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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

169,181 papers · 148 categories

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48 results for Gaussian phase retrieval

Paper proposes a method for estimating complex low-rank matrices from phase-only measurements.

problem Estimating complex low-rank matrices from magnitude-only measurements.
method A hierarchical prior model with a Gaussian-Wishart distribution is used to promote low-rankness. A variational EM algorithm is developed to solve the problem.
result The proposed method is less sensitive to initialization and performs well with random initialization.

Continuous-time mirror descent solves sparse phase retrieval efficiently.

problem Recovering sparse signals from magnitude-only measurements.
method Continuous-time mirror descent applied to unconstrained empirical risk minimization problem.
result Mirror descent recovers kk-sparse vectors with minimum non-zero entry order of x2/k\| \mathbf{x}^\star \|_2/\sqrt{k} from k2k^2 Gaussian measurements.

Near-optimal sample complexity for phase retrieval with generative priors.

problem Phase retrieval with magnitude-only measurements and sparse signals.
method Near-optimal sample complexity with i.i.d. Gaussian measurements and generative models.
result O(k log L) samples suffice for phase retrieval with generative priors.

Study shows how anisotropic data affects learning dynamics in phase retrieval.

problem Understanding learning dynamics in phase retrieval with anisotropic Gaussian inputs.
method Developed a tractable reduction to reveal a three-phase trajectory and derived scaling laws.
result Found that anisotropy leads to a three-phase trajectory: fast escape, slow convergence, and spectral-tail learning.

We study Generalised Restricted Boltzmann Machines with generic priors for units and weights, interpolating between Boolean and Gaussian variables. We present a complete analysis of the replica symmetric phase diagram of these systems, which can be regarded as Generalised Hopfield models. We underline the role of the r…

2016-12-09abs ↗pdf ↗

Study phase retrieval under misspecified models using generative priors.

problem Estimating signals from phase measurements with model misspecification.
method Two-step approach: spectral initialization followed by iterative refinement.
result Statistical rate of order (klogL)(logm)/m\sqrt{(k\log L)\cdot (\log m)/m} under suitable conditions.

Gradient descent with random initialization solves phase retrieval problems efficiently.

problem Solving systems of quadratic equations for phase retrieval.
method Gradient descent with random initialization for nonconvex least squares problem.
result Gradient descent achieves near-optimal computational and sample complexities for phase retrieval.

Study on limits of recovering sparse variables from phaseless measurements.

problem Support recovery in phase retrieval model with noisy phaseless measurements.
method Information-theoretic analysis, considering discrete and Gaussian models, Gaussian measurement matrices.
result Sharp thresholds with near-matching constant factors for sparsity and signal-to-noise ratio in various scaling regimes.

SpecGD mitigates misalignment in phase retrieval models with anisotropic inputs.

problem Misalignment during gradient descent in phase retrieval models with anisotropic inputs.
method Spectral gradient descent modifies gradient updates to preserve directional information and remove spike amplification.
result SpecGD removes spike amplification, leading to stable alignment and accelerated noise contraction.

This paper considers the noisy sparse phase retrieval problem: recovering a sparse signal xRpx \in \mathbb{R}^p from noisy quadratic measurements yj=(ajx)2+εjy_j = (a_j' x )^2 + ε_j, j=1,,mj=1, \ldots, m, with independent sub-exponential noise εjε_j. The goals are to understand the effect of the sparsity of xx on the estimation prec…

2015-06-10abs ↗pdf ↗

Paper studies early-stopped mirror descent for noisy sparse phase retrieval.

problem Recovering a sparse signal from noisy quadratic measurements.
method Early-stopped mirror descent with hyperbolic entropy mirror map.
result Achieves nearly minimax-optimal rate of convergence for kk-sparse signals.

New error bounds for noisy phase retrieval problems using empirical risk minimization.

problem Estimating signals in noisy phase retrieval problems.
method Empirical 2\ell_2 risk minimization (ERM) with new error bounds for different noise patterns.
result Established new error bounds for NPR and NGPR, showing improved performance under various noise conditions.

Phase retrieval requires at least d+o(d) measurements to recover signals with high probability.

problem Recovering signals from quadratic measurements with noisy data.
method Used Gaussian sensing vectors and spectral methods to analyze the minimum number of measurements needed.
result A sharp phase transition occurs at n = d+o(d), where a simple spectral estimator achieves positive correlation.

New algorithms handle phase retrieval with rank d measurements, revealing phase transitions.

problem Phase retrieval with rank d measurements.
method Random duality theory (RDT) and descending phase retrieval algorithms (dPR).
result Minimal sample complexity ratio for dPR's success exhibits phase transitions.

Sharp asymptotics derived for phase retrieval and compressed sensing with random generative priors.

problem Phase retrieval and compressed sensing with random measurement matrices.
method Sharp asymptotics derived for optimal performance and polynomial algorithm for random generative priors.
result Compressed phase retrieval becomes tractable with random generative priors, unlike sparse priors.

New algorithm solves low-rank phase retrieval with fewer measurements than previously possible.

problem Recovering low-rank matrices from phaseless projections.
method Developed an alternating minimization algorithm (AltMinLowRaP) with provable correctness and geometric convergence.
result The algorithm solves low-rank phase retrieval with mqCnr4log(1/ε)m q \ge C n r^4 \log(1/ε) measurements, achieving εε accuracy with high probability.

We consider the problem of recovering a signal xRn\mathbf{x}^* \in \mathbf{R}^n, from magnitude-only measurements yi=ai,xy_i = |\left\langle\mathbf{a}_i,\mathbf{x}^*\right\rangle| for i=[m]i=[m]. Also called the phase retrieval, this is a fundamental challenge in bio-,astronomical imaging and speech processing. The problem abov…

2017-05-18abs ↗pdf ↗

New insights on computational limits in analyzing heterogeneous data.

problem Statistical accuracy vs computational tractability in high-dimensional heterogeneous data.
method Oracle-based computational model to establish lower bounds.
result Significant gaps between computationally feasible and classical minimax risks.

New algorithm converges to optimal phase retrieval estimator with misspecified link functions.

problem High-dimensional sparse phase retrieval with incorrect model specification.
method Simple variant of thresholded Wirtinger flow algorithm, linear convergence for optimal accuracy.
result Linear convergence to optimal estimator for a broad family of unknown link functions.

Descending phase retrieval algorithms show a phase transition with increasing sample complexity.

problem Theoretical limits of descending phase retrieval algorithms.
method Utilizing Random duality theory (RDT), the study develops a generic program to characterize algorithm performance.
result As sample complexity increases, the parametric manifold transitions from multi to single funneling points, leading to a phase transition in algorithm success.

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 nonconvex algorithm for robust phase retrieval, namely Robust Wirtinger Flow to …

2017-04-20abs ↗pdf ↗

Linear memory stores associations up to a logarithmic scale, but listwise retrieval can handle a quadratic scale.

problem How many key-value associations can a linear memory store?
method Analyzed linear memory models for top-1 and listwise retrieval, proving phase transitions and developing asymptotic theories.
result Linear memory has a logarithmic capacity for top-1 retrieval and a quadratic capacity for listwise retrieval.

Global stability bounds for matrix frames in phase retrieval problems.

problem Phase retrieval for matrix frames in various applications.
method Computable global stability bounds for the quasi-linear analysis map β, using Whitney stratification of positive semidefinite matrices of low rank.
result Novel conditions for a frame to be generalized phase retrievable.

Efficiently transforms Gaussian data to simulate various target distributions.

problem Generating observations from different target distributions given a single Gaussian observation.
method Designs computationally efficient procedures to approximate target distributions.
result Establishes reduction-based computational lower bounds for high-dimensional statistical models.

We propose a new algorithm to learn a dictionary for reconstructing and sparsely encoding signals from measurements without phase. Specifically, we consider the task of estimating a two-dimensional image from squared-magnitude measurements of a complex-valued linear transformation of the original image. Several recent …

2016-02-06abs ↗pdf ↗

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 1972) and (Fienup 1982) is still the popular choice for solving many variants o…

2013-06-02abs ↗pdf ↗