Compressive Phase Retrieval via Generalized Approximate Message Passing

DOI10.1109/TSP.2014.2386294MaRDI QIDQ4579755zbMATH OpenOpenAlexFDO

Authors Philip Schniter, Sundeep Rangan

Publication date 22 August 2018

Published in IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1405.5618

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Abstract: In phase retrieval, the goal is to recover a signal $mathbfxinmathbb{C}^N$ from the magnitudes of linear measurements $mathbfAxinmathbb{C}^M$. While recent theory has established that $Mapprox4N$ intensity measurements are necessary and sufficient to recover generic $mathbfx$, there is great interest in reducing the number of measurements through the exploitation of sparse $mathbfx$, which is known as compressive phase retrieval. In this work, we detail a novel, probabilistic approach to compressive phase retrieval based on the generalized approximate message passing (GAMP) algorithm. We then present a numerical study of the proposed PR-GAMP algorithm, demonstrating its excellent phase-transition behavior, robustness to noise, and runtime. Our experiments suggest that approximately $Mgeq2Klo{g}_2(N/K)$ intensity measurements suffice to recover $K$-sparse Bernoulli-Gaussian signals for $mathbfA$ with i.i.d Gaussian entries and $KllN$. Meanwhile, when recovering a 6k-sparse 65k-pixel grayscale image from 32k randomly masked and blurred Fourier intensity measurements at 30~dB measurement SNR, PR-GAMP achieved an output SNR of no less than 28~dB in all of 100 random trials, with a median runtime of only 7.3 seconds. Compared to the recently proposed CPRL, sparse-Fienup, and GESPAR algorithms, our experiments suggest that PR-GAMP has a superior phase transition and orders-of-magnitude faster runtimes as the sparsity and problem dimensions increase.

Cited in

(30)

• Binary sparse phase retrieval via simulated annealing
• The distribution of the Lasso: uniform control over sparse balls and adaptive parameter tuning
• Optimal combination of linear and spectral estimators for generalized linear models
• Fundamental barriers to high-dimensional regression with convex penalties
• Approximate message passing algorithms for rotationally invariant matrices
• Implicit regularization in nonconvex statistical estimation: gradient descent converges linearly for phase retrieval, matrix completion, and blind deconvolution
• Universality in polytope phase transitions and message passing algorithms
• Fundamental limits of weak recovery with applications to phase retrieval
• The recovery of complex sparse signals from few phaseless measurements
• Solving Random Quadratic Systems of Equations Is Nearly as Easy as Solving Linear Systems
• Fast Phase Retrieval from Local Correlation Measurements
• Robust sparse phase retrieval made easy
• Message-Passing De-Quantization With Applications to Compressed Sensing
• Variational phase retrieval with globally convergent preconditioned proximal algorithm
• Approximate message passing with spectral initialization for generalized linear models*
• Quantization-aware phase retrieval
• PhaseMax: stable guarantees from noisy sub-Gaussian measurements
• Compressive Computed Tomography Reconstruction through Denoising Approximate Message Passing
• A message-passing approach to phase retrieval of sparse signals
• Generalized approximate survey propagation for high-dimensional estimation ^*
• A Unifying Tutorial on Approximate Message Passing
• The numerics of phase retrieval
• The sampling complexity on nonconvex sparse phase retrieval problem
• 3D tomographic phase retrieval and unwrapping
• Approximate message passing with rigorous guarantees for pooled data and quantitative group testing
• Optimal sparse phase retrieval via a quasi-Bayesian approach
• A leave-one-out approach to approximate message passing
• A nonasymptotic distributional theory of approximate message passing for sparse and robust regression
• Phase retrieval for sparse signals
• A strong restricted isometry property, with an application to phaseless compressed sensing

This page was built for publication: Compressive Phase Retrieval via Generalized Approximate Message Passing

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4579755)