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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 considers the problem of solving systems of quadratic equations, namely, recovering an object of interest $\mathbf{x}^{\natural}\in\mathbb{R}^{n}$ from $m$ quadratic equations/samples…

Machine Learning · Statistics 2019-06-13 Yuxin Chen , Yuejie Chi , Jianqing Fan , Cong Ma

Proximal algorithms have gained popularity in recent years in large-scale and distributed optimization problems. One such problem is the phase retrieval problem, for which proximal operators have been proposed recently. The phase retrieval…

Optimization and Control · Mathematics 2018-08-16 Biel Roig-Solvas , Lee Makowski , Dana H. Brooks

In diffraction imaging, one is tasked with reconstructing a signal from its power spectrum. To resolve the ambiguity in this inverse problem, one might invoke prior knowledge about the signal, but phase retrieval algorithms in this vein…

Functional Analysis · Mathematics 2013-06-26 Afonso S. Bandeira , Yutong Chen , Dustin G. Mixon

In the undersampled phase retrieval problem, the goal is to recover an $N$-dimensional complex signal $\mathbf{x}$ from only $M<N$ noisy intensity measurements without phase information. This problem has drawn a lot of attention to reduce…

Information Theory · Computer Science 2017-10-11 Tianyu Qiu , Daniel P. Palomar

Matrix completion aims to recover an unknown low-rank matrix from a small subset of its entries. In many applications, the rank of the unknown target matrix is known in advance. In this paper, first we revisit a recently proposed rank-based…

Optimization and Control · Mathematics 2024-06-11 Tacildo de Souza Araújo , Douglas S. Gonçalves , Cristiano Torezzan

A common approach for compressing large-scale data is through matrix sketching. In this work, we consider the problem of recovering low-rank matrices from two noisy linear sketches using the double sketching scheme discussed in Fazel et al.…

Numerical Analysis · Mathematics 2023-07-17 Anna Ma , Dominik Stöger , Yizhe Zhu

We consider the problem of phase retrieval, namely, recovery of a signal from the magnitude of its Fourier transform, or of any other linear transform. Due to the loss of the Fourier phase information, this problem is ill-posed. Therefore,…

Information Theory · Computer Science 2023-07-19 Yoav Shechtman , Amir Beck , Yonina C. Eldar

We derive an algorithm of optimal complexity which determines whether a given matrix is a Cauchy matrix, and which exactly recovers the Cauchy points defining a Cauchy matrix from the matrix entries. Moreover, we study how to approximate a…

Numerical Analysis · Mathematics 2015-12-22 Jörg Liesen , Robert Luce

We derive a set of ptychography phase-retrieval iterative engines based on proximal algorithms originally developed in convex optimization theory, and discuss their connections with existing ones. The use of proximal operator creates a…

Image and Video Processing · Electrical Eng. & Systems 2020-04-22 Hanfei Yan

In this paper, we study the phase retrieval problem in the situation where the vector to be recovered has an a priori structure that can encoded into a regularization term. This regularizer is intended to promote solutions conforming to…

Optimization and Control · Mathematics 2024-07-24 Jean-Jacques Godeme , Jalal Fadili

This paper investigates the phase retrieval problem, which aims to recover a signal from the magnitudes of its linear measurements. We develop statistically and computationally efficient algorithms for the situation when the measurements…

Machine Learning · Statistics 2017-05-19 Huishuai Zhang , Yuejie Chi , Yingbin Liang

Phase recovery from the bispectrum is a central problem in speckle interferometry which can be posed as an optimization problem minimizing a weighted nonlinear least-squares objective function. We look at two different formulations of the…

Numerical Analysis · Mathematics 2019-06-26 James L. Herring , James Nagy , Lars Ruthotto

We study the low-rank phase retrieval problem, where the objective is to recover a sequence of signals (typically images) given the magnitude of linear measurements of those signals. Existing solutions involve recovering a matrix…

Image and Video Processing · Electrical Eng. & Systems 2022-02-18 Soo Min Kwon , Xin Li , Anand D. Sarwate

This paper studies the matrix completion problem under arbitrary sampling schemes. We propose a new estimator incorporating both max-norm and nuclear-norm regularization, based on which we can conduct efficient low-rank matrix recovery…

Machine Learning · Statistics 2016-09-27 Ethan X. Fang , Han Liu , Kim-Chuan Toh , Wen-Xin Zhou

Low rank approximation is a commonly occurring problem in many computer vision and machine learning applications. There are two common ways of optimizing the resulting models. Either the set of matrices with a given rank can be explicitly…

Computer Vision and Pattern Recognition · Computer Science 2019-07-24 Marcus Valtonen Örnhag , Carl Olsson , Anders Heyden

We investigate the problem of recovering a partially observed high-rank matrix whose columns obey a nonlinear structure such as a union of subspaces, an algebraic variety or grouped in clusters. The recovery problem is formulated as the…

Machine Learning · Statistics 2022-12-12 Florentin Goyens , Coralia Cartis , Armin Eftekhari

The recovery of a signal from the magnitudes of its transformation, like the Fourier transform, is known as the phase retrieval problem and is of big relevance in various fields of engineering and applied physics. In this paper, we present…

Optimization and Control · Mathematics 2023-06-23 Rossen Nenov , Dang-Khoa Nguyen , Peter Balazs , Radu Ioan Bot

This paper considers a large class of problems where we seek to recover a low rank matrix and/or sparse vector from some set of measurements. While methods based on convex relaxations suffer from a (possibly large) estimator bias, and other…

Machine Learning · Statistics 2021-09-28 April Sagan , John E. Mitchell

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