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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 a recent paper, Flandrin [2015] has proposed filtering based on the zeros of a spectrogram, using the short-time Fourier transform and a Gaussian window. His results are based on empirical observations on the distribution of the zeros of…

Methodology · Statistics 2017-08-02 Rémi Bardenet , Julien Flamant , Pierre Chainais

(Pseudo)random sampling, a costly yet widely used method in (probabilistic) machine learning and Markov Chain Monte Carlo algorithms, remains unfeasible on a truly large scale due to unmet computational requirements. We introduce an…

Computational Physics · Physics 2025-01-03 Nicolas Alder , Shivam Nitin Kajale , Milin Tunsiricharoengul , Deblina Sarkar , Ralf Herbrich

We develop an efficient quantum implementation of an important signal processing algorithm for line spectral estimation: the matrix pencil method, which determines the frequencies and damping factors of signals consisting of finite sums of…

Quantum Physics · Physics 2017-04-05 A. Steffens , P. Rebentrost , I. Marvian , J. Eisert , S. Lloyd

This paper presents a novel boundary-optimized fast Fourier extension algorithm for efficient approximation of non-periodic functions. The proposed methodology constructs periodic extensions through strategic utilization of boundary…

Numerical Analysis · Mathematics 2025-08-27 Z. Y. Zhao , Y. F Wang , A. G. Yagola

Reconstructing a signal from squared linear (rank-one quadratic) measurements is a challenging problem with important applications in optics and imaging, where it is known as phase retrieval. This paper proposes two new phase retrieval…

Information Theory · Computer Science 2016-09-21 Cheng Qian , Nicholas D. Sidiropoulos , Kejun Huang , Lei Huang , H. C. So

We study the computational phase transition in a multi-frequency group synchronization problem, where pairwise relative measurements of group elements are observed across multiple frequency channels and corrupted by Gaussian noise. Using…

Statistics Theory · Mathematics 2026-01-29 Zhangsong Li

This paper explores the use of a cumulant method to determine the zeros of partition functions for continuous phase transitions. Unlike a first-order transition, with a uniform density of zeros near the transition point, a continuous…

Statistical Mechanics · Physics 2020-08-21 Debjyoti Majumdar , Somendra M. Bhattacharjee

Analytical work probability distributions for open classical systems are scarce; they can only be calculated in a few examples. In this work, I present a new method to derive such quantities for weakly driven processes in the overdamped…

Statistical Mechanics · Physics 2025-04-09 Pierre Nazé

Iterative phase retrieval algorithms typically employ projections onto constraint subspaces to recover the unknown phases in the Fourier transform of an image, or, in the case of x-ray crystallography, the electron density of a molecule.…

Numerical Analysis · Mathematics 2025-10-20 Veit Elser

We consider the problem of recovering a $K$-sparse complex signal $x$ from $m$ intensity measurements. We propose the PhaseCode algorithm, and show that in the noiseless case, PhaseCode can recover an arbitrarily-close-to-one fraction of…

Information Theory · Computer Science 2017-04-03 Ramtin Pedarsani , Dong Yin , Kangwook Lee , Kannan Ramchandran

In this paper, we focus on the approximation of smooth functions $f: [-\pi, \pi] \rightarrow \mathbb{C}$, up to an unresolvable global phase ambiguity, from a finite set of Short Time Fourier Transform (STFT) magnitude (i.e., spectrogram)…

Numerical Analysis · Mathematics 2021-06-07 Mark Iwen , Michael Perlmutter , Nada Sissouno , Aditya Viswanathan

Periodograms are common tools used to search for periodic signals in unevenly spaced time series. The significance of periodogram peaks is often assessed using false alarm probability (FAP), which in most studies assumes uncorrelated noise…

Instrumentation and Methods for Astrophysics · Physics 2020-03-11 J. -B. Delisle , N. Hara , D. Ségransan

We introduce a stochastic algorithm that acts as a prime number generator. The dynamics of such algorithm gives rise to a continuous phase transition which separates a phase where the algorithm is able to reduce a whole set of integers into…

Computational Physics · Physics 2009-11-13 Bartolo Luque , Lucas Lacasa , Octavio Miramontes

We investigate estimating scalar oscillatory integrals by integrating by parts in directions based on $(x_1 \partial_{x_1} f(x) ,..., x_n \partial_{x_n}f(x))$, where $f(x)$ is the phase function. We prove a theorem which provides estimates…

Classical Analysis and ODEs · Mathematics 2024-10-08 Michael Greenblatt

The reduction of the number of samples is a key issue in signal processing for mobile applications. We investigate the link between the smoothness properties of a signal and the number of samples that can be obtained through a level…

Functional Analysis · Mathematics 2014-12-30 Brigitte Bidégaray-Fesquet , Marianne Clausel

In this paper, we propose a reflected forward-backward splitting algorithic framework for finding a zero of the sum of finitely many monotone op-erators, including maximally monotone operators, cocoercive operators, and monotone and…

Optimization and Control · Mathematics 2026-05-19 Haowen Zheng , Yongyu Fu , Qiao-Li Dong , Shuangbao Li

We introduce a general purpose algorithm for rapidly computing certain types of oscillatory integrals which frequently arise in problems connected to wave propagation and general hyperbolic equations. The problem is to evaluate numerically…

Numerical Analysis · Mathematics 2007-05-23 Emmanuel Candes , Laurent Demanet , Lexing Ying

Wasserstein gradient flows are continuous time dynamics that define curves of steepest descent to minimize an objective function over the space of probability measures (i.e., the Wasserstein space). This objective is typically a divergence…

Optimization and Control · Mathematics 2021-02-23 Adil Salim , Anna Korba , Giulia Luise

We develop a canonical framework for the study of the problem of registration of multiple point processes subjected to warping, known as the problem of separation of amplitude and phase variation. The amplitude variation of a real random…

Statistics Theory · Mathematics 2016-03-30 Victor M. Panaretos , Yoav Zemel