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We consider minimization of stochastic functionals that are compositions of a (potentially) non-smooth convex function $h$ and smooth function $c$ and, more generally, stochastic weakly-convex functionals. We develop a family of stochastic…

最优化与控制 · 数学 2018-09-25 John Duchi , Feng Ruan

We consider minimization of composite functions of the form $f(g(x))+h(x)$, where $f$ and $h$ are convex functions (which can be nonsmooth) and $g$ is a smooth vector mapping. In addition, we assume that $g$ is the average of finite number…

最优化与控制 · 数学 2021-05-17 Junyu Zhang , Lin Xiao

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…

信号处理 · 电气工程与系统科学 2022-06-28 Jonas Kornprobst , Alexander Paulus , Josef Knapp , Thomas F. Eibert

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)…

信息论 · 计算机科学 2017-03-17 Sohail Bahmani , Justin Romberg

We consider global efficiency of algorithms for minimizing a sum of a convex function and a composition of a Lipschitz convex function with a smooth map. The basic algorithm we rely on is the prox-linear method, which in each iteration…

最优化与控制 · 数学 2017-08-16 Dmitriy Drusvyatskiy , Courtney Paquette

A linear and thus convex phase retrieval algorithm for the application in phaseless near-field far-field transformations is presented. The formulation exploits locally known phase relations among sets of measurement samples, which can in…

信号处理 · 电气工程与系统科学 2022-06-24 Alexander Paulus , Jonas Kornprobst , Josef Knapp , Thomas F. Eibert

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…

数值分析 · 数学 2016-07-12 Mark Iwen , Aditya Viswanathan , Yang Wang

Suppose we wish to recover a signal x in C^n from m intensity measurements of the form |<x,z_i>|^2, i = 1, 2,..., m; that is, from data in which phase information is missing. We prove that if the vectors z_i are sampled independently and…

信息论 · 计算机科学 2011-09-22 Emmanuel J. Candes , Thomas Strohmer , Vladislav Voroninski

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…

机器学习 · 计算机科学 2024-09-10 Adarsh Barik , Anand Krishna , Vincent Y. F. Tan

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…

信息论 · 计算机科学 2016-11-15 Paul Hand , Vladislav Voroninski

Phase retrieval deals with the recovery of complex- or real-valued signals from magnitude measurements. As shown recently, the method PhaseMax enables phase retrieval via convex optimization and without lifting the problem to a higher…

信息论 · 计算机科学 2018-02-02 Ramina Ghods , Andrew S. Lan , Tom Goldstein , Christoph Studer

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…

信息论 · 计算机科学 2016-11-17 Emmanuel Candes , Xiaodong Li , Mahdi Soltanolkotabi

In many areas of imaging science, it is difficult to measure the phase of linear measurements. As such, one often wishes to reconstruct a signal from intensity measurements, that is, perform phase retrieval. In several applications the…

信息论 · 计算机科学 2015-06-16 Afonso S. Bandeira , Dustin G. Mixon

A recently proposed convex formulation of the phase retrieval problem estimates the unknown signal by solving a simple linear program. This new scheme, known as PhaseMax, is computationally efficient compared to standard convex relaxation…

信息论 · 计算机科学 2017-10-17 Oussama Dhifallah , Christos Thrampoulidis , Yue M. Lu

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…

信息论 · 计算机科学 2018-05-25 Oussama Dhifallah , Christos Thrampoulidis , Yue M. Lu

Recovering an unknown complex signal from the magnitude of linear combinations of the signal is referred to as phase retrieval. We present an exact performance analysis of a recently proposed convex-optimization-formulation for this…

信息论 · 计算机科学 2018-01-23 Fariborz Salehi , Ehsan Abbasi , Babak Hassibi

Phase retrieval (PR) is an inverse problem about recovering a signal from phaseless linear measurements. This problem can be effectively solved by minimizing a nonconvex amplitude-based loss function. However, this loss function is…

信号处理 · 电气工程与系统科学 2020-07-24 Q. Luo , H. Wang

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…

数值分析 · 数学 2016-12-07 Mark A. Iwen , Brian Preskitt , Rayan Saab , Aditya Viswanathan

We study convex relaxation algorithms for phase retrieval on imaging problems. We show that structural assumptions on the signal and the observations, such as sparsity, smoothness or positivity, can be exploited to both speed-up convergence…

最优化与控制 · 数学 2014-04-09 Fajwel Fogel , Irène Waldspurger , Alexandre d'Aspremont

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…

最优化与控制 · 数学 2016-11-03 Kejun Huang , Yonina C. Eldar , Nicholas D. Sidiropoulos
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