Related papers: Universality of Linearized Message Passing for Pha…
Approximate message passing is an iterative algorithm for compressed sensing and related applications. A solid theory about the performance and convergence of the algorithm exists for measurement matrices having iid entries of zero mean.…
The standard linear regression (SLR) problem is to recover a vector $\mathbf{x}^0$ from noisy linear observations $\mathbf{y}=\mathbf{Ax}^0+\mathbf{w}$. The approximate message passing (AMP) algorithm recently proposed by Donoho, Maleki,…
This paper investigates the convergence of the randomized Kaczmarz algorithm for the problem of phase retrieval of complex-valued objects. While this algorithm has been studied for the real-valued case}, its generalization to the…
The paper considers the phase retrieval problem in N-dimensional complex vector spaces. It provides two sets of deterministic measurement vectors which guarantee signal recovery for all signals, excluding only a specific subspace and a…
Generalized linear models (GLMs) arise in high-dimensional machine learning, statistics, communications and signal processing. In this paper we analyze GLMs when the data matrix is random, as relevant in problems such as compressed sensing,…
In a noiseless linear estimation problem, one aims to reconstruct a vector x* from the knowledge of its linear projections y=Phi x*. There have been many theoretical works concentrating on the case where the matrix Phi is a random i.i.d.…
Probabilistic inference problems arise naturally in distributed systems such as sensor networks and teams of mobile robots. Inference algorithms that use message passing are a natural fit for distributed systems, but they must be robust to…
A recent line of research termed unlabeled sensing and shuffled linear regression has been exploring under great generality the recovery of signals from subsampled and permuted measurements; a challenging problem in diverse fields of data…
The null vector method, based on a simple linear algebraic concept, is proposed as a solution to the phase retrieval problem. In the case with complex Gaussian random measurement matrices, a non-asymptotic error bound is derived, yielding…
In a recent paper, the authors proposed a new class of low-complexity iterative thresholding algorithms for reconstructing sparse signals from a small set of linear measurements \cite{DMM}. The new algorithms are broadly referred to as AMP,…
Approximate message passing (AMP) refers to a class of efficient algorithms for statistical estimation in high-dimensional problems such as compressed sensing and low-rank matrix estimation. This paper analyzes the performance of AMP in the…
We consider a phase retrieval problem, where we want to reconstruct a $n$-dimensional vector from its phaseless scalar products with $m$ sensing vectors, independently sampled from complex normal distributions. We show that, with a suitable…
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…
Vector approximate message passing (VAMP) is an efficient approximate inference algorithm used for generalized linear models. Although VAMP exhibits excellent performance, particularly when measurement matrices are sampled from rotationally…
We consider the problem of high-dimensional misspecified phase retrieval. This is where we have an $s$-sparse signal vector $\mathbf{x}_*$ in $\mathbb{R}^n$, which we wish to recover using sampling vectors…
The problem of how to find a sparse representation of a signal is an important one in applied and computational harmonic analysis. It is closely related to the problem of how to reconstruct a sparse vector from its projection in a much…
Phase retrieval refers to algorithmic methods for recovering a signal from its phaseless measurements. Local search algorithms that work directly on the non-convex formulation of the problem have been very popular recently. Due to the…
In many real-world problems, recovering sparse signals from underdetermined linear systems remains a fundamental challenge. Although $\ell_1$ norm minimization is widely used, it suffers from estimation bias that prevents it from reaching…
The generalized phase retrieval problem over compact groups aims to recover a set of matrices -- representing an unknown signal -- from their associated Gram matrices. This framework generalizes the classical phase retrieval problem, which…
In matrix recovery from random linear measurements, one is interested in recovering an unknown $M$-by-$N$ matrix $X_0$ from $n<MN$ measurements $y_i=Tr(A_i^T X_0)$ where each $A_i$ is an $M$-by-$N$ measurement matrix with i.i.d random…