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In this work we develop an algorithm for signal reconstruction from the magnitude of its Fourier transform in a situation where some (non-zero) parts of the sought signal are known. Although our method does not assume that the known part…

Optics · Physics 2012-03-06 Eliyahu Osherovich , Michael Zibulevsky , Irad Yavneh

The classical Kaczmarz iteration and its randomized variants are popular tools for fast inversion of linear overdetermined systems. This method extends naturally to the setting of the phase retrieval problem via substituting at each…

Numerical Analysis · Mathematics 2017-07-25 Halyun Jeong , C. Sinan Güntürk

One of the most powerful approaches to imaging at the nanometer or subnanometer length scale is coherent diffraction imaging using X-ray sources. For amorphous (non-crystalline) samples, the raw data can be interpreted as the modulus of the…

Numerical Analysis · Mathematics 2020-04-02 Alexander Barnett , Charles L. Epstein , Leslie Greengard , Jeremy Magland

This paper considers the problem of recovering a $k$-sparse, $N$-dimensional complex signal from Fourier magnitude measurements. It proposes a Fourier optics setup such that signal recovery up to a global phase factor is possible with very…

Information Theory · Computer Science 2014-10-28 Çağkan Yapar , Volker Pohl , Holger Boche

In this paper, we discuss application of iterative Stochastic Optimization routines to the problem of sparse signal recovery from noisy observation. Using Stochastic Mirror Descent algorithm as a building block, we develop a multistage…

Machine Learning · Statistics 2022-03-31 Anatoli Juditsky , Andrei Kulunchakov , Hlib Tsyntseus

We present the first phase retrieval algorithm guaranteed to solve the multidimensional phase retrieval problem in polynomial arithmetic complexity without prior information. The method successfully terminates in O(N log(N)) operations for…

Image and Video Processing · Electrical Eng. & Systems 2024-07-02 Cole Brabec , Sivan Trajtenberg-Mills , Luca Daniel , Dirk Englund

In this paper, we consider the phase retrieval problem in which one aims to recover a signal from the magnitudes of affine measurements. Let $\{{\mathbf a}_j\}_{j=1}^m \subset {\mathbb H}^d$ and ${\mathbf b}=(b_1, \ldots,…

Information Theory · Computer Science 2016-08-23 Bing Gao , Qiyu Sun , Yang Wang , Zhiqiang Xu

In the last five decades, iterative phase retrieval methods draw large amount of interest across the research community as a non-interferometric approach to recover quantitative phase distributions from one (or more) intensity measurement.…

Optics · Physics 2020-07-21 Nathaniel Hai , Joseph Rosen

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…

Information Theory · Computer Science 2020-10-14 Teng Zhang , Feng Yu

The problem of recovering a signal from its phaseless Fourier transform measurements, called Fourier phase retrieval, arises in many applications in engineering and science. Fourier phase retrieval poses fundamental theoretical and…

Information Theory · Computer Science 2017-11-08 Tamir Bendory , Robert Beinert , Yonina C. Eldar

Sampling a target probability distribution with an unknown normalization constant is a fundamental challenge in computational science and engineering. Recent work shows that algorithms derived by considering gradient flows in the space of…

Machine Learning · Statistics 2024-03-12 Yifan Chen , Daniel Zhengyu Huang , Jiaoyang Huang , Sebastian Reich , Andrew M Stuart

Phase retrieval is a prevalent problem in digital signal processing and experimental physics that consists of estimating a complex signal from magnitude measurements. This paper expands the classical phase retrieval framework to electric…

Signal Processing · Electrical Eng. & Systems 2023-05-17 Samuel Talkington , Santiago Grijalva

Many statistical $M$-estimators are based on convex optimization problems formed by the combination of a data-dependent loss function with a norm-based regularizer. We analyze the convergence rates of projected gradient and composite…

Machine Learning · Statistics 2012-07-26 Alekh Agarwal , Sahand N. Negahban , Martin J. Wainwright

Variational inference approximates the posterior distribution of a probabilistic model with a parameterized density by maximizing a lower bound for the model evidence. Modern solutions fit a flexible approximation with stochastic gradient…

Machine Learning · Statistics 2017-07-13 Joseph Sakaya , Arto Klami

Phase retrieval is the nonlinear inverse problem of recovering a true signal from its Fourier magnitude measurements. It arises in many applications such as astronomical imaging, X-Ray crystallography, microscopy, and more. The problem is…

Computer Vision and Pattern Recognition · Computer Science 2023-05-11 Rohun Agrawal , Oscar Leong

Solving the generalized eigenvalue problem is a useful method for finding energy eigenstates of large quantum systems. It uses projection onto a set of basis states which are typically not orthogonal. One needs to invert a matrix whose…

Nuclear Theory · Physics 2023-04-05 Caleb Hicks , Dean Lee

Phase retrieval is the classical problem of recovering a signal $x^* \in \mathbb{R}^n$ from its noisy phaseless measurements $y_i = \langle a_i, x^* \rangle^2 + \zeta_i$ (where $\zeta_i$ denotes noise, and $a_i$ is the sensing vector) for…

Machine Learning · Computer Science 2026-02-12 Santanu Das , Jatin Batra

We present a convex relaxation-based algorithm for large-scale general phase retrieval problems. General phase retrieval problems include i.a. the estimation of the phase of the optical field in the pupil plane based on intensity…

Optimization and Control · Mathematics 2018-08-15 Reinier Doelman , H. Thao Nguyen , Michel Verhaegen

Phase retrieval refers to a classical nonconvex problem of recovering a signal from its Fourier magnitude measurements. Inspired by the compressed sensing technique, signal sparsity is exploited in recent studies of phase retrieval to…

Computational Physics · Physics 2013-02-04 Zai Yang , Cishen Zhang , Lihua Xie

Phase retrieval refers to the problem of recovering a high-dimensional vector $\boldsymbol{x} \in \mathbb{C}^N$ from the magnitude of its linear transform $\boldsymbol{z} = A \boldsymbol{x}$, observed through a noisy channel. To improve the…

Computation · Statistics 2024-10-10 Hajime Ueda , Shun Katakami , Masato Okada
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