Related papers: Approximate methods for phase retrieval via gauge …
Many popular statistical models, such as factor and random effects models, give arise a certain type of covariance structures that is a summation of low rank and sparse matrices. This paper introduces a penalized approximation framework to…
Recovery of low-rank matrices has recently seen significant activity in many areas of science and engineering, motivated by recent theoretical results for exact reconstruction guarantees and interesting practical applications. A number of…
We present a simple, accurate method for solving consistent, rank-deficient linear systems, with or without addi- tional rank-completing constraints. Such problems arise in a variety of applications, such as the computation of the…
Low-rank approximation of a matrix by means of structured random sampling has been consistently efficient in its extensive empirical studies around the globe, but adequate formal support for this empirical phenomenon has been missing so…
We consider the phase retrieval problem of reconstructing a $n$-dimensional real or complex signal $\mathbf{X}^{\star}$ from $m$ (possibly noisy) observations $Y_\mu = | \sum_{i=1}^n \Phi_{\mu i} X^{\star}_i/\sqrt{n}|$, for a large class of…
In convex optimization, duality theory can sometimes lead to simpler solution methods than those resulting from direct primal analysis. In this paper, this principle is applied to a class of composite variational problems arising in…
The Phase Retrieval problem is dealt with for the challenging case where just a single set of (phaseless) radiated field data is available. In particular, even still emulating the solution of crosswords puzzles, we provide decisive…
We study accelerated optimization methods in the Gaussian phase retrieval problem. In this setting, we prove that gradient methods with Polyak or Nesterov momentum have similar implicit regularization to gradient descent. This implicit…
The main objective of this paper is to find algorithms accompanied by explicit error bounds for phase retrieval from noisy magnitudes of frame coefficients when the underlying frame has a low redundancy. We achieve these goals with frames…
We study the problem of learning mixtures of low-rank models, i.e. reconstructing multiple low-rank matrices from unlabelled linear measurements of each. This problem enriches two widely studied settings -- low-rank matrix sensing and mixed…
We present a strategy for the recovery of a sparse solution of a common problem in acoustic engineering, which is the reconstruction of sound source levels and locations applying microphone array measurements. The considered task bears…
In this paper, we study the affine phase retrieval problem, which aims to recover signals from the magnitudes of affine measurements. We develop second-order optimization methods based on Newton and Gauss-Newton iterations and establish…
This work introduces a novel Fourier phase retrieval model, called polarimetric phase retrieval that enables a systematic use of polarization information in Fourier phase retrieval problems. We provide a complete characterization of…
Substantial progress has been made recently on developing provably accurate and efficient algorithms for low-rank matrix factorization via nonconvex optimization. While conventional wisdom often takes a dim view of nonconvex optimization…
In many areas of imaging science, it is difficult to measure the phase of linear measurements. As such, one often wishes to reconstruct a signal from intensity measurements, that is, perform phase retrieval. In this paper, we provide a…
Phase retrieval can be expressed as one non-convex constrained optimization problem to identify one phase minimizer in the primal space. Many iterative transform techniques have been proposed to identify the minimizer, e.g., relaxed…
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…
We develop fixed-point algorithms for the approximation of structured matrices with rank penalties. In particular we use these fixed-point algorithms for making approximations by sums of exponentials, or frequency estimation. For the basic…
We consider the rank minimization problem from quadratic measurements, i.e., recovering a rank $r$ matrix $X \in \mathbb{R}^{n \times r}$ from $m$ scalar measurements $y_i=a_i^{\top} XX^{\top} a_i,\;a_i\in \mathbb{R}^n,\;i=1,\ldots,m$. Such…
Non-negative matrix factorization is a basic tool for decomposing data into the feature and weight matrices under non-negativity constraints, and in practice is often solved in the alternating minimization framework. However, it is unclear…