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We study a spectral initialization method that serves a key role in recent work on estimating signals in nonconvex settings. Previous analysis of this method focuses on the phase retrieval problem and provides only performance bounds. In…

Information Theory · Computer Science 2019-07-23 Yue M. Lu , Gen Li

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

Phase retrieval refers to the problem of recovering a signal $\mathbf{x}_{\star}\in\mathbb{C}^n$ from its phaseless measurements $y_i=|\mathbf{a}_i^{\mathrm{H}}\mathbf{x}_{\star}|$, where $\{\mathbf{a}_i\}_{i=1}^m$ are the measurement…

Information Theory · Computer Science 2020-09-10 Junjie Ma , Rishabh Dudeja , Ji Xu , Arian Maleki , Xiaodong Wang

We present the optimal design of a spectral method widely used to initialize nonconvex optimization algorithms for solving phase retrieval and other signal recovery problems. Our work leverages recent results that provide an exact…

Information Theory · Computer Science 2019-05-01 Wangyu Luo , Wael Alghamdi , Yue M. Lu

High-dimensional matrix regression has been studied in various aspects, such as statistical properties, computational efficiency and application to specific instances including multivariate regression, system identification and matrix…

Statistics Theory · Mathematics 2024-03-06 Xin Li , Dongya Wu

We consider the phase retrieval problem, in which the observer wishes to recover a $n$-dimensional real or complex signal $\mathbf{X}^\star$ from the (possibly noisy) observation of $|\mathbf{\Phi} \mathbf{X}^\star|$, in which…

Information Theory · Computer Science 2022-10-03 Antoine Maillard , Florent Krzakala , Yue M. Lu , Lenka Zdeborová

We focus on an alignment-free method to estimate the underlying signal from a large number of noisy randomly shifted observations. Specifically, we estimate the mean, power spectrum, and bispectrum of the signal from the observations. Since…

Signal Processing · Electrical Eng. & Systems 2018-07-04 Hua Chen , Mona Zehni , Zhizhen Zhao

We introduce a generalized version of phase retrieval called multiplexed phase retrieval. We want to recover the phase of amplitude-only measurements from linear combinations of them. This corresponds to the case in which multiple…

Image and Video Processing · Electrical Eng. & Systems 2019-07-02 Jonathan Dong , Florent Krzakala , Sylvain Gigan

We consider a popular nonsmooth formulation of the real phase retrieval problem. We show that under standard statistical assumptions, a simple subgradient method converges linearly when initialized within a constant relative distance of an…

Optimization and Control · Mathematics 2018-01-09 Damek Davis , Dmitriy Drusvyatskiy , Courtney Paquette

Ptychography is a promising phase retrieval technique for label-free quantitative phase imaging. Recent advances in phase retrieval algorithms witnessed the development of spectral methods, in order to accelerate gradient descent…

Optics · Physics 2021-04-07 Lorenzo Valzania , Jonathan Dong , Sylvain Gigan

Real-valued Phase retrieval is a non-convex continuous inference problem, where a high-dimensional signal is to be reconstructed from a dataset of signless linear measurements. Focusing on the noiseless case, we aim to disentangle the two…

Disordered Systems and Neural Networks · Physics 2025-02-07 Davide Straziota , Luca Saglietti

Inference-time scaling offers a versatile paradigm for aligning visual generative models with downstream objectives without parameter updates. However, existing approaches that optimize the high-dimensional initial noise suffer from severe…

Machine Learning · Computer Science 2026-02-04 Jinyan Ye , Zhongjie Duan , Zhiwen Li , Cen Chen , Daoyuan Chen , Yaliang Li , Yingda Chen

Phase retrieval is the inverse problem of recovering a signal from magnitude-only Fourier measurements, and underlies numerous imaging modalities, such as Coherent Diffraction Imaging (CDI). A variant of this setup, known as holography,…

Machine Learning · Computer Science 2021-04-22 Hannah Lawrence , David A. Barmherzig , Henry Li , Michael Eickenberg , Marylou Gabrié

In phase retrieval we want to recover an unknown signal $\boldsymbol x\in\mathbb C^d$ from $n$ quadratic measurements of the form $y_i = |\langle{\boldsymbol a}_i,{\boldsymbol x}\rangle|^2+w_i$ where $\boldsymbol a_i\in \mathbb C^d$ are…

Machine Learning · Statistics 2018-07-27 Marco Mondelli , Andrea Montanari

In a mixed generalized linear model, the goal is to learn multiple signals from unlabeled observations: each sample comes from exactly one signal, but it is not known which one. We consider the prototypical problem of estimating two…

Statistics Theory · Mathematics 2026-01-12 Yihan Zhang , Marco Mondelli , Ramji Venkataramanan

Spectral estimators are fundamental in lowrank matrix models and arise throughout machine learning and statistics, with applications including network analysis, matrix completion and PCA. These estimators aim to recover the leading…

Statistics Theory · Mathematics 2025-02-17 Hao Yan , Keith Levin

We study the problem of passive imaging through convolutive channels. A scene is illuminated with an unknown, unstructured source, and the measured response is the convolution of this source with multiple channel responses, each of which is…

Information Theory · Computer Science 2017-08-25 Kiryung Lee , Felix Krahmer , Justin Romberg

Statistics derived from the eigenvalues of sample covariance matrices are called spectral statistics, and they play a central role in multivariate testing. Although bootstrap methods are an established approach to approximating the laws of…

Methodology · Statistics 2019-02-21 Miles Lopes , Andrew Blandino , Alexander Aue

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

Statistics Theory · Mathematics 2019-04-17 Irène Waldspurger

We propose a robust and efficient approach to the problem of compressive phase retrieval in which the goal is to reconstruct a sparse vector from the magnitude of a number of its linear measurements. The proposed framework relies on…

Information Theory · Computer Science 2015-10-28 Sohail Bahmani , Justin Romberg
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