Related papers: Stable Phase Retrieval with Mirror Descent
Recent advances in convex optimization have led to new strides in the phase retrieval problem over finite-dimensional vector spaces. However, certain fundamental questions remain: What sorts of measurement vectors uniquely determine every…
In this paper, we tackle the compressive phase retrieval problem in the presence of noise. The noisy compressive phase retrieval problem is to recover a $K$-sparse complex signal $s \in \mathbb{C}^n$, from a set of $m$ noisy quadratic…
We study stochastic convex optimization under infinite noise variance. Specifically, when the stochastic gradient is unbiased and has uniformly bounded $(1+\kappa)$-th moment, for some $\kappa \in (0,1]$, we quantify the convergence rate of…
We study the problem of minimizing a relatively-smooth convex function using stochastic Bregman gradient methods. We first prove the convergence of Bregman Stochastic Gradient Descent (BSGD) to a region that depends on the noise (magnitude…
In this paper, we examine the convergence of mirror descent in a class of stochastic optimization problems that are not necessarily convex (or even quasi-convex), and which we call variationally coherent. Since the standard technique of…
Phase retrieval is an important problem with significant physical and industrial applications. In this paper, we consider the case where the magnitude of the measurement of an underlying signal is corrupted by Gaussian noise. We introduce a…
Phase retrieval aims to recover a signal from magnitude or power spectra measurements. It is often addressed by considering a minimization problem involving a quadratic cost function. We propose a different formulation based on Bregman…
Phase retrieval with prior information can be cast as a nonsmooth and nonconvex optimization problem. We solve the problem by graph projection splitting (GPS), where the two proximity subproblems and the graph projection step can be solved…
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…
It has been observed in a variety of contexts that gradient descent methods have great success in solving low-rank matrix factorization problems, despite the relevant problem formulation being non-convex. We tackle a particular instance of…
This paper discusses the noisy phase retrieval problem: recovering a complex image signal with independent noise from quadratic measurements. Inspired by the dark fringes shown in the measured images of the array detector, a novel phase…
We present the first phase retrieval algorithm guaranteed to solve the multidimensional phase retrieval problem in polynomial arithmetic complexity without prior information. The method successfully terminates in O(N log(N)) operations for…
This paper considers the problem of recovering a $k$-sparse, $N$-dimensional complex signal from Fourier magnitude measurements. It proposes a Fourier optics setup such that signal recovery up to a global phase factor is possible with very…
We consider the phase retrieval problem of reconstructing a $n$-dimensional real or complex signal $\mathbf{X}^{\star}$ from $m$ (possibly noisy) observations $Y_\mu = | \sum_{i=1}^n \Phi_{\mu i} X^{\star}_i/\sqrt{n}|$, for a large class of…
The PhaseLift algorithm is an effective convex method for solving the phase retrieval problem from Fourier measurements with coded diffraction patterns (CDP). While exact reconstruction guarantees are well-established in the noiseless case,…
We study the convolutional phase retrieval problem, of recovering an unknown signal $\mathbf x \in \mathbb C^n $ from $m$ measurements consisting of the magnitude of its cyclic convolution with a given kernel $\mathbf a \in \mathbb C^m $.…
This paper explores a new framework for reinforcement learning based on online convex optimization, in particular mirror descent and related algorithms. Mirror descent can be viewed as an enhanced gradient method, particularly suited to…
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…
We present new policy mirror descent (PMD) methods for solving reinforcement learning (RL) problems with either strongly convex or general convex regularizers. By exploring the structural properties of these overall highly nonconvex…
We study two variants of the mirror descent-ascent (MDA) algorithm for solving min-max problems on the space of measures: simultaneous and alternating. We work under assumptions of convexity-concavity and relative smoothness of the payoff…