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Incorporating sparsity priors in learning tasks can give rise to simple, and interpretable models for complex high dimensional data. Sparse models have found widespread use in structure discovery, recovering data from corruptions, and a…

Machine Learning · Statistics 2014-03-27 Karthikeyan Natesan Ramamurthy , Aleksandr Y. Aravkin , Jayaraman J. Thiagarajan

Alternating minimization, or Fienup methods, have a long history in phase retrieval. We provide new insights related to the empirical and theoretical analysis of these algorithms when used with Fourier measurements and combined with convex…

Information Theory · Computer Science 2018-02-14 Edouard Pauwels , Amir Beck , Yonina C. Eldar , Shoham Sabach

Sparse linear regression methods such as Lasso require a tuning parameter that depends on the noise variance, which is typically unknown and difficult to estimate in practice. In the presence of heavy-tailed noise or adversarial outliers,…

Statistics Theory · Mathematics 2025-06-17 Takeyuki Sasai , Hironori Fujisawa

This paper proposes a new framework to regularize the highly ill-posed and non-linear phase retrieval problem through deep generative priors using simple gradient descent algorithm. We experimentally show effectiveness of proposed algorithm…

Machine Learning · Computer Science 2018-08-20 Fahad Shamshad , Ali Ahmed

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

We address the problem of signal reconstruction from intensity measurements with respect to a measurement frame. This non-convex inverse problem is known as phase retrieval. The case considered in this paper concerns phaseless measurements…

Functional Analysis · Mathematics 2019-02-13 Goetz E. Pfander , Palina Salanevich

We consider new formulations and methods for sparse quantile regression in the high-dimensional setting. Quantile regression plays an important role in many applications, including outlier-robust exploratory analysis in gene selection. In…

Machine Learning · Statistics 2014-02-20 Aleksandr Y. Aravkin , Anju Kambadur , Aurelie C. Lozano , Ronny Luss

In this manuscript, we analyze the sparse signal recovery (compressive sensing) problem from the perspective of convex optimization by stochastic proximal gradient descent. This view allows us to significantly simplify the recovery analysis…

Data Structures and Algorithms · Computer Science 2013-04-19 Rong Jin , Tianbao Yang , Shenghuo Zhu

Reduced rank regression (RRR) is a fundamental tool for modeling multiple responses through low-dimensional latent structures, offering both interpretability and strong predictive performance in high-dimensional settings. Classical RRR…

Methodology · Statistics 2026-01-01 The Tien Mai

It is of importance to develop statistical techniques to analyze high-dimensional data in the presence of both complex dependence and possible outliers in real-world applications such as imaging data analyses. We propose a new robust…

Methodology · Statistics 2021-10-01 Bingyuan Liu , Qi Zhang , Lingzhou Xue , Peter X. K. Song , Jian Kang

Robustness to noise and outliers is a desirable trait in phase retrieval algorithms for many applications in imaging and signal processing. In this paper, we develop novel robust phase retrieval algorithms based on the minimization of…

Signal Processing · Electrical Eng. & Systems 2024-02-15 Nazia Afroz Choudhury , Bariscan Yonel , Birsen Yazici

Extracting the underlying trend signal is a crucial step to facilitate time series analysis like forecasting and anomaly detection. Besides noise signal, time series can contain not only outliers but also abrupt trend changes in real-world…

Machine Learning · Computer Science 2019-06-28 Qingsong Wen , Jingkun Gao , Xiaomin Song , Liang Sun , Jian Tan

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

Recovery of the sparsity pattern (or support) of an unknown sparse vector from a limited number of noisy linear measurements is an important problem in compressed sensing. In the high-dimensional setting, it is known that recovery with a…

Information Theory · Computer Science 2012-06-26 Galen Reeves , Michael Gastpar

We develop a fast phase retrieval method which can utilize a large class of local phaseless correlation-based measurements in order to recover a given signal ${\bf x} \in \mathbb{C}^d$ (up to an unknown global phase) in near-linear…

Numerical Analysis · Mathematics 2016-07-12 Mark Iwen , Aditya Viswanathan , Yang Wang

Sparse phase retrieval plays an important role in many fields of applied science and thus attracts lots of attention. In this paper, we propose a \underline{sto}chastic alte\underline{r}nating \underline{m}inimizing method for…

Machine Learning · Statistics 2019-06-17 Jianfeng Cai , Yuling Jiao , Xiliang Lu , Juntao You

Sparse recovery is one of the most fundamental and well-studied inverse problems. Standard statistical formulations of the problem are provably solved by general convex programming techniques and more practical, fast (nearly-linear time)…

Data Structures and Algorithms · Computer Science 2022-03-09 Jonathan A. Kelner , Jerry Li , Allen Liu , Aaron Sidford , Kevin Tian

We propose a general framework to recover underlying images from noisy phaseless diffraction measurements based on the alternating directional method of multipliers and the plug-and-play technique. The algorithm consists of three-step…

Optimization and Control · Mathematics 2016-11-07 Huibin Chang , Stefano Marchesini

This paper proposes a novel algorithm for image phase retrieval, i.e., for recovering complex-valued images from the amplitudes of noisy linear combinations (often the Fourier transform) of the sought complex images. The algorithm is…

Signal Processing · Electrical Eng. & Systems 2018-10-19 Joshin P. Krishnan , José M. Bioucas-Dias , Vladimir Katkovnik

We develop a machine-learning framework to learn hyperparameter sequences for accelerated first-order methods (e.g., the step size and momentum sequences in accelerated gradient descent) to quickly solve parametric convex optimization…

Optimization and Control · Mathematics 2025-10-07 Rajiv Sambharya , Jinho Bok , Nikolai Matni , George Pappas