Related papers: Robust Sparse Phase Retrieval: Statistical Guarant…
Advances in compressive sensing provided reconstruction algorithms of sparse signals from linear measurements with optimal sample complexity, but natural extensions of this methodology to nonlinear inverse problems have been met with…
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 this work we are interested in the problems of supervised learning and variable selection when the input-output dependence is described by a nonlinear function depending on a few variables. Our goal is to consider a sparse nonparametric…
For many applications in signal processing and machine learning, we are tasked with minimizing a large sum of convex functions subject to a large number of convex constraints. In this paper, we devise a new random projection method (RPM) to…
The Huber loss is a robust loss function used for a wide range of regression tasks. To utilize the Huber loss, a parameter that controls the transitions from a quadratic function to an absolute value function needs to be selected. We…
The problem of phase retrieval has many applications in the field of optical imaging. Motivated by imaging experiments with biological specimens, we primarily consider the setting of low-dose illumination where Poisson noise plays the…
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…
We propose a new algorithm to learn a dictionary for reconstructing and sparsely encoding signals from measurements without phase. Specifically, we consider the task of estimating a two-dimensional image from squared-magnitude measurements…
This paper considers the phase retrieval (PR) problem, which aims to reconstruct a signal from phaseless measurements such as magnitude or power spectrograms. PR is generally handled as a minimization problem involving a quadratic loss.…
An estimation problem of fundamental interest is that of phase synchronization, in which the goal is to recover a collection of phases using noisy measurements of relative phases. It is known that in the Gaussian noise setting, the maximum…
We are motivated by problems that arise in a number of applications such as Online Marketing and Explosives detection, where the observations are usually modeled using Poisson statistics. We model each observation as a Poisson random…
In this paper, we study the problem of robust phase recovery. We investigate a novel approach based on extremely quantized (one-bit) phase-less measurements and a corresponding recovery scheme. The proposed approach has surprising…
This paper proposes a sparse regression strategy for discovery of ordinary differential equations from incomplete and noisy data. Inference is performed over both equation parameters and state variables using a statistically motivated…
We consider a distributionally robust stochastic optimization problem and formulate it as a stochastic two-level composition optimization problem with the use of the mean--semideviation risk measure. In this setting, we consider a single…
Compressed sensing is a signal processing method that acquires data directly in a compressed form. This allows one to make less measurements than what was considered necessary to record a signal, enabling faster or more precise measurement…
We consider the problem of sparse signal recovery from noisy measurements. Many of frequently used recovery methods rely on some sort of tuning depending on either noise or signal parameters. If no estimates for either of them are…
The support recovery problem consists of determining a sparse subset of a set of variables that is relevant in generating a set of observations, and arises in a diverse range of settings such as compressive sensing, and subset selection in…
Sparse regression models are increasingly prevalent due to their ease of interpretability and superior out-of-sample performance. However, the exact model of sparse regression with an $\ell_0$ constraint restricting the support of the…
Phase retrieval(PR) problem is a kind of ill-condition inverse problem which is arising in various of applications. Based on the Wirtinger flow(WF) method, a reweighted Wirtinger flow(RWF) method is proposed to deal with PR problem. RWF…
Stochastic first-order methods for empirical risk minimization employ gradient approximations based on sampled data in lieu of exact gradients. Such constructions introduce noise into the learning dynamics, which can be corrected through…