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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.

168,695 papers · 148 categories

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48 results for sparse phase retrieval

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.

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 ↗

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 ↗

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.

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 ↗

Sparse phase retrieval plays an important role in many fields of applied science and thus attracts lots of attention. In this paper, we propose a \underline{sto}chastic alte\underline{r}nating \underline{m}inimizing method for \underline{sp}arse ph\underline{a}se \underline{r}etrieval (\textit{StormSpar}) algorithm whi…

2019-06-14abs ↗pdf ↗

Transformer models improve query-document retrieval efficiency and accuracy.

problem Efficiently retrieve relevant documents from large corpora for query matching.
method Designed paragraph-level pre-training tasks to optimize embedding-based Transformer models.
result Transformer models significantly outperform BM-25 and non-Transformer embedding models.

Existing nonconvex statistical optimization theory and methods crucially rely on the correct specification of the underlying "true" statistical models. To address this issue, we take a first step towards taming model misspecification by studying the high-dimensional sparse phase retrieval problem with misspecified link…

2017-12-18abs ↗pdf ↗

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 findings show sparse signals in MRA model require fewer measurements than previously thought.

problem Learning an unknown signal from repeated noisy images under group actions.
method Enhanced probabilistic method and analysis of uniform uncertainty principles.
result Sparse signals exhibit intermediate σ4σ^4 sample complexity, improving over traditional σ2σ^2.

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.

Phase retrieval refers to the problem of recovering real- or complex-valued vectors from magnitude measurements. The best-known algorithms for this problem are iterative in nature and rely on so-called spectral initializers that provide accurate initialization vectors. We propose a novel class of estimators suitable fo…

2018-06-09abs ↗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 ↗

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.

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.

Gradient descent variants improve phase retrieval accuracy.

problem Phase retrieval problem in high-dimensional spaces.
method Gradient descent, stochastic gradient descent, Langevin algorithm, dynamical mean-field theory.
result Stochastic variants of gradient descent achieve better generalization in phase retrieval.

Improved regret bounds for bandit phase retrieval.

problem Minimizing cumulative and simple regret in a bandit phase retrieval problem.
method Proved minimax cumulative and simple regret bounds using adaptive algorithms.
result Minimax cumulative regret is ildeΘ(dn) ilde{\Theta}(d \sqrt{n}) and minimax simple regret is ildeΘ(d/n) ilde{\Theta}(d / \sqrt{n}).

Phase retrieval algorithms have become an important component in many modern computational imaging systems. For instance, in the context of ptychography and speckle correlation imaging, they enable imaging past the diffraction limit and through scattering media, respectively. Unfortunately, traditional phase retrieval …

2018-03-01abs ↗pdf ↗

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.

New methods bound estimation error in high-dimensional statistical problems.

problem Fundamental limits of first order methods in high-dimensional estimation.
method Introduces general first order methods for high-dimensional regression and low-rank matrix estimation.
result Derives optimal lower bounds on estimation error for these methods.

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.

In this paper we study the property of phase retrievability by redundant sysems of vectors under perturbations of the frame set. Specifically we show that if a set $\fc$ of mm vectors in the complex Hilbert space of dimension n allows for vector reconstruction from magnitudes of its coefficients, then there is a pertu…

2013-08-25abs ↗pdf ↗

In this paper, we consider the problem of low-rank phase retrieval whose objective is to estimate a complex low-rank matrix from magnitude-only measurements. We propose a hierarchical prior model for low-rank phase retrieval, in which a Gaussian-Wishart hierarchical prior is placed on the underlying low-rank matrix to …

2018-11-05abs ↗pdf ↗