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Consider a scenario in which an unknown signal is transformed by a known linear operator, and then the pointwise absolute value of the unknown output function is reported. This scenario appears in several applications, and the goal is to…

Information Theory · Computer Science 2014-03-10 Dustin G. Mixon

Phase retrieval problems involve solving linear equations, but with missing sign (or phase, for complex numbers) information. More than four decades after it was first proposed, the seminal error reduction algorithm of (Gerchberg and Saxton…

Machine Learning · Statistics 2015-06-15 Praneeth Netrapalli , Prateek Jain , Sujay Sanghavi

Reinforcement Learning (RL) applied to financial problems has been the subject of a lively area of research. The use of RL for optimal trading strategies that exploit latent information in the market is, to the best of our knowledge, not…

Trading and Market Microstructure · Quantitative Finance 2025-11-04 Andrea Macrì , Sebastian Jaimungal , Fabrizio Lillo

We consider a phase retrieval problem, where the goal is to reconstruct a $n$-dimensional complex vector from its phaseless scalar products with $m$ sensing vectors, independently sampled from complex normal distributions. We show that,…

Statistics Theory · Mathematics 2018-12-05 Teng Zhang

We consider a variant of the phase retrieval problem, where vectors are replaced by unitary matrices, i.e., the unknown signal is a unitary matrix U, and the measurements consist of squared inner products |Tr(C*U)|^2 with unitary matrices C…

Quantum Physics · Physics 2018-03-07 Shelby Kimmel , Yi-Kai Liu

The paper considers the phase retrieval problem in N-dimensional complex vector spaces. It provides two sets of deterministic measurement vectors which guarantee signal recovery for all signals, excluding only a specific subspace and a…

Information Theory · Computer Science 2014-07-21 Volker Pohl , Fanny Yang , Holger Boche

We consider the problem of finding a low rank symmetric matrix satisfying a system of linear equations, as appears in phase retrieval. In particular, we solve the gauge dual formulation, but use a fast approximation of the spectral…

Optimization and Control · Mathematics 2020-06-02 Ron Estrin , Yifan Sun , Halyun Jeong , Michael Friedlander

The phase retrieval problem has garnered significant attention since the development of the PhaseLift algorithm, which is a convex program that operates in a lifted space of matrices. Because of the substantial computational cost due to…

Information Theory · Computer Science 2016-11-15 Paul Hand , Vladislav Voroninski

Phase retrieval (PR), a long-established challenge for recovering a complex-valued signal from its Fourier intensity-only measurements, has attracted considerable attention due to its widespread applications in digital imaging. Recently,…

Image and Video Processing · Electrical Eng. & Systems 2022-08-19 Qiuliang Ye , Li-Wen Wang , Daniel Pak-Kong Lun

X-ray imaging is a fast, precise and non-invasive method of imaging which, when combined with computed tomography, provides detailed 3D rendering of samples. Incorporating propagation-based phase contrast can vastly improve data quality for…

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…

Numerical Analysis · Mathematics 2024-03-28 Benedikt Diederichs , Frank Filbir , Patricia Römer

We consider the classical 1D phase retrieval problem. In order to overcome the difficulties associated with phase retrieval from measurements of the Fourier magnitude, we treat recovery from the magnitude of the short-time Fourier transform…

Information Theory · Computer Science 2015-06-23 Yonina C. Eldar , Pavel Sidorenko , Dustin G. Mixon , Shaby Barel , Oren Cohen

This paper develops a novel algorithm, termed \emph{SPARse Truncated Amplitude flow} (SPARTA), to reconstruct a sparse signal from a small number of magnitude-only measurements. It deals with what is also known as sparse phase retrieval…

Information Theory · Computer Science 2017-10-31 Gang Wang , Liang Zhang , Georgios B. Giannakis , Mehmet Akcakaya , Jie Chen

Probabilistic sampling methods have become very popular to solve single-shot path planning problems. Rapidly-exploring Random Trees (RRTs) in particular have been shown to be efficient in solving high dimensional problems. Even though…

Artificial Intelligence · Computer Science 2009-12-02 Nicolas A. Barriga , Mauricio Araya-López

We consider the robust phase retrieval problem of recovering the unknown signal from the magnitude-only measurements, where the measurements can be contaminated by both sparse arbitrary corruption and bounded random noise. We propose a new…

Machine Learning · Statistics 2018-01-08 Jinghui Chen , Lingxiao Wang , Xiao Zhang , Quanquan Gu

We develop procedures, based on minimization of the composition $f(x) = h(c(x))$ of a convex function $h$ and smooth function $c$, for solving random collections of quadratic equalities, applying our methodology to phase retrieval problems.…

Statistics Theory · Mathematics 2018-04-24 John C. Duchi , Feng Ruan

Trend filtering simplifies complex time series data by applying smoothness to filter out noise while emphasizing proximity to the original data. However, existing trend filtering methods fail to reflect abrupt changes in the trend due to…

Machine Learning · Computer Science 2025-03-25 Jihyeon Seong , Sekwang Oh , Jaesik Choi

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

We study the convolutional phase retrieval problem, of recovering an unknown signal $\mathbf x \in \mathbb C^n $ from $m$ measurements consisting of the magnitude of its cyclic convolution with a given kernel $\mathbf a \in \mathbb C^m $.…

Computation · Statistics 2019-10-08 Qing Qu , Yuqian Zhang , Yonina C. Eldar , John Wright

Rydberg-aided atomic electrometry using alkali-metal atoms is gaining increased research interest for detecting external electric fields. However, the inability of Rydberg probes to detect phase is a serious impediment to their realistic…

Signal Processing · Electrical Eng. & Systems 2023-02-07 Peter Vouras , Kumar Vijay Mishra , Alexandra Artusio-Glimpse