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Main Authors: Ueda, Hajime, Katakami, Shun, Okada, Masato
Format: Preprint
Published: 2024
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Online Access:https://arxiv.org/abs/2408.17102
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author Ueda, Hajime
Katakami, Shun
Okada, Masato
author_facet Ueda, Hajime
Katakami, Shun
Okada, Masato
contents Phase retrieval refers to the problem of recovering a high-dimensional vector $\boldsymbol{x} \in \mathbb{C}^N$ from the magnitude of its linear transform $\boldsymbol{z} = A \boldsymbol{x}$, observed through a noisy channel. To improve the ill-posed nature of the inverse problem, it is a common practice to observe the magnitude of linear measurements $\boldsymbol{z}^{(1)} = A^{(1)} \boldsymbol{x},..., \boldsymbol{z}^{(L)} = A^{(L)}\boldsymbol{x}$ using multiple sensing matrices $A^{(1)},..., A^{(L)}$, with ptychographic imaging being a remarkable example of such strategies. Inspired by existing algorithms for ptychographic reconstruction, we introduce stochasticity to Vector Approximate Message Passing (VAMP), a computationally efficient algorithm applicable to a wide range of Bayesian inverse problems. By testing our approach in the setup of phase retrieval, we show the superior convergence speed of the proposed algorithm.
format Preprint
id arxiv_https___arxiv_org_abs_2408_17102
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Stochastic Vector Approximate Message Passing with applications to phase retrieval
Ueda, Hajime
Katakami, Shun
Okada, Masato
Computation
Phase retrieval refers to the problem of recovering a high-dimensional vector $\boldsymbol{x} \in \mathbb{C}^N$ from the magnitude of its linear transform $\boldsymbol{z} = A \boldsymbol{x}$, observed through a noisy channel. To improve the ill-posed nature of the inverse problem, it is a common practice to observe the magnitude of linear measurements $\boldsymbol{z}^{(1)} = A^{(1)} \boldsymbol{x},..., \boldsymbol{z}^{(L)} = A^{(L)}\boldsymbol{x}$ using multiple sensing matrices $A^{(1)},..., A^{(L)}$, with ptychographic imaging being a remarkable example of such strategies. Inspired by existing algorithms for ptychographic reconstruction, we introduce stochasticity to Vector Approximate Message Passing (VAMP), a computationally efficient algorithm applicable to a wide range of Bayesian inverse problems. By testing our approach in the setup of phase retrieval, we show the superior convergence speed of the proposed algorithm.
title Stochastic Vector Approximate Message Passing with applications to phase retrieval
topic Computation
url https://arxiv.org/abs/2408.17102