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Related papers: Optimal sparse phase retrieval via a quasi-Bayesia…

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Sparse signals can be recovered from a reduced set of samples by using compressive sensing algorithms. In common methods the signal is recovered in the sparse domain. A method for the reconstruction of sparse signal which reconstructs the…

Information Theory · Computer Science 2015-04-28 Ljubisa Stankovic , Milos Dakovic

We propose a novel sparse spectrum approximation of Gaussian process (GP) tailored for Bayesian optimization. Whilst the current sparse spectrum methods provide desired approximations for regression problems, it is observed that this…

Machine Learning · Computer Science 2020-06-09 Ang Yang , Cheng Li , Santu Rana , Sunil Gupta , Svetha Venkatesh

Many recently developed Bayesian methods have focused on sparse signal detection. However, much less work has been done addressing the natural follow-up question: how to make valid inferences for the magnitude of those signals after…

Methodology · Statistics 2021-03-02 Spencer Woody , Oscar Hernan Madrid Padilla , James G. Scott

Sparse signal recovery from a small number of random measurements is a well known NP-hard to solve combinatorial optimization problem, with important applications in signal and image processing. The standard approach to the sparse signal…

Data Analysis, Statistics and Probability · Physics 2013-04-09 M. Andrecut

The phase retrieval problem asks to recover a natural signal $y_0 \in \mathbb{R}^n$ from $m$ quadratic observations, where $m$ is to be minimized. As is common in many imaging problems, natural signals are considered sparse with respect to…

Information Theory · Computer Science 2018-07-12 Paul Hand , Oscar Leong , Vladislav Voroninski

Generally, phase retrieval problem can be viewed as the reconstruction of a function/signal from only the magnitude of the linear measurements. These measurements can be, for example, the Fourier transform of the density function.…

Optimization and Control · Mathematics 2019-11-21 Bing Gao , Haixia Liu , Yang Wang

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

We study the sparse phase retrieval problem, recovering an $s$-sparse length-$n$ signal from $m$ magnitude-only measurements. Two-stage non-convex approaches have drawn much attention in recent studies for this problem. Despite…

Information Theory · Computer Science 2023-06-21 Jian-Feng Cai , Jingyang Li , Juntao You

We present a novel binary convex reformulation of the sparse regression problem that constitutes a new duality perspective. We devise a new cutting plane method and provide evidence that it can solve to provable optimality the sparse…

Optimization and Control · Mathematics 2017-09-29 Dimitris Bertsimas , Bart Van Parys

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

In phase retrieval, the goal is to recover a signal $\mathbf{x}\in\mathbb{C}^N$ from the magnitudes of linear measurements $\mathbf{Ax}\in\mathbb{C}^M$. While recent theory has established that $M\approx 4N$ intensity measurements are…

Information Theory · Computer Science 2015-06-19 Philip Schniter , Sundeep Rangan

For the first time, this paper investigates the phase retrieval problem with the assumption that the phase (of the complex signal) is sparse in contrast to the sparsity assumption on the signal itself as considered in the literature of…

Optimization and Control · Mathematics 2019-01-29 Hieu Thao Nguyen , D. Russell Luke , Oleg Soloviev , Michel Verhaegen

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

Compressive phase retrieval is a popular variant of the standard compressive sensing problem in which the measurements only contain magnitude information. In this paper, motivated by recent advances in deep generative models, we provide…

Machine Learning · Statistics 2021-10-19 Zhaoqiang Liu , Subhroshekhar Ghosh , Jonathan Scarlett

Quantile regression, a robust method for estimating conditional quantiles, has advanced significantly in fields such as econometrics, statistics, and machine learning. In high-dimensional settings, where the number of covariates exceeds…

Machine Learning · Statistics 2024-09-04 The Tien Mai

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

A quality-Bayesian approach, combining the direct sampling method and the Bayesian inversion, is proposed to reconstruct the locations and intensities of the unknown acoustic sources using partial data. First, we extend the direct sampling…

Numerical Analysis · Mathematics 2020-04-10 Zhaoxing Li , Yanfang Liu , Jiguang Sun , Liwei Xu

We consider the problem of high-dimensional misspecified phase retrieval. This is where we have an $s$-sparse signal vector $\mathbf{x}_*$ in $\mathbb{R}^n$, which we wish to recover using sampling vectors…

Information Theory · Computer Science 2017-12-14 Yan Shuo Tan

We consider continuous-time sparse stochastic processes from which we have only a finite number of noisy/noiseless samples. Our goal is to estimate the noiseless samples (denoising) and the signal in-between (interpolation problem). By…

Machine Learning · Computer Science 2015-06-11 Arash Amini , Ulugbek S. Kamilov , Emrah Bostan , Michael Unser

This paper aims to address the phase retrieval problem from subgaussian measurements with arbitrary noise, with a focus on devising robust and efficient algorithms for solving non-convex problems. To ensure uniqueness of solutions in the…

Optimization and Control · Mathematics 2024-12-11 Haiyang Peng , Deren Han , Linbin Li , Meng Huang