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We study the performance of Empirical Risk Minimization in noisy phase retrieval problems, indexed by subsets of $\R^n$ and relative to subgaussian sampling; that is, when the given data is $y_i=\inr{a_i,x_0}^2+w_i$ for a subgaussian random…

Statistics Theory · Mathematics 2013-11-21 Guillaume Lecué , Shahar Mendelson

Phase retrieval (PR) is a popular research topic in signal processing and machine learning. However, its performance degrades significantly when the measurements are corrupted by noise or outliers. To address this limitation, we propose a…

Optimization and Control · Mathematics 2025-05-30 Jun Fan , Ailing Yan , Xianchao Xiu , Wanquan Liu

The problem of recovering a signal $\mathbf{x}\in \mathbb{R}^n$ from a set of magnitude measurements $y_i=|\langle \mathbf{a}_i, \mathbf{x} \rangle |, \; i=1,\ldots,m$ is referred as phase retrieval, which has many applications in fields of…

Information Theory · Computer Science 2021-01-12 Jianfeng Cai , Meng Huang , Dong Li , Yang Wang

In this paper, we propose a new non-convex algorithm for solving the phase retrieval problem, i.e., the reconstruction of a signal $ \vx\in\H^n $ ($\H=\R$ or $\C$) from phaseless samples $ b_j=\abs{\langle \va_j, \vx\rangle } $, $…

Numerical Analysis · Mathematics 2020-10-15 Bing Gao , Xinwei Sun , Yang Wang , Zhiqiang Xu

We consider a least absolute deviation (LAD) approach to the robust phase retrieval problem that aims to recover a signal from its absolute measurements corrupted with sparse noise. To solve the resulting non-convex optimization problem, we…

Signal Processing · Electrical Eng. & Systems 2024-04-25 Seonho Kim , Kiryung Lee

Suppose we wish to recover a signal x in C^n from m intensity measurements of the form |<x,z_i>|^2, i = 1, 2,..., m; that is, from data in which phase information is missing. We prove that if the vectors z_i are sampled independently and…

Information Theory · Computer Science 2011-09-22 Emmanuel J. Candes , Thomas Strohmer , Vladislav Voroninski

The problem of reconstructing a sparse signal vector from magnitude-only measurements (a.k.a., compressive phase retrieval), emerges naturally in diverse applications, but it is NP-hard in general. Building on recent advances in nonconvex…

Information Theory · Computer Science 2018-10-17 Liang Zhang , Gang Wang , Georgios B. Giannakis , Jie Chen

We study the problem of recovering the phase from magnitude measurements; specifically, we wish to reconstruct a complex-valued signal x of C^n about which we have phaseless samples of the form y_r = |< a_r,x >|^2, r = 1,2,...,m (knowledge…

Information Theory · Computer Science 2016-11-17 Emmanuel Candes , Xiaodong Li , Mahdi Soltanolkotabi

Phase retrieval problems involve solving linear equations, but with missing sign (or phase, for complex numbers) information. More than four decades after it was first proposed, the seminal error reduction algorithm of (Gerchberg and Saxton…

Machine Learning · Statistics 2015-06-15 Praneeth Netrapalli , Prateek Jain , Sujay Sanghavi

This paper aims to address the phase retrieval problem from subgaussian measurements with arbitrary noise, with a focus on devising robust and efficient algorithms for solving non-convex problems. To ensure uniqueness of solutions in the…

Optimization and Control · Mathematics 2024-12-11 Haiyang Peng , Deren Han , Linbin Li , Meng Huang

We develop a fast phase retrieval method which can utilize a large class of local phaseless correlation-based measurements in order to recover a given signal ${\bf x} \in \mathbb{C}^d$ (up to an unknown global phase) in near-linear…

Numerical Analysis · Mathematics 2016-07-12 Mark Iwen , Aditya Viswanathan , Yang Wang

Phase retrieval aims to recover a signal $x \in \mathbb{C}^{n}$ from its amplitude measurements $|<x, a_i > |^2$, $i=1,2,...,m$, where $a_i$'s are over-complete basis vectors, with $m$ at least $3n -2$ to ensure a unique solution up to a…

Optimization and Control · Mathematics 2014-10-09 Penghang Yin , Jack Xin

Conventional sparse phase retrieval schemes can recover sparse signals from the magnitude of linear measurements only up to a global phase ambiguity. This work proposes a novel approach that instead utilizes the magnitude of affine…

Information Theory · Computer Science 2021-05-25 Ming-Hsun Yang , Y. -W. Peter Hong , Jwo-Yuh Wu

We consider the recovery of a (real- or complex-valued) signal from magnitude-only measurements, known as phase retrieval. We formulate phase retrieval as a convex optimization problem, which we call PhaseMax. Unlike other convex methods…

Information Theory · Computer Science 2018-01-31 Tom Goldstein , Christoph Studer

We consider the robust phase retrieval problem of recovering the unknown signal from the magnitude-only measurements, where the measurements can be contaminated by both sparse arbitrary corruption and bounded random noise. We propose a new…

Machine Learning · Statistics 2018-01-08 Jinghui Chen , Lingxiao Wang , Xiao Zhang , Quanquan Gu

We consider the problem of recovering an unknown signal $\pmb{x}_0\in \mathbb{R}^{n}$ from phaseless measurements. In this paper, we study the convex phase retrieval problem via PhaseLift from linear Gaussian measurements perturbed by…

Information Theory · Computer Science 2023-11-23 Gao Huang , Song Li , Hang Xu

Consider the task of recovering an unknown $n$-vector from phaseless linear measurements. This task is the phase retrieval problem. Through the technique of lifting, this nonconvex problem may be convexified into a semidefinite rank-one…

Optimization and Control · Mathematics 2015-02-17 Paul Hand

We address the problem of signal reconstruction from intensity measurements with respect to a measurement frame. This non-convex inverse problem is known as phase retrieval. The case considered in this paper concerns phaseless measurements…

Functional Analysis · Mathematics 2019-02-13 Goetz E. Pfander , Palina Salanevich

Phase retrieval is a nonlinear inverse problem that arises in a wide range of imaging modalities, from electron microscopy to Fourier ptychography. In particular, the reconstruction is facilitated when the sensing matrix is i.i.d. random,…

We describe a new algorithm to solve a particular phase retrieval problem, that has wide applications in audio processing: the reconstruction of a function from its scalogram, that is from the modulus of its wavelet transform. It is a…

Optimization and Control · Mathematics 2017-04-11 Irène Waldspurger