Related papers: Approximate methods for phase retrieval via gauge …
We consider the high-dimensional inference problem where the signal is a low-rank matrix which is corrupted by an additive Gaussian noise. Given a probabilistic model for the low-rank matrix, we compute the limit in the large dimension…
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…
In the compressive phase retrieval problem, or phaseless compressed sensing, or compressed sensing from intensity only measurements, the goal is to reconstruct a sparse or approximately $k$-sparse vector $x \in \mathbb{R}^n$ given access to…
An approach to parameter optimization for the low-rank matrix recovery method in hyperspectral imaging is discussed. We formulate an optimization problem with respect to the initial parameters of the low-rank matrix recovery method. The…
Low rank matrix recovery problems appear widely in statistics, combinatorics, and imaging. One celebrated method for solving these problems is to formulate and solve a semidefinite program (SDP). It is often known that the exact solution to…
The conjugate gradient method is a widely used algorithm for the numerical solution of a system of linear equations. It is particularly attractive because it allows one to take advantage of sparse matrices and produces (in case of infinite…
We propose a unified framework to solve general low-rank plus sparse matrix recovery problems based on matrix factorization, which covers a broad family of objective functions satisfying the restricted strong convexity and smoothness…
We introduce an adaptive structured low rank algorithm to recover MR images from their undersampled Fourier coefficients. The image is modeled as a combination of a piecewise constant component and a piecewise linear component. The Fourier…
In this paper, we discuss application of iterative Stochastic Optimization routines to the problem of sparse signal recovery from noisy observation. Using Stochastic Mirror Descent algorithm as a building block, we develop a multistage…
We explore a fundamental problem of super-resolving a signal of interest from a few measurements of its low-pass magnitudes. We propose a 2-stage tractable algorithm that, in the absence of noise, admits perfect super-resolution of an…
Sparse signal reconstruction algorithms have attracted research attention due to their wide applications in various fields. In this paper, we present a simple Bayesian approach that utilizes the sparsity constraint and a priori statistical…
We consider gradient-related methods for low-rank matrix optimization with a smooth cost function. The methods operate on single factors of the low-rank factorization and share aspects of both alternating and Riemannian optimization. Two…
In this paper, a method for recursively computing approximate modal paths is developed. A recursive formulation of the modal path can be obtained either by backward or forward dynamic programming. By combining both methods, a ``two-filter''…
This paper aims to address the phase retrieval problem from subgaussian measurements with arbitrary noise, with a focus on devising robust and efficient algorithms for solving non-convex problems. To ensure uniqueness of solutions in the…
We develop an efficient stochastic variance reduced gradient descent algorithm to solve the affine rank minimization problem consists of finding a matrix of minimum rank from linear measurements. The proposed algorithm as a stochastic…
In recent years, there has been a growing interest in mathematical models leading to the minimization, in a symmetric matrix space, of a Bregman divergence coupled with a regularization term. We address problems of this type within a…
Differentiable systems in this paper means systems of equations that are described by differentiable real functions in real matrix variables. This paper proposes algorithms for finding minimal rank solutions to such systems over (arbitrary…
In phase retrieval problems, a signal of interest (SOI) is reconstructed based on the magnitude of a linear transformation of the SOI observed with additive noise. The linear transform is typically referred to as a measurement matrix. Many…
One fundamental goal of high-dimensional statistics is to detect or recover planted structure (such as a low-rank matrix) hidden in noisy data. A growing body of work studies low-degree polynomials as a restricted model of computation for…
Updating a linear least squares solution can be critical for near real-time signalprocessing applications. The Greville algorithm proposes a simple formula for updating the pseudoinverse of a matrix A $\in$ R nxm with rank r. In this paper,…