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In this paper, we address the problem of reconstruction of support of a measure from its moments. More precisely, given a finite subset of the moments of a measure, we develop a semidefinite program for approximating the support of measure…

Optimization and Control · Mathematics 2016-11-15 Ashkan Jasour , Constantino Lagoa

We improve a phase retrieval approach that uses correlation-based measurements with compactly supported measurement masks [27]. The improved algorithm admits deterministic measurement constructions together with a robust, fast recovery…

Numerical Analysis · Mathematics 2016-12-07 Mark A. Iwen , Brian Preskitt , Rayan Saab , Aditya Viswanathan

We investigate a class of moment problems, namely recovering a measure supported on the graph of a function from partial knowledge of its moments, as for instance in some problems of optimal transport or density estimation. We show that the…

Optimization and Control · Mathematics 2021-06-24 Didier Henrion , Jean Lasserre

The problem of recovering a moment-determinate multivariate function $f$ via its moment sequence is studied. Under mild conditions on $f$, the point-wise and $L_1$-rates of convergence for the proposed constructions are established. The…

Statistics Theory · Mathematics 2023-12-08 Robert Mnatsakanov , Rafik Aramyan , Farhad Jafari

We study a class of polynomial optimization problems with a robust polynomial matrix inequality (PMI) constraint where the uncertainty set itself is defined also by a PMI. These can be viewed as matrix generalizations of semi-infinite…

Optimization and Control · Mathematics 2024-10-10 Feng Guo , Jie Wang

We study the problem of reconstructing a positive discrete measure on a compact set $K \subseteq \mathbb{R}^n$ from a finite set of moments (possibly known only approximately) via convex optimization. We give new uniqueness results, new…

Optimization and Control · Mathematics 2020-01-31 Hernán García , Camilo Hernández , Maurio Junca , Mauricio Velasco

In this work we study orbit recovery over $SO(3)$, where the goal is to recover a function on the sphere from noisy, randomly rotated copies of it. We assume that the function is a linear combination of low-degree spherical harmonics. This…

Data Structures and Algorithms · Computer Science 2022-05-03 Allen Liu , Ankur Moitra

Moment optimization techniques have been recently proposed to solve globally various classes of optimal control problems. As those methods return truncated moment sequences of occupation measures, this paper explores a numeric method for…

Optimization and Control · Mathematics 2014-04-17 Mathieu Claeys

Phase retrieval is in general a non-convex and non-linear task and the corresponding algorithms struggle with the issue of local minima. We consider the case where the measurement samples within typically very small and disconnected subsets…

Signal Processing · Electrical Eng. & Systems 2022-06-28 Jonas Kornprobst , Alexander Paulus , Josef Knapp , Thomas F. Eibert

We establish new convergence rates for the Moment-Sum-of-Squares (Moment-SoS) relaxations for the Generalized Moment Problem (GMP) with countable moment constraints on vectors of measures, under dual optimum attainment, $S$-fullness and…

Optimization and Control · Mathematics 2025-09-03 Lucas Gamertsfelder , Bernard Mourrain

Phase retrieval refers to the problem of recovering some signal (which is often modelled as an element of a Hilbert space) from phaseless measurements. It has been shown that in the deterministic setting phase retrieval from frame…

Numerical Analysis · Mathematics 2021-11-11 Rima Alaifari , Matthias Wellershoff

This paper studies moment and tensor recovery problems whose decomposing vectors are contained in some given semialgebraic sets. We propose Moment-SOS relaxations with generic objectives for recovering moments and tensors, whose…

Optimization and Control · Mathematics 2024-04-30 Lei Huang , Jiawang Nie , Jiajia Wang

The generalized problem of moments is a conic linear optimization problem over the convex cone of positive Borel measures with given support. It has a large variety of applications, including global optimization of polynomials and rational…

Optimization and Control · Mathematics 2018-11-14 Etienne de Klerk , Monique Laurent

Eigenvalue analysis based methods are well suited for the reconstruction of finitely supported measures from their moments up to a certain degree. We give a precise description when Prony's method succeeds in terms of an interpolation…

Numerical Analysis · Mathematics 2016-03-08 Stefan Kunis , H. Michael Möller , Ulrich von der Ohe

The problem of super-resolution in general terms is to recuperate a finitely supported measure $\mu$ given finitely many of its coefficients $\hat{\mu}(k)$ with respect to some orthonormal system. The interesting case concerns situations,…

Functional Analysis · Mathematics 2019-07-12 H. N. Mhaskar

In the context of the phase retrieval problem, it is known that certain natural classes of measurements, such as Fourier measurements and random Bernoulli measurements, do not lead to the unique reconstruction of all possible signals, even…

Information Theory · Computer Science 2018-03-07 Felix Krahmer , Yi-Kai Liu

In this paper, the development of a mathematical method is presented to explore spatially non-uniform phases with no long-range order in mathematical models of first order phase transitions. We use essential results regarding the…

Statistical Mechanics · Physics 2020-09-08 Gyula I. Toth

The support recovery problem consists of determining a sparse subset of a set of variables that is relevant in generating a set of observations, and arises in a diverse range of settings such as compressive sensing, and subset selection in…

Information Theory · Computer Science 2016-08-31 Jonathan Scarlett , Volkan Cevher

We study the problem of recovering an atomic measure on the unit 2-sphere $\mathbb{S}^2$ given finitely many moments with respect to spherical harmonics. The analysis relies on the formulation of this problem as an optimization problem on…

Functional Analysis · Mathematics 2021-12-15 Frank Filbir , Kristof Schröder , Anna Veselovska

We consider the problem of reconstruction of a non-linear finite-parametric model $M=M_p(x),$ with $p=(p_1,...,p_r)$ a set of parameters, from a set of measurements $\mu_j(M)$. In this paper $\mu_j(M)$ are always the moments $m_j(M)=\int…

Classical Analysis and ODEs · Mathematics 2008-10-30 Niv Sarig , Yosef Yomdin
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