Fundamental Limits of PhaseMax for Phase Retrieval: A Replica Analysis
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Publication:6289997
arXiv1708.03355MaRDI QIDQ6289997FDOQ6289997
Authors: Oussama Dhifallah, Yue M. Lu 
Publication date: 10 August 2017
Abstract: We consider a recently proposed convex formulation, known as the PhaseMax method, for solving the phase retrieval problem. Using the replica method from statistical mechanics, we analyze the performance of PhaseMax in the high-dimensional limit. Our analysis predicts the emph{exact} asymptotic performance of PhaseMax. In particular, we show that a sharp phase transition phenomenon takes place, with a simple analytical formula characterizing the phase transition boundary. This result shows that the oversampling ratio required by existing performance bounds in the literature can be significantly reduced. Numerical results confirm the validity of our replica analysis, showing that the theoretical predictions are in excellent agreement with the actual performance of the algorithm, even for moderate signal dimensions.
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