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We propose two novel approaches to the recovery of an (approximately) sparse signal from noisy linear measurements in the case that the signal is a priori known to be non-negative and obey given linear equality constraints, such as simplex…

Information Theory · Computer Science 2015-06-17 Jeremy Vila , Philip Schniter

Phase retrieval is in general a non-convex and non-linear task and the corresponding algorithms struggle with the issue of local minima. We consider the case where the measurement samples within typically very small and disconnected subsets…

Signal Processing · Electrical Eng. & Systems 2022-06-28 Jonas Kornprobst , Alexander Paulus , Josef Knapp , Thomas F. Eibert

We consider a phase retrieval problem, where the goal is to reconstruct a $n$-dimensional complex vector from its phaseless scalar products with $m$ sensing vectors, independently sampled from complex normal distributions. We show that,…

Statistics Theory · Mathematics 2018-12-05 Teng Zhang

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

Sparse support recovery (SSR) is an important part of the compressive sensing (CS). Most of the current SSR methods are with the full information measurements. But in practice the amplitude part of the measurements may be seriously…

Information Theory · Computer Science 2011-06-21 Yipeng Liu , Qun Wan , Fei Wen , Jia Xu , Yingning Peng

This paper considers the noisy sparse phase retrieval problem: recovering a sparse signal $x \in \mathbb{R}^p$ from noisy quadratic measurements $y_j = (a_j' x )^2 + \epsilon_j$, $j=1, \ldots, m$, with independent sub-exponential noise…

Statistics Theory · Mathematics 2015-06-11 T. Tony Cai , Xiaodong Li , Zongming Ma

Phase retrieval refers to algorithmic methods for recovering a signal from its phaseless measurements. Local search algorithms that work directly on the non-convex formulation of the problem have been very popular recently. Due to the…

Information Theory · Computer Science 2020-03-06 Rishabh Dudeja , Milad Bakhshizadeh , Junjie Ma , Arian Maleki

We propose a novel sparse tensor decomposition method, namely Tensor Truncated Power (TTP) method, that incorporates variable selection into the estimation of decomposition components. The sparsity is achieved via an efficient truncation…

Machine Learning · Statistics 2016-05-04 Will Wei Sun , Junwei Lu , Han Liu , Guang Cheng

We consider an $\ell_2$-regularized non-convex optimization problem for recovering signals from their noisy phaseless observations. We design and study the performance of a message passing algorithm that aims to solve this optimization…

Information Theory · Computer Science 2018-02-27 Junjie Ma , Ji Xu , Arian Maleki

This contribution proposes a two stage strategy to allow for phase retrieval in state of the art sub-Nyquist sampling schemes for sparse multiband signals. The proposed strategy is based on data acquisition via modulated wideband converters…

Information Theory · Computer Science 2015-09-29 Çağkan Yapar , Volker Pohl , Holger Boche

Given a linear system in a real or complex domain, linear regression aims to recover the model parameters from a set of observations. Recent studies in compressive sensing have successfully shown that under certain conditions, a linear…

Statistics Theory · Mathematics 2016-11-15 Henrik Ohlsson , Allen Y. Yang , Roy Dong , S. Shankar Sastry

This paper investigates the sparse phase retrieval problem, which aims to recover a sparse signal from a system of quadratic measurements. In this work, we propose a novel non-convex algorithm, termed Gradient Hard Thresholding Pursuit…

Numerical Analysis · Mathematics 2025-02-18 Licheng Dai , Xiliang Lu , Juntao You

Compressed sensing deals with the recovery of sparse signals from linear measurements. Without any additional information, it is possible to recover an $s$-sparse signal using $m \gtrsim s \log(d/s)$ measurements in a robust and stable way.…

Functional Analysis · Mathematics 2016-05-25 Axel Flinth

Reconstructing continuous signals from a small number of discrete samples is a fundamental problem across science and engineering. In practice, we are often interested in signals with 'simple' Fourier structure, such as bandlimited,…

Data Structures and Algorithms · Computer Science 2018-12-24 Haim Avron , Michael Kapralov , Cameron Musco , Christopher Musco , Ameya Velingker , Amir Zandieh

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

In many applications, signals are measured according to a linear process, but the phases of these measurements are often unreliable or not available. To reconstruct the signal, one must perform a process known as phase retrieval. This paper…

Functional Analysis · Mathematics 2013-07-30 Matthew Fickus , Dustin G. Mixon , Aaron A. Nelson , Yang Wang

A fundamental task in phase retrieval is to recover an unknown signal $\vx\in \Rn$ from a set of magnitude-only measurements $y_i=\abs{\nj{\va_i,\vx}}, \; i=1,\ldots,m$. In this paper, we propose two novel perturbed amplitude models (PAMs)…

Numerical Analysis · Mathematics 2021-12-16 Jian-Feng Cai , Meng Huang , Dong Li , Yang Wang

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

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

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,…

Information Theory · Computer Science 2017-03-24 Boshra Rajaei , Sylvain Gigan , Florent Krzakala , Laurent Daudet