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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

Phase retrieval is known to always be unstable when using a frame or continuous frame for an infinite dimensional Hilbert space. We consider a generalization of phase retrieval to the setting of subspaces of $L_2$ which coincides with using…

Functional Analysis · Mathematics 2022-03-08 Robert Calderbank , Ingrid Daubechies , Daniel Freeman , Nikki Freeman

The problem of phase retrieval is a classic one in optics and arises when one is interested in recovering an unknown signal from the magnitude (intensity) of its Fourier transform. While there have existed quite a few approaches to phase…

Information Theory · Computer Science 2015-10-28 Kishore Jaganathan , Yonina C. Eldar , Babak Hassibi

We consider the problem of parameter estimation in a high-dimensional generalized linear model. Spectral methods obtained via the principal eigenvector of a suitable data-dependent matrix provide a simple yet surprisingly effective…

Statistics Theory · Mathematics 2025-07-11 Yihan Zhang , Hong Chang Ji , Ramji Venkataramanan , Marco Mondelli

Boolean matrix factorization and Boolean matrix completion from noisy observations are desirable unsupervised data-analysis methods due to their interpretability, but hard to perform due to their NP-hardness. We treat these problems as…

Statistics Theory · Mathematics 2016-02-08 Siamak Ravanbakhsh , Barnabas Poczos , Russell Greiner

We study the sparse phase retrieval problem, which seeks to recover a sparse signal from a limited set of magnitude-only measurements. In contrast to prevalent sparse phase retrieval algorithms that primarily use first-order methods, we…

Information Theory · Computer Science 2024-03-20 Jian-Feng Cai , Yu Long , Ruixue Wen , Jiaxi Ying

Generalized approximate message passing (GAMP) is a promising technique for unknown signal reconstruction of generalized linear models (GLM). However, it requires that the transformation matrix has independent and identically distributed…

Information Theory · Computer Science 2021-10-18 Feiyan Tian , Lei Liu , Xiaoming Chen

We derive an efficient stochastic algorithm for inverse problems that present an unknown linear forcing term and a set of nonlinear parameters to be recovered. It is assumed that the data is noisy and that the linear part of the problem is…

Numerical Analysis · Mathematics 2019-09-17 Darko Volkov

A novel framework to construct an efficient sensing (measurement) matrix, called mixed adaptive-random (MAR) matrix, is introduced for directly acquiring a compressed image representation. The mixed sampling (sensing) procedure hybridizes…

Information Theory · Computer Science 2015-04-07 Jun Yang , Wei E. I. Sha , Hongyang Chao , Zhu Jin

Generally, phase retrieval problem can be viewed as the reconstruction of a function/signal from only the magnitude of the linear measurements. These measurements can be, for example, the Fourier transform of the density function.…

Optimization and Control · Mathematics 2019-11-21 Bing Gao , Haixia Liu , Yang Wang

We study algorithms for solving quadratic systems of equations based on optimization methods over polytopes. Our work is inspired by a recently proposed convex formulation of the phase retrieval problem, which estimates the unknown signal…

Information Theory · Computer Science 2018-05-25 Oussama Dhifallah , Christos Thrampoulidis , Yue M. Lu

In the matrix sensing problem, one wishes to reconstruct a matrix from (possibly noisy) observations of its linear projections along given directions. We consider this model in the high-dimensional limit: while previous works on this model…

Machine Learning · Statistics 2025-11-13 Yizhou Xu , Antoine Maillard , Lenka Zdeborová , Florent Krzakala

In this paper, we consider the sparse phase retrieval problem, recovering an $s$-sparse signal $\bm{x}^{\natural}\in\mathbb{R}^n$ from $m$ phaseless samples $y_i=|\langle\bm{x}^{\natural},\bm{a}_i\rangle|$ for $i=1,\ldots,m$. Existing…

Numerical Analysis · Mathematics 2021-10-15 Jian-Feng Cai , Jingzhi Li , Xiliang Lu , Juntao You

In a variety of fields, in particular those involving imaging and optics, we often measure signals whose phase is missing or has been irremediably distorted. Phase retrieval attempts to recover the phase information of a signal from the…

Information Theory · Computer Science 2019-10-02 Gilles Baechler , Miranda Kreković , Juri Ranieri , Amina Chebira , Yue M. Lu , Martin Vetterli

For approximate inference in the generalized quadratic equations model, many state-of-the-art algorithms lack any prior knowledge of the target signal structure, exhibits slow convergence, and can not handle any analytic prior knowledge of…

Information Theory · Computer Science 2024-02-27 Huimin Zhu

A common goal in many research areas is to reconstruct an unknown signal x from noisy linear measurements. Approximate message passing (AMP) is a class of low-complexity algorithms that can be used for efficiently solving such…

Signal Processing · Electrical Eng. & Systems 2020-03-27 Hangjin Liu , Cynthia Rush , Dror Baron

We propose a Bayesian framework for the received-signal-strength-based cooperative localization problem with unknown path loss exponent. Our purpose is to infer the marginal posterior of each unknown parameter: the position or the path loss…

Signal Processing · Electrical Eng. & Systems 2020-04-22 Di Jin , Feng Yin , Carsten Fritsche , Fredrik Gustafsson , Abdelhak M. Zoubir

In this paper, we study the problem of jointly retrieving the state of a dynamical system, as well as the state of the sensors deployed to estimate it. We assume that the sensors possess a simple computational unit that is capable of…

Optimization and Control · Mathematics 2017-03-21 Andreea B. Alexandru , Sergio Pequito , Ali Jadbabaie , George J. Pappas

We study the problem of signal estimation from non-linear observations when the signal belongs to a low-dimensional set buried in a high-dimensional space. A rough heuristic often used in practice postulates that non-linear observations may…

Information Theory · Computer Science 2015-11-17 Yaniv Plan , Roman Vershynin

We study the problem of recovering an incomplete $m\times n$ matrix of rank $r$ with columns arriving online over time. This is known as the problem of life-long matrix completion, and is widely applied to recommendation system, computer…

Machine Learning · Computer Science 2016-12-04 Maria-Florina Balcan , Hongyang Zhang