Related papers: Robust Sparse Phase Retrieval: Statistical Guarant…
From a numerical analysis perspective, assessing the robustness of l1-minimization is a fundamental issue in compressed sensing and sparse regularization. Yet, the recovery guarantees available in the literature usually depend on a priori…
A variational approach to reconstruction of phase and amplitude of a complex-valued object from Poissonian intensity observations is developed. The observation model corresponds to the typical optical setups with a phase modulation of…
This paper studies sequential methods for recovery of sparse signals in high dimensions. When compared to fixed sample size procedures, in the sparse setting, sequential methods can result in a large reduction in the number of samples…
We investigate implicit regularization schemes for gradient descent methods applied to unpenalized least squares regression to solve the problem of reconstructing a sparse signal from an underdetermined system of linear measurements under…
We consider the problem of signal reconstruction from quadratic measurements that are encoded as +1 or -1 depending on whether they exceed a predetermined positive threshold or not. Binary measurements are fast to acquire and inexpensive in…
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…
We consider the problem of reconstructing an $n$-dimensional $k$-sparse signal from a set of noiseless magnitude-only measurements. Formulating the problem as an unregularized empirical risk minimization task, we study the sample complexity…
In real-world applications, it is important for machine learning algorithms to be robust against data outliers or corruptions. In this paper, we focus on improving the robustness of a large class of learning algorithms that are formulated…
This paper considers the problem of recovering a $k$-sparse, $N$-dimensional complex signal from Fourier magnitude measurements. It proposes a Fourier optics setup such that signal recovery up to a global phase factor is possible with very…
We consider high dimensional sparse regression, and develop strategies able to deal with arbitrary -- possibly, severe or coordinated -- errors in the covariance matrix $X$. These may come from corrupted data, persistent experimental…
In this work, we study the robust phase retrieval problem where the task is to recover an unknown signal $\theta^* \in \mathbb{R}^d$ in the presence of potentially arbitrarily corrupted magnitude-only linear measurements. We propose an…
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,…
Many models for sparse regression typically assume that the covariates are known completely, and without noise. Particularly in high-dimensional applications, this is often not the case. This paper develops efficient OMP-like algorithms to…
In this paper we present a linear programming solution for sign pattern recovery of a sparse signal from noisy random projections of the signal. We consider two types of noise models, input noise, where noise enters before the random…
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…
In this short note, we consider the worst case noise robustness of any phase retrieval algorithm which aims to reconstruct all nonvanishing vectors $\mathbf{x} \in \mathbb{C}^d$ (up to a single global phase multiple) from the magnitudes of…
We propose a flexible convex relaxation for the phase retrieval problem that operates in the natural domain of the signal. Therefore, we avoid the prohibitive computational cost associated with "lifting" and semidefinite programming (SDP)…
This paper presents an algorithm tailored for the efficient recovery of sparse probability measures incorporating $\ell_0$-sparse regularization within the probability simplex constraint. Employing the Bregman proximal gradient method, our…
In this paper, we develop a randomized algorithm and theory for learning a sparse model from large-scale and high-dimensional data, which is usually formulated as an empirical risk minimization problem with a sparsity-inducing regularizer.…
This paper describes recursive algorithms for state estimation of linear dynamical systems when measurements are noisy with unknown bias and/or outliers. For situations with noisy and biased measurements, algorithms are proposed that…