Optimal rates of convergence for noisy sparse phase retrieval via thresholded Wirtinger flow
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Publication:342686
DOI10.1214/16-AOS1443zbMath1349.62019arXiv1506.03382OpenAlexW2962999772MaRDI QIDQ342686
Xiaodong Li, Zongming Ma, T. Tony Cai
Publication date: 18 November 2016
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1506.03382
sparse recoveryphase retrievalminimax rateiterative adaptive thresholdingnon-convex empirical riskthresholded gradient method
Minimax procedures in statistical decision theory (62C20) Applications of statistics to physics (62P35)
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