Related papers: Linear convergence of randomized Kaczmarz method f…
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…
We consider the problem of solving linear least squares problems in a framework where only evaluations of the linear map are possible. We derive randomized methods that do not need any other matrix operations than forward evaluations,…
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…
Randomized iterative algorithms for solving a factorized linear system, $\mathbf A\mathbf B\mathbf x=\mathbf b$ with $\mathbf A\in{\mathbb{R}}^{m\times \ell}$, $\mathbf B\in{\mathbb{R}}^{\ell\times n}$, and $\mathbf b\in{\mathbb{R}}^m$,…
A Riemannian gradient descent algorithm and a truncated variant are presented to solve systems of phaseless equations $|Ax|^2=y$. The algorithms are developed by exploiting the inherent low rank structure of the problem based on the…
We study the convergence rate of gradient-based local search methods for solving low-rank matrix recovery problems with general objectives in both symmetric and asymmetric cases, under the assumption of the restricted isometry property.…
We address the problem of recovering an n-vector from m linear measurements lacking sign or phase information. We show that lifting and semidefinite relaxation suffice by themselves for stable recovery in the setting of m = O(n log n)…
Sparse and low rank tensor recovery has emerged as a significant area of research with applications in many fields such as computer vision. However, minimizing the $\ell_0$-norm of a vector or the rank of a matrix is NP-hard. Instead, their…
In this work, we study the robust phase retrieval problem where the task is to recover an unknown signal $\theta^* \in \mathbb{R}^d$ in the presence of potentially arbitrarily corrupted magnitude-only linear measurements. We propose an…
Solving quadratic systems of equations in n variables and m measurements of the form $y_i = |a^T_i x|^2$ , $i = 1, ..., m$ and $x \in R^n$ , which is also known as phase retrieval, is a hard nonconvex problem. In the case of standard…
We consider the question of estimating a real low-complexity signal (such as a sparse vector or a low-rank matrix) from the phase of complex random measurements. We show that in this "phase-only compressive sensing" (PO-CS) scenario, we can…
This paper considers phase retrieval from the magnitude of 1D over-sampled Fourier measurements, a classical problem that has challenged researchers in various fields of science and engineering. We show that an optimal vector in a…
We consider faithfully combining phase retrieval with classical compressed sensing. Inspired by the recent novel formulation for phase retrieval called PhaseMax, we present and analyze SparsePhaseMax, a linear program for phaseless…
The Kaczmarz method is an iterative method for solving large systems of equations that projects iterates orthogonally onto the solution space of each equation. In contrast to direct methods such as Gaussian elimination or QR-factorization,…
The low rank approximation of matrices is a crucial component in many data mining applications today. A competitive algorithm for this class of problems is the randomized block Lanczos algorithm - an amalgamation of the traditional block…
The Sampling Kaczmarz Motzkin (SKM) algorithm is a generalized method for solving large scale linear systems of inequalities. Having its root in the relaxation method of Agmon, Schoenberg, and Motzkin and the randomized Kaczmarz method, SKM…
We introduce a quantum linear system solving algorithm based on the Kaczmarz method, a widely used workhorse for large linear systems and least-squares problems that updates the solution by enforcing one equation at a time. Its simplicity…
Time-parallel algorithms, such as Parareal, are well-understood for linear problems, but their convergence analysis for nonlinear, chaotic systems remains limited. This paper introduces a new theoretical framework for analysing…
We consider the problem of reconstructing two signals from the autocorrelation and cross-correlation measurements. This inverse problem is a fundamental one in signal processing, and arises in many applications, including phase retrieval…
In phase retrieval, the goal is to recover a complex signal from the magnitude of its linear measurements. While many well-known algorithms guarantee deterministic recovery of the unknown signal using i.i.d. random measurement matrices,…