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We consider the problem of signal reconstruction from quadratic measurements that are encoded as +1 or -1 depending on whether they exceed a predetermined positive threshold or not. Binary measurements are fast to acquire and inexpensive in…

Information Theory · Computer Science 2018-03-14 Subhadip Mukherjee , Chandra Sekhar Seelamantula

With a Bayesian approach, the linear optics correction algorithm for storage rings is revisited. Starting from the Bayes' theorem, a complete linear optics model is simplified as "likelihood functions" and "prior probability distributions".…

Accelerator Physics · Physics 2019-04-18 Yongjun Li , Robert Rainer , Weixing Cheng

In this paper, we consider compressive/sparse affine phase retrieval proposed in [B. Gao B, Q. Sun, Y. Wang and Z. Xu, Adv. in Appl. Math., 93(2018), 121-141]. By the lift technique, and heuristic nuclear norm for convex relaxation of rank…

Optimization and Control · Mathematics 2018-09-24 Wengu Chen , Peng Li , Qiyu Sun

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

In this paper, a methodology is investigated for signal recovery in the presence of non-Gaussian noise. In contrast with regularized minimization approaches often adopted in the literature, in our algorithm the regularization parameter is…

Optimization and Control · Mathematics 2017-01-23 Yosra Marnissi , Yuling Zheng , Emilie Chouzenoux , Jean-Christophe Pesquet

We address the problem of phase retrieval (PR) from quantized measurements. The goal is to reconstruct a signal from quadratic measurements encoded with a finite precision, which is indeed the case in many practical applications. We develop…

Machine Learning · Computer Science 2018-10-03 Subhadip Mukherjee , Chandra Sekhar Seelamantula

We study a class of real robust phase retrieval problems under a Gaussian assumption on the coding matrix when the received signal is sparsely corrupted by noise. The goal is to establish conditions on the sparsity under which the input…

Information Theory · Computer Science 2019-05-27 Aleksandr Aravkin , James Burke , Daiwei He

In this paper, we consider the problem of low-rank phase retrieval whose objective is to estimate a complex low-rank matrix from magnitude-only measurements. We propose a hierarchical prior model for low-rank phase retrieval, in which a…

Machine Learning · Statistics 2018-11-06 Kaihui Liu , Jiayi Wang , Zhengli Xing , Linxiao Yang , Jun Fang

In this paper, we consider the problem of recovering compressively sensed ultrasound images. We build on prior work, and consider a number of existing approaches that we consider to be the state-of-the-art. The methods we consider take…

Signal Processing · Electrical Eng. & Systems 2018-11-06 Richard Porter , Vladislav Tadic , Alin Achim

We consider the problem of phase retrieval, namely, recovery of a signal from the magnitude of its Fourier transform, or of any other linear transform. Due to the loss of the Fourier phase information, this problem is ill-posed. Therefore,…

Information Theory · Computer Science 2023-07-19 Yoav Shechtman , Amir Beck , Yonina C. Eldar

Optimizing expensive-to-evaluate black-box functions of discrete (and potentially continuous) design parameters is a ubiquitous problem in scientific and engineering applications. Bayesian optimization (BO) is a popular, sample-efficient…

Machine Learning · Computer Science 2022-10-20 Samuel Daulton , Xingchen Wan , David Eriksson , Maximilian Balandat , Michael A. Osborne , Eytan Bakshy

In this paper, we consider the phase recovery problem, where a complex signal vector has to be estimated from the knowledge of the modulus of its linear projections, from a naive variational Bayesian point of view. In particular, we derive…

Information Theory · Computer Science 2015-08-11 Angélique Drémeau , Florent Krzakala

Optimal portfolio allocation is often formulated as a constrained risk problem, where one aims to minimize a risk measure subject to some performance constraints. This paper presents new Bayesian Optimization algorithms for such constrained…

Portfolio Management · Quantitative Finance 2025-03-25 Robert Millar , Jinglai Li

In this paper, a sparse signal recovery algorithm using Bayesian linear regression with Cauchy prior (BLRC) is proposed. Utilizing an approximate expectation maximization(AEM) scheme, a systematic hyper-parameter updating strategy is…

Signal Processing · Electrical Eng. & Systems 2023-07-24 Jun Li , Ryan Wu , I-Tai Lu , Dongyin Ren

We present a novel compressed sensing recovery algorithm - termed Bayesian Optimal Structured Signal Approximate Message Passing (BOSSAMP) - that jointly exploits the prior distribution and the structured sparsity of a signal that shall be…

Information Theory · Computer Science 2015-08-06 Martin Mayer , Norbert Goertz

This paper proposes a low-computational Bayesian algorithm for noisy sparse recovery (NSR), called BHT-BP. In this framework, we consider an LDPC-like measurement matrices which has a tree-structured property, and additive white Gaussian…

Information Theory · Computer Science 2015-01-20 Jaewook Kang , Heung-No Lee , Kiseon Kim

We develop two iterative algorithms for solving the low rank phase retrieval (LRPR) problem. LRPR refers to recovering a low-rank matrix $\X$ from magnitude-only (phaseless) measurements of random linear projections of its columns. Both…

Information Theory · Computer Science 2017-08-02 Namrata Vaswani , Seyedehsara Nayer , Yonina C. Eldar

The application of compressive sensing (CS) to structural health monitoring is an emerging research topic. The basic idea in CS is to use a specially-designed wireless sensor to sample signals that are sparse in some basis (e.g. wavelet…

Applications · Statistics 2015-03-31 Yong Huang , James L. Beck , Stephen Wu , Hui Li

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

Using coherent optical detection and digital signal processing, laser phase noise and equalization enhanced phase noise can be effectively mitigated using the feed-forward and feed-back carrier phase recovery approaches. In this paper,…

Information Theory · Computer Science 2016-09-23 Tianhua Xu , Gunnar Jacobsen , Sergei Popov , Jie Li , Tiegen Liu , Yimo Zhang , Polina Bayvel