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We consider a recently proposed convex formulation, known as the PhaseMax method, for solving the phase retrieval problem. Using the replica method from statistical mechanics, we analyze the performance of PhaseMax in the high-dimensional…

Information Theory · Computer Science 2017-08-14 Oussama Dhifallah , Yue M. Lu

In this paper, we study the phase retrieval problem in the situation where the vector to be recovered has an a priori structure that can encoded into a regularization term. This regularizer is intended to promote solutions conforming to…

Optimization and Control · Mathematics 2024-07-24 Jean-Jacques Godeme , Jalal Fadili

The aim of sparse phase retrieval is to recover a $k$-sparse signal $\mathbf{x}_0\in \mathbb{C}^{d}$ from quadratic measurements $|\langle \mathbf{a}_i,\mathbf{x}_0\rangle|^2$ where $\mathbf{a}_i\in \mathbb{C}^d, i=1,\ldots,m$. Noting…

Functional Analysis · Mathematics 2021-05-05 Yu Xia , Zhiqiang Xu

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

The problem of phase retrieval is a classic one in optics and arises when one is interested in recovering an unknown signal from the magnitude (intensity) of its Fourier transform. While there have existed quite a few approaches to phase…

Information Theory · Computer Science 2015-10-28 Kishore Jaganathan , Yonina C. Eldar , Babak Hassibi

We investigate stable recovery guarantees for phase retrieval under two realistic and challenging noise models: the Poisson model and the heavy-tailed model. Our analysis covers both nonconvex least squares (NCVX-LS) and convex least…

Statistics Theory · Mathematics 2025-10-02 Gao Huang , Song Li , Deanna Needell

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…

Numerical Analysis · Mathematics 2018-06-22 Mark A. Iwen , Sami Merhi , Michael Perlmutter

In this paper, we propose a new non-convex algorithm for solving the phase retrieval problem, i.e., the reconstruction of a signal $ \vx\in\H^n $ ($\H=\R$ or $\C$) from phaseless samples $ b_j=\abs{\langle \va_j, \vx\rangle } $, $…

Numerical Analysis · Mathematics 2020-10-15 Bing Gao , Xinwei Sun , Yang Wang , Zhiqiang Xu

In phase retrieval we want to recover an unknown signal $\boldsymbol x\in\mathbb C^d$ from $n$ quadratic measurements of the form $y_i = |\langle{\boldsymbol a}_i,{\boldsymbol x}\rangle|^2+w_i$ where $\boldsymbol a_i\in \mathbb C^d$ are…

Machine Learning · Statistics 2018-07-27 Marco Mondelli , Andrea Montanari

This paper considers the noisy sparse phase retrieval problem: recovering a sparse signal $x \in \mathbb{R}^p$ from noisy quadratic measurements $y_j = (a_j' x )^2 + \epsilon_j$, $j=1, \ldots, m$, with independent sub-exponential noise…

Statistics Theory · Mathematics 2015-06-11 T. Tony Cai , Xiaodong Li , Zongming Ma

We study algorithms for solving quadratic systems of equations based on optimization methods over polytopes. Our work is inspired by a recently proposed convex formulation of the phase retrieval problem, which estimates the unknown signal…

Information Theory · Computer Science 2018-05-25 Oussama Dhifallah , Christos Thrampoulidis , Yue M. Lu

The support recovery problem consists of determining a sparse subset of variables that is relevant in generating a set of observations. In this paper, we study the support recovery problem in the phase retrieval model consisting of noisy…

Information Theory · Computer Science 2020-09-29 Lan V. Truong , Jonathan Scarlett

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

The problem of retrieving phase information from amplitude measurements alone has appeared in many scientific disciplines over the last century. PhaseLift is a recently introduced algorithm for phase recovery that is computationally…

Information Theory · Computer Science 2015-04-22 D. Gross , F. Krahmer , R. Kueng

This paper considers phase retrieval from the magnitude of 1D over-sampled Fourier measurements, a classical problem that has challenged researchers in various fields of science and engineering. We show that an optimal vector in a…

Optimization and Control · Mathematics 2016-11-03 Kejun Huang , Yonina C. Eldar , Nicholas D. Sidiropoulos

We consider the problem of recovering signals from their power spectral density. This is a classical problem referred to in literature as the phase retrieval problem, and is of paramount importance in many fields of applied sciences. In…

Information Theory · Computer Science 2013-11-12 Kishore Jaganathan , Samet Oymak , Babak Hassibi

We study the problem of recovering the phase from magnitude measurements; specifically, we wish to reconstruct a complex-valued signal x of C^n about which we have phaseless samples of the form y_r = |< a_r,x >|^2, r = 1,2,...,m (knowledge…

Information Theory · Computer Science 2016-11-17 Emmanuel Candes , Xiaodong Li , Mahdi Soltanolkotabi

We study an approach to solving the phase retrieval problem as it arises in a phase-less imaging modality known as ptychography. In ptychography, small overlapping sections of an unknown sample (or signal, say $x_0\in \mathbb{C}^d$) are…

Numerical Analysis · Mathematics 2019-10-09 Brian Preskitt , Rayan Saab

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

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