Noisy phase retrieval from subgaussian measurements
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arXiv
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| Autori principali: | , , , |
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| Natura: | Preprint |
| Pubblicazione: |
2024
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| _version_ | 1866909423169961984 |
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| author | Peng, Haiyang Han, Deren Li, Linbin Huang, Meng |
| author_facet | Peng, Haiyang Han, Deren Li, Linbin Huang, Meng |
| contents | This paper aims to address the phase retrieval problem from subgaussian measurements with arbitrary noise, with a focus on devising robust and efficient algorithms for solving non-convex problems. To ensure uniqueness of solutions in the subgaussian setting, we explore two commonly used assumptions: either the subgaussian measurements satisfy a fourth-moment condition or the target signals exhibit non-peakiness. For each scenario, we introduce a novel spectral initialization method that yields robust initial estimates. Building on this, we employ leave-one-out arguments to show that the classical Wirtinger flow algorithm achieves a linear rate of convergence for both real-valued and complex-valued cases, provided the sampling complexity $m\ge O(n \log^3 m)$, where $n$ is the dimension of the underlying signals. In contrast to existing work, our algorithms are regularization-free, requiring no truncation, trimming, or additional penalty terms, and they permit the algorithm step sizes as large as $O(1)$, compared to the $O(1/n)$ in previous literature. Furthermore, our results accommodate arbitrary noise vectors that meet certain statistical conditions, covering a wide range of noise scenarios, with sub-exponential noise as a notable special case. The effectiveness of our algorithms is validated through various numerical experiments. We emphasize that our findings provide the first theoretical guarantees for recovering non-peaky signals using non-convex methods from Bernoulli measurements, which is of independent interest. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2412_07401 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Noisy phase retrieval from subgaussian measurements Peng, Haiyang Han, Deren Li, Linbin Huang, Meng Optimization and Control 90C26, 90C30, 94A12 This paper aims to address the phase retrieval problem from subgaussian measurements with arbitrary noise, with a focus on devising robust and efficient algorithms for solving non-convex problems. To ensure uniqueness of solutions in the subgaussian setting, we explore two commonly used assumptions: either the subgaussian measurements satisfy a fourth-moment condition or the target signals exhibit non-peakiness. For each scenario, we introduce a novel spectral initialization method that yields robust initial estimates. Building on this, we employ leave-one-out arguments to show that the classical Wirtinger flow algorithm achieves a linear rate of convergence for both real-valued and complex-valued cases, provided the sampling complexity $m\ge O(n \log^3 m)$, where $n$ is the dimension of the underlying signals. In contrast to existing work, our algorithms are regularization-free, requiring no truncation, trimming, or additional penalty terms, and they permit the algorithm step sizes as large as $O(1)$, compared to the $O(1/n)$ in previous literature. Furthermore, our results accommodate arbitrary noise vectors that meet certain statistical conditions, covering a wide range of noise scenarios, with sub-exponential noise as a notable special case. The effectiveness of our algorithms is validated through various numerical experiments. We emphasize that our findings provide the first theoretical guarantees for recovering non-peaky signals using non-convex methods from Bernoulli measurements, which is of independent interest. |
| title | Noisy phase retrieval from subgaussian measurements |
| topic | Optimization and Control 90C26, 90C30, 94A12 |
| url | https://arxiv.org/abs/2412.07401 |