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This paper discusses phase retrieval algorithms for maximum likelihood (ML) estimation from measurements following independent Poisson distributions in very low-count regimes, e.g., 0.25 photon per pixel. To maximize the log-likelihood of…

Information Theory · Computer Science 2022-09-27 Zongyu Li , Kenneth Lange , Jeffrey A. Fessler

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

This paper considers the phase retrieval problem in which measurements consist of only the magnitude of several linear measurements of the unknown, e.g., spectral components of a time sequence. We develop low-complexity algorithms with…

Information Theory · Computer Science 2016-08-24 Tianyu Qiu , Prabhu Babu , Daniel P. Palomar

This paper describes a fast algorithm for recovering low-rank matrices from their linear measurements contaminated with Poisson noise: the Poisson noise Maximum Likelihood Singular Value thresholding (PMLSV) algorithm. We propose a convex…

Machine Learning · Statistics 2014-12-22 Yang Cao , Yao Xie

Proximal algorithms have gained popularity in recent years in large-scale and distributed optimization problems. One such problem is the phase retrieval problem, for which proximal operators have been proposed recently. The phase retrieval…

Optimization and Control · Mathematics 2018-08-16 Biel Roig-Solvas , Lee Makowski , Dana H. Brooks

In this paper, we propose two algorithms for solving linear inverse problems when the observations are corrupted by Poisson noise. A proper data fidelity term (log-likelihood) is introduced to reflect the Poisson statistics of the noise. On…

Applications · Statistics 2011-03-14 François-Xavier Dupé , Jalal Fadili , Jean-Luc Starck

This study focuses on solving group zero-norm regularized robust loss minimization problems. We propose a proximal Majorization-Minimization (PMM) algorithm to address a class of equivalent Difference-of-Convex (DC) surrogate optimization…

Optimization and Control · Mathematics 2025-05-30 Ling Liang , Shujun Bi

We consider the problem of regularized Poisson Non-negative Matrix Factorization (NMF) problem, encompassing various regularization terms such as Lipschitz and relatively smooth functions, alongside linear constraints. This problem holds…

Machine Learning · Computer Science 2024-04-26 Nathanaël Perraudin , Adrien Teutrie , Cécile Hébert , Guillaume Obozinski

In this paper, we introduce a proximal-proximal majorization-minimization (PPMM) algorithm for nonconvex tuning-free robust regression problems. The basic idea is to apply the proximal majorization-minimization algorithm to solve the…

Optimization and Control · Mathematics 2021-06-28 Peipei Tang , Chengjing Wang , Bo Jiang

This paper presents a novel algorithm for recovering missing data of phasor measurement units (PMUs). Due to the low-rank property of PMU data, missing measurement recovery can be formulated as a low-rank matrix-completion problem. Based on…

Numerical Analysis · Computer Science 2017-11-09 Mang Liao , Di Shi , Zhe Yu , Wendong Zhu , Zhiwei Wang , Yingmeng Xiang

In this paper, we consider high-dimensional nonconvex square-root-loss regression problems and introduce a proximal majorization-minimization (PMM) algorithm for these problems. Our key idea for making the proposed PMM to be efficient is to…

Optimization and Control · Mathematics 2020-05-28 Peipei Tang , Chengjing Wang , Defeng Sun , Kim-Chuan Toh

An outlier-resistance phase retrieval algorithm based on alternating direction method of multipliers (ADMM) is devised in this letter. Instead of the widely used least squares criterion that is only optimal for Gaussian noise environment,…

Information Theory · Computer Science 2017-02-22 Xue Jiang , H. C. So , X. Liu

In this paper we present a novel derivation for an existing node-based algorithm for distributed optimisation termed the primal-dual method of multipliers (PDMM). In contrast to its initial derivation, in this work monotone operator theory…

Optimization and Control · Mathematics 2017-11-07 Thomas Sherson , Richard Heusdens , W. Bastiaan Kleijn

Image acquisition in many biomedical imaging modalities is corrupted by Poisson noise followed by additive Gaussian noise. While total variation and related regularization methods for solving biomedical inverse problems are known to yield…

Image and Video Processing · Electrical Eng. & Systems 2019-03-11 Manu Ghulyani , Muthuvel Arigovindan

This paper considers the phase retrieval (PR) problem, which aims to reconstruct a signal from phaseless measurements such as magnitude or power spectrograms. PR is generally handled as a minimization problem involving a quadratic loss.…

Sound · Computer Science 2022-08-17 Pierre-Hugo Vial , Paul Magron , Thomas Oberlin , Cédric Févotte

In this paper we study nonconvex and nonsmooth multi-block optimization over Riemannian manifolds with coupled linear constraints. Such optimization problems naturally arise from machine learning, statistical learning, compressive sensing,…

Optimization and Control · Mathematics 2017-10-09 Junyu Zhang , Shiqian Ma , Shuzhong Zhang

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

This paper investigates the phase retrieval problem, which aims to recover a signal from the magnitudes of its linear measurements. We develop statistically and computationally efficient algorithms for the situation when the measurements…

Machine Learning · Statistics 2017-05-19 Huishuai Zhang , Yuejie Chi , Yingbin Liang

In this paper we propose an efficient distributed algorithm for solving loosely coupled convex optimization problems. The algorithm is based on a primal-dual interior-point method in which we use the alternating direction method of…

Optimization and Control · Mathematics 2015-02-10 Mariette Annergren , Sina Khoshfetrat Pakazad , Anders Hansson , Bo Wahlberg

Matrix decomposition is ubiquitous and has applications in various fields like speech processing, data mining and image processing to name a few. Under matrix decomposition, nonnegative matrix factorization is used to decompose a…

Optimization and Control · Mathematics 2019-05-14 R. Jyothi , P. Babu , R. Bahl
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