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We estimate $n$ phases (angles) from noisy pairwise relative phase measurements. The task is modeled as a nonconvex least-squares optimization problem. It was recently shown that this problem can be solved in polynomial time via convex…

Optimization and Control · Mathematics 2018-04-10 Nicolas Boumal

In this paper, we focus on low-rank phase retrieval, which aims to reconstruct a matrix $\mathbf{X}_0\in \mathbb{R}^{n\times m}$ with ${\mathrm{ rank}}(\mathbf{X}_0)\le r$ from noise-corrupted amplitude measurements…

Information Theory · Computer Science 2025-09-30 Huanmin Ge , Zhiqiang Xu

Phase retrieval refers to a classical nonconvex problem of recovering a signal from its Fourier magnitude measurements. Inspired by the compressed sensing technique, signal sparsity is exploited in recent studies of phase retrieval to…

Computational Physics · Physics 2013-02-04 Zai Yang , Cishen Zhang , Lihua Xie

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

We study the low-rank phase retrieval problem, where the objective is to recover a sequence of signals (typically images) given the magnitude of linear measurements of those signals. Existing solutions involve recovering a matrix…

Image and Video Processing · Electrical Eng. & Systems 2022-02-18 Soo Min Kwon , Xin Li , Anand D. Sarwate

In this paper we study the problem of recovering a low-rank matrix from linear measurements. Our algorithm, which we call Procrustes Flow, starts from an initial estimate obtained by a thresholding scheme followed by gradient descent on a…

Optimization and Control · Mathematics 2016-02-08 Stephen Tu , Ross Boczar , Max Simchowitz , Mahdi Soltanolkotabi , Benjamin Recht

Recent progress in robust statistical learning has mainly tackled convex problems, like mean estimation or linear regression, with non-convex challenges receiving less attention. Phase retrieval exemplifies such a non-convex problem,…

Machine Learning · Statistics 2024-10-15 Alex Buna , Patrick Rebeschini

We consider the task of recovering two real or complex $m$-vectors from phaseless Fourier measurements of their circular convolution. Our method is a novel convex relaxation that is based on a lifted matrix recovery formulation that allows…

Information Theory · Computer Science 2018-06-22 Ali Ahmed , Alireza Aghasi , Paul Hand

In this paper, we study the affine phase retrieval problem, which aims to recover signals from the magnitudes of affine measurements. We develop second-order optimization methods based on Newton and Gauss-Newton iterations and establish…

Information Theory · Computer Science 2025-04-03 Bing Gao

This paper considers the recovery of a rank $r$ positive semidefinite matrix $X X^T\in\mathbb{R}^{n\times n}$ from $m$ scalar measurements of the form $y_i := a_i^T X X^T a_i$ (i.e., quadratic measurements of $X$). Such problems arise in a…

Numerical Analysis · Mathematics 2016-06-02 Chris D. White , Sujay Sanghavi , Rachel Ward

Recovering an unknown complex signal from the magnitude of linear combinations of the signal is referred to as phase retrieval. We present an exact performance analysis of a recently proposed convex-optimization-formulation for this…

Information Theory · Computer Science 2018-01-23 Fariborz Salehi , Ehsan Abbasi , Babak Hassibi

As a generalization of the standard phase retrieval problem, we seek to reconstruct symmetric rank-1 matrices from inner products with subclasses of positive semidefinite matrices. For such subclasses, we introduce random cubatures for…

Numerical Analysis · Mathematics 2017-09-04 Martin Ehler , Manuel Graef , Franz J. Kiraly

We study the problem of learning mixtures of low-rank models, i.e. reconstructing multiple low-rank matrices from unlabelled linear measurements of each. This problem enriches two widely studied settings -- low-rank matrix sensing and mixed…

Machine Learning · Statistics 2021-03-10 Yanxi Chen , Cong Ma , H. Vincent Poor , Yuxin Chen

Matrix completion is a well-studied problem with many machine learning applications. In practice, the problem is often solved by non-convex optimization algorithms. However, the current theoretical analysis for non-convex algorithms relies…

Machine Learning · Computer Science 2018-09-11 Yu Cheng , Rong Ge

We revisit the inductive matrix completion problem that aims to recover a rank-$r$ matrix with ambient dimension $d$ given $n$ features as the side prior information. The goal is to make use of the known $n$ features to reduce sample and…

Machine Learning · Statistics 2018-03-06 Xiao Zhang , Simon S. Du , Quanquan Gu

In phase retrieval, the goal is to recover a complex signal from the magnitude of its linear measurements. While many well-known algorithms guarantee deterministic recovery of the unknown signal using i.i.d. random measurement matrices,…

Information Theory · Computer Science 2017-03-24 Boshra Rajaei , Sylvain Gigan , Florent Krzakala , Laurent Daudet

This work introduces a novel Fourier phase retrieval model, called polarimetric phase retrieval that enables a systematic use of polarization information in Fourier phase retrieval problems. We provide a complete characterization of…

Signal Processing · Electrical Eng. & Systems 2022-06-28 Julien Flamant , Konstantin Usevich , Marianne Clausel , David Brie

In this paper we develop a new framework that captures the common landscape underlying the common non-convex low-rank matrix problems including matrix sensing, matrix completion and robust PCA. In particular, we show for all above problems…

Machine Learning · Computer Science 2017-04-04 Rong Ge , Chi Jin , Yi Zheng

This paper deals with the problem of robust matrix completion -- retrieving a low-rank matrix and a sparse matrix from the compressed counterpart of their superposition. Though seemingly not an unresolved issue, we point out that the…

Information Theory · Computer Science 2024-10-10 Yinjian Wang

The implementation of computational sensing strategies often faces calibration problems typically solved by means of multiple, accurately chosen training signals, an approach that can be resource-consuming and cumbersome. Conversely, blind…

Information Theory · Computer Science 2017-02-17 Valerio Cambareri , Laurent Jacques