Information Theoretic Limits for Phase Retrieval With Subsampled Haar Sensing Matrices

DOI10.1109/TIT.2020.3015173MaRDI QIDQ5138946zbMATH OpenOpenAlexFDO

Authors Rishabh Dudeja, Junjie Ma, Arian Maleki

Publication date 4 December 2020

Published in IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1910.11849

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Sampling theory in information and communication theory (94A20)

Abstract: We study information theoretic limits of recovering an unknown $n$ dimensional, complex signal vector $mathbf{x}_{s}tar$ with unit norm from $m$ magnitude-only measurements of the form $y_i=|(mathbfAmathbf{x}_{s}tar{)}_i{|}^2,;i=1,2dots,m$, where $mathbfA$ is the sensing matrix. This is known as the Phase Retrieval problem and models practical imaging systems where measuring the phase of the observations is difficult. Since in a number of applications, the sensing matrix has orthogonal columns, we model the sensing matrix as a subsampled Haar matrix formed by picking $n$ columns of a uniformly random $mimesm$ unitary matrix. We study this problem in the high dimensional asymptotic regime, where $m,nightarrowinfty$, while $m/nightarrowdelta$ with $delta$ being a fixed number, and show that if $m<(2-o_n(1))cdotn$, then any estimator is asymptotically orthogonal to the true signal vector $mathbf{x}_{s}tar$. This lower bound is sharp since when $m>(2+o_n(1))cdotn$, estimators that achieve a non trivial asymptotic correlation with the signal vector are known from previous works.

Cited in

(4)

• Fundamental limits of weak recovery with applications to phase retrieval
• Measurement Matrix Design for Phase Retrieval Based on Mutual Information
• Support Recovery in the Phase Retrieval Model: Information-Theoretic Fundamental Limit
• Spectral estimators for structured generalized linear models via approximate message passing

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