1,042 research outputs found
Robust phase retrieval with the swept approximate message passing (prSAMP) algorithm
In phase retrieval, the goal is to recover a complex signal from the
magnitude of its linear measurements. While many well-known algorithms
guarantee deterministic recovery of the unknown signal using i.i.d. random
measurement matrices, they suffer serious convergence issues some
ill-conditioned matrices. As an example, this happens in optical imagers using
binary intensity-only spatial light modulators to shape the input wavefront.
The problem of ill-conditioned measurement matrices has also been a topic of
interest for compressed sensing researchers during the past decade. In this
paper, using recent advances in generic compressed sensing, we propose a new
phase retrieval algorithm that well-adopts for both Gaussian i.i.d. and binary
matrices using both sparse and dense input signals. This algorithm is also
robust to the strong noise levels found in some imaging applications
Vector Approximate Message Passing for the Generalized Linear Model
The generalized linear model (GLM), where a random vector is
observed through a noisy, possibly nonlinear, function of a linear transform
output , arises in a range of applications such
as robust regression, binary classification, quantized compressed sensing,
phase retrieval, photon-limited imaging, and inference from neural spike
trains. When is large and i.i.d. Gaussian, the generalized
approximate message passing (GAMP) algorithm is an efficient means of MAP or
marginal inference, and its performance can be rigorously characterized by a
scalar state evolution. For general , though, GAMP can
misbehave. Damping and sequential-updating help to robustify GAMP, but their
effects are limited. Recently, a "vector AMP" (VAMP) algorithm was proposed for
additive white Gaussian noise channels. VAMP extends AMP's guarantees from
i.i.d. Gaussian to the larger class of rotationally invariant
. In this paper, we show how VAMP can be extended to the GLM.
Numerical experiments show that the proposed GLM-VAMP is much more robust to
ill-conditioning in than damped GAMP
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