Fundamental limits of weak recovery with applications to phase retrieval

DOI10.1007/S10208-018-9395-YzbMath1464.62296arXiv1708.05932OpenAlexW2964130120MaRDI QIDQ2420637

Marco Mondelli, Andrea Montanari

Publication date: 6 June 2019

Published in: Foundations of Computational Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1708.05932

zbMATH Keywords

mutual informationphase transitionphase retrievalsecond-moment methodspectral initialization

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Generalized linear models (logistic models) (62J12) Signal detection and filtering (aspects of stochastic processes) (60G35) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Related Items (15)

The numerics of phase retrieval ⋮ Sharp Restricted Isometry Bounds for the Inexistence of Spurious Local Minima in Nonconvex Matrix Recovery ⋮ Approximate message passing with spectral initialization for generalized linear models* ⋮ Linear Convergence of Randomized Kaczmarz Method for Solving Complex-Valued Phaseless Equations ⋮ Implicit regularization in nonconvex statistical estimation: gradient descent converges linearly for phase retrieval, matrix completion, and blind deconvolution ⋮ Gradient descent with random initialization: fast global convergence for nonconvex phase retrieval ⋮ Provable sample-efficient sparse phase retrieval initialized by truncated power method ⋮ Complex phase retrieval from subgaussian measurements ⋮ Unnamed Item ⋮ Estimation from nonlinear observations via convex programming with application to bilinear regression ⋮ Optimal combination of linear and spectral estimators for generalized linear models ⋮ Generalized approximate survey propagation for high-dimensional estimation ^* ⋮ Local saddles of relaxed averaged alternating reflections algorithms on phase retrieval ⋮ A Spectral Estimation Framework for Phase Retrieval via Bregman Divergence Minimization ⋮ Graph Powering and Spectral Robustness

Uses Software

• PhaseMax
• PhaseLift
• Wirtinger Flow

Cites Work

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