Related papers: Stable Phase Retrieval with Mirror Descent
We investigate the recovery of vectors from magnitudes of frame coefficients when the frames have a low redundancy, meaning a small number of frame vectors compared to the dimension of the Hilbert space. We first show that for vectors in d…
We consider the problem of demixing a sequence of source signals from the sum of noisy bilinear measurements. It is a generalized mathematical model for blind demixing with blind deconvolution, which is prevalent across the areas of…
The mirror descent algorithm is known to be effective in situations where it is beneficial to adapt the mirror map to the underlying geometry of the optimization model. However, the effect of mirror maps on the geometry of distributed…
Bayesian methods are appealing in their flexibility in modeling complex data and ability in capturing uncertainty in parameters. However, when Bayes' rule does not result in tractable closed-form, most approximate inference algorithms lack…
Phase retrieval problem has been studied in various applications. It is an inverse problem without the standard uniqueness guarantee. To make complete theoretical analyses and devise efficient algorithms to recover the signal is…
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…
In the phase retrieval problem, an unknown vector is to be recovered given quadratic measurements. This problem has received considerable attention in recent times. In this paper, we present an algorithm to solve a nonconvex formulation of…
Mirror descent is a well established tool for solving convex optimization problems with convex constraints. This article introduces continuous-time mirror descent dynamics for approximating optimal Markov controls for stochastic control…
Generally, wave field reconstructions obtained by phase-retrieval algorithms are noisy, blurred and corrupted by various artifacts such as irregular waves, spots, etc. These disturbances, arising due to many factors such as non-idealities…
We study an explicit mirror-descent method for finite-horizon deterministic optimal control problems. The method is motivated by Pontryagin's maximum principle: at each iteration, one solves the state and adjoint equations and updates the…
In view of solving convex optimization problems with noisy gradient input, we analyze the asymptotic behavior of gradient-like flows under stochastic disturbances. Specifically, we focus on the widely studied class of mirror descent schemes…
The phase retrieval problem is a fundamental problem in many fields, which is appealing for investigation. It is to recover the signal vector $\tilde{x}\in\mathbb{C}^d$ from a set of $N$ measurements $b_n=|f^*_n\tilde{x}|^2,\ n=1,\cdots,…
We address the problem of simultaneously recovering a sequence of point source signals from observations limited to the low-frequency end of the spectrum of their summed convolution, where the point spread functions (PSFs) are unknown. By…
Distributed gradient descent algorithms have come to the fore in modern machine learning, especially in parallelizing the handling of large datasets that are distributed across several workers. However, scant attention has been paid to…
Recently the one-dimensional time-discrete blind deconvolution problem was shown to be solvable uniquely, up to a global phase, by a semi-definite program for almost any signal, provided its autocorrelation is known. We will show in this…
We study a blind deconvolution problem on graphs, which arises in the context of localizing a few sources that diffuse over networks. While the observations are bilinear functions of the unknown graph filter coefficients and sparse input…
This paper investigates noise-robust phase retrieval by enhancing the prDeep architecture with difference of convex functions (DC) and DnCNN-based denoising regularization. This research introduces two novel algorithms, prDeep-DC and…
An open problem in optimization with noisy information is the computation of an exact minimizer that is independent of the amount of noise. A standard practice in stochastic approximation algorithms is to use a decreasing step-size. This…
We address the problem of blind gain and phase calibration of a sensor array from ambient noise. The key motivation is to ease the calibration process by avoiding a complex procedure setup. We show that computing the sample covariance…
Recent years have seen a flurry of activities in designing provably efficient nonconvex procedures for solving statistical estimation problems. Due to the highly nonconvex nature of the empirical loss, state-of-the-art procedures often…