Related papers: Information Theoretic Limits for Phase Retrieval w…
We address the problem of variable selection in a high-dimensional but sparse mean model, under the additional constraint that only privatised data are available for inference. The original data are vectors with independent entries having a…
PhaseLift, proposed by E.J. Cand\`{e}s et al., is one convex relaxation approach for phase retrieval. The relaxation enlarges the solution set from rank one matrices to positive semidefinite matrices. In this paper, a relaxation is employed…
In this paper, we develop a framework of generalized phase retrieval in which one aims to reconstruct a vector ${\mathbf x}$ in ${\mathbb R}^d$ or ${\mathbb C}^d$ through quadratic samples ${\mathbf x}^*A_1{\mathbf x}, \dots, {\mathbf…
Matrix completion algorithms recover a low rank matrix from a small fraction of the entries, each entry contaminated with additive errors. In practice, the singular vectors and singular values of the low rank matrix play a pivotal role for…
We consider a popular nonsmooth formulation of the real phase retrieval problem. We show that under standard statistical assumptions, a simple subgradient method converges linearly when initialized within a constant relative distance of an…
We consider the problem of compressed sensing and of (real-valued) phase retrieval with random measurement matrix. We derive sharp asymptotics for the information-theoretically optimal performance and for the best known polynomial algorithm…
Linear regression studies the problem of estimating a model parameter $\beta^* \in \mathbb{R}^p$, from $n$ observations $\{(y_i,\mathbf{x}_i)\}_{i=1}^n$ from linear model $y_i = \langle \mathbf{x}_i,\beta^* \rangle + \epsilon_i$. We…
The line spectral estimation problem consists in recovering the frequencies of a complex valued time signal that is assumed to be sparse in the spectral domain from its discrete observations. Unlike the gridding required by the classical…
Non-convex constraints have recently proven a valuable tool in many optimisation problems. In particular sparsity constraints have had a significant impact on sampling theory, where they are used in Compressed Sensing and allow structured…
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.…
Consider a scenario in which an unknown signal is transformed by a known linear operator, and then the pointwise absolute value of the unknown output function is reported. This scenario appears in several applications, and the goal is to…
This paper studies phase and norm retrieval by subspaces. We first investigate norm retrieval by hyperplanes. We show that if $N$ hyperplanes $\{\varphi_i^\perp\}_{i=1}^N\subset \mathbb{R}^N$ allow norm retrieval and the vectors…
The success of the compressed sensing paradigm has shown that a substantial reduction in sampling and storage complexity can be achieved in certain linear and non-adaptive estimation problems. It is therefore an advisable strategy for…
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…
In this paper, we propose a general framework for the asymptotic analysis of node-based verification-based algorithms. In our analysis we tend the signal length $n$ to infinity. We also let the number of non-zero elements of the signal $k$…
In this paper, we consider the problem of estimating the underlying graph associated with an Ising model given a number of independent and identically distributed samples. We adopt an \emph{approximate recovery} criterion that allows for a…
We study the support recovery problem for a high-dimensional signal observed with additive noise. With suitable parametrization of the signal sparsity and magnitude of its non-zero components, we characterize a phase-transition phenomenon…
A compressed sensing method consists of a rectangular measurement matrix, $M \in \mathbbm{R}^{m \times N}$ with $m \ll N$, together with an associated recovery algorithm, $\mathcal{A}: \mathbbm{R}^m \rightarrow \mathbbm{R}^N$. Compressed…
Hypercomplex signal processing (HSP) offers powerful tools for analyzing and processing multidimensional signals by explicitly exploiting inter-dimensional correlations through Clifford algebra. In recent years, hypercomplex formulations of…
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…