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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…

Statistics Theory · Mathematics 2021-02-18 Antoine Maillard , Bruno Loureiro , Florent Krzakala , Lenka Zdeborová

The phase retrieval problem asks to recover a natural signal $y_0 \in \mathbb{R}^n$ from $m$ quadratic observations, where $m$ is to be minimized. As is common in many imaging problems, natural signals are considered sparse with respect to…

Information Theory · Computer Science 2018-07-12 Paul Hand , Oscar Leong , Vladislav Voroninski

Phase retrieval has been an attractive but difficult problem rising from physical science, and there has been a gap between state-of-the-art theoretical convergence analyses and the corresponding efficient retrieval methods. Firstly, these…

Information Theory · Computer Science 2017-12-06 Gen Li , Yuchen Jiao , Yuantao Gu

We consider a class of nonlinear mappings $\mathsf{F}_{A,N}$ in $\mathbb{R}^N$ indexed by symmetric random matrices $A\in\mathbb{R}^{N\times N}$ with independent entries. Within spin glass theory, special cases of these mappings correspond…

Probability · Mathematics 2015-03-18 Mohsen Bayati , Marc Lelarge , Andrea Montanari

This paper addresses the reconstruction of an unknown signal vector with sublinear sparsity from generalized linear measurements. Generalized approximate message-passing (GAMP) is proposed via state evolution in the sublinear sparsity…

Information Theory · Computer Science 2025-02-21 Keigo Takeuchi

Mean-field characterizations of first-order iterative algorithms -- including Approximate Message Passing (AMP), stochastic and proximal gradient descent, and Langevin diffusions -- have enabled a precise understanding of learning dynamics…

Statistics Theory · Mathematics 2025-07-01 Max Lovig , Tianhao Wang , Zhou Fan

Compressed sensing is a signal processing method that acquires data directly in a compressed form. This allows one to make less measurements than what was considered necessary to record a signal, enabling faster or more precise measurement…

Statistical Mechanics · Physics 2012-08-20 Florent Krzakala , Marc Mézard , François Sausset , Yifan Sun , Lenka Zdeborová

We propose and analyze an approximate message passing (AMP) algorithm for the matrix tensor product model, which is a generalization of the standard spiked matrix models that allows for multiple types of pairwise observations over a…

Machine Learning · Statistics 2023-06-28 Riccardo Rossetti , Galen Reeves

We consider the recovery of a nonnegative vector x from measurements y = Ax, where A is an m-by-n matrix whos entries are in {0, 1}. We establish that when A corresponds to the adjacency matrix of a bipartite graph with sufficient…

Information Theory · Computer Science 2010-01-26 Venkat Chandar , Devavrat Shah , Gregory W. Wornell

We consider the estimation of an i.i.d. (possibly non-Gaussian) vector $\xbf \in \R^n$ from measurements $\ybf \in \R^m$ obtained by a general cascade model consisting of a known linear transform followed by a probabilistic componentwise…

Information Theory · Computer Science 2012-12-04 Ulugbek S. Kamilov , Sundeep Rangan , Alyson K. Fletcher , Michael Unser

Signal recovery under generative neural network priors has emerged as a promising direction in statistical inference and computational imaging. Theoretical analysis of reconstruction algorithms under generative priors is, however,…

Information Theory · Computer Science 2025-10-31 Mara Daniels , Cédric Gerbelot , Florent Krzakala , Lenka Zdeborová

The idea that signals reside in a union of low dimensional subspaces subsumes many low dimensional models that have been used extensively in the recent decade in many fields and applications. Until recently, the vast majority of works have…

Numerical Analysis · Mathematics 2019-11-26 Tom Tirer , Raja Giryes

In this study, we propose a generalized turbo signal recovery algorithm to estimate a signal from quantized measurements, in which the sensing matrix is a row-orthogonal matrix, such as the partial discrete Fourier transform matrix. The…

Information Theory · Computer Science 2016-11-17 Ting Liu , Chao-Kai Wen , Shi Jin , Xiaohu You

It has been observed that the performances of many high-dimensional estimation problems are universal with respect to underlying sensing (or design) matrices. Specifically, matrices with markedly different constructions seem to achieve…

Information Theory · Computer Science 2023-07-24 Rishabh Dudeja , Subhabrata Sen , Yue M. Lu

Phase retrieval arises in various fields of science and engineering and it is well studied in a finite-dimensional setting. In this paper, we consider an infinite-dimensional phase retrieval problem to reconstruct real-valued signals living…

Information Theory · Computer Science 2016-03-07 Yang Chen , Cheng Cheng , Qiyu Sun , Haichao Wang

We describe a new algorithm to solve a particular phase retrieval problem, that has wide applications in audio processing: the reconstruction of a function from its scalogram, that is from the modulus of its wavelet transform. It is a…

Optimization and Control · Mathematics 2017-04-11 Irène Waldspurger

In this paper we tackle the problem of recovering the phase of complex linear measurements when only magnitude information is available and we control the input. We are motivated by the recent development of dedicated optics-based hardware…

Machine Learning · Computer Science 2020-02-17 Sidharth Gupta , Rémi Gribonval , Laurent Daudet , Ivan Dokmanić

We study compressed sensing (CS) signal reconstruction problems where an input signal is measured via matrix multiplication under additive white Gaussian noise. Our signals are assumed to be stationary and ergodic, but the input statistics…

Information Theory · Computer Science 2016-11-03 Yanting Ma , Junan Zhu , Dror Baron

Signal recovery from unitarily invariant measurements is investigated in this paper. A message-passing algorithm is formulated on the basis of expectation propagation (EP). A rigorous analysis is presented for the dynamics of the algorithm…

Information Theory · Computer Science 2019-05-22 Keigo Takeuchi

Phase retrieval consists in the recovery of a complex-valued signal from intensity-only measurements. As it pervades a broad variety of applications, many researchers have striven to develop phase-retrieval algorithms. Classical approaches…