvex landscape of overparametrized versions of the nonsmooth amplitude…

Optimization and Control · Mathematics 2025-11-25 Andrew D. McRae

We study the low-rank phase retrieval problem, where we try to recover a $d_1\times d_2$ low-rank matrix from a series of phaseless linear measurements. This is a fourth-order inverse problem, as we are trying to recover factors of matrix…

Information Theory · Computer Science 2020-07-07 Kiryung Lee , Sohail Bahmani , Yonina Eldar , Justin Romberg

This paper considers phase retrieval from the magnitude of 1D over-sampled Fourier measurements, a classical problem that has challenged researchers in various fields of science and engineering. We show that an optimal vector in a…

Optimization and Control · Mathematics 2016-11-03 Kejun Huang , Yonina C. Eldar , Nicholas D. Sidiropoulos

The problem of recovering a one-dimensional signal from its Fourier transform magnitude, called Fourier phase retrieval, is ill-posed in most cases. We consider the closely-related problem of recovering a signal from its phaseless…

Information Theory · Computer Science 2017-07-25 Tamir Bendory , Yonina C. Eldar , Nicolas Boumal

Positive semidefinite matrix factorization (PSDMF) expresses each entry of a nonnegative matrix as the inner product of two positive semidefinite (psd) matrices. When all these psd matrices are constrained to be diagonal, this model is…

Signal Processing · Electrical Eng. & Systems 2021-07-07 Dana Lahat , Yanbin Lang , Vincent Y. F. Tan , Cédric Févotte

We consider the problem of recovering signals from their power spectral density. This is a classical problem referred to in literature as the phase retrieval problem, and is of paramount importance in many fields of applied sciences. In…

Information Theory · Computer Science 2013-11-12 Kishore Jaganathan , Samet Oymak , Babak Hassibi

We develop two iterative algorithms for solving the low rank phase retrieval (LRPR) problem. LRPR refers to recovering a low-rank matrix $\X$ from magnitude-only (phaseless) measurements of random linear projections of its columns. Both…

Information Theory · Computer Science 2017-08-02 Namrata Vaswani , Seyedehsara Nayer , Yonina C. Eldar

We study an estimator with a convex formulation for recovery of low-rank matrices from rank-one projections. Using initial estimates of the factors of the target $d_1\times d_2$ matrix of rank-$r$, the estimator admits a practical…

Statistics Theory · Mathematics 2021-01-12 Sohail Bahmani , Kiryung Lee

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

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 aim to find a solution $\bm{x}\in\mathbb{C}^n$ to a system of quadratic equations of the form $b_i=\lvert\bm{a}_i^*\bm{x}\rvert^2$, $i=1,2,\ldots,m$, e.g., the well-known NP-hard phase retrieval problem. As opposed to recently proposed…

Optimization and Control · Mathematics 2019-05-28 Ji Li , Jian-Feng Cai , Hongkai Zhao

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

A novel algorithm for the recovery of low-rank matrices acquired via compressive linear measurements is proposed and analyzed. The algorithm, a variation on the iterative hard thresholding algorithm for low-rank recovery, is designed to…

Numerical Analysis · Mathematics 2018-10-30 Simon Foucart , Srinivas Subramanian

In this paper, we propose a new algorithm for recovery of low-rank matrices from compressed linear measurements. The underlying idea of this algorithm is to closely approximate the rank function with a smooth function of singular values,…

Information Theory · Computer Science 2016-11-18 Mohammadreza Malek-Mohammadi , Massoud Babaie-Zadeh , Mikael Skoglund

Recently, Musco and Woodruff (FOCS, 2017) showed that given an $n \times n$ positive semidefinite (PSD) matrix $A$, it is possible to compute a $(1+\epsilon)$-approximate relative-error low-rank approximation to $A$ by querying…

Data Structures and Algorithms · Computer Science 2021-06-16 Ainesh Bakshi , Nadiia Chepurko , David P. Woodruff
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