Phase Retrieval From Binary Measurements

We consider the problem of signal reconstruction from quadratic measurements that are encoded as +1 or -1 depending on whether they exceed a predetermined positive threshold or not. Binary measurements are fast to acquire and inexpensive in terms of hardware. We formulate the problem of signal reconstruction using a consistency criterion, wherein one seeks to find a signal that is in agreement with the measurements. To enforce consistency, we construct a convex cost using a one-sided quadratic penalty and minimize it using an iterative accelerated projected gradient-descent (APGD) technique. The PGD scheme reduces the cost function in each iteration, whereas incorporating momentum into PGD, notwithstanding the lack of such a descent property, exhibits faster convergence than PGD empirically. We refer to the resulting algorithm as binary phase retrieval (BPR). Considering additive white noise contamination prior to quantization, we also derive the Cramer-Rao Bound (CRB) for the binary encoding model. Experimental results demonstrate that the BPR algorithm yields a signal-to- reconstruction error ratio (SRER) of approximately 25 dB in the absence of noise. In the presence of noise prior to quantization, the SRER is within 2 to 3 dB of the CRB

Generalized Approximate Survey Propagation for High-Dimensional Estimation

In Generalized Linear Estimation (GLE) problems, we seek to estimate a signal that is observed through a linear transform followed by a component-wise, possibly nonlinear and noisy, channel. In the Bayesian optimal setting, Generalized Approximate Message Passing (GAMP) is known to achieve optimal performance for GLE. However, its performance can significantly degrade whenever there is a mismatch between the assumed and the true generative model, a situation frequently encountered in practice. In this paper, we propose a new algorithm, named Generalized Approximate Survey Propagation (GASP), for solving GLE in the presence of prior or model mis-specifications. As a prototypical example, we consider the phase retrieval problem, where we show that GASP outperforms the corresponding GAMP, reducing the reconstruction threshold and, for certain choices of its parameters, approaching Bayesian optimal performance. Furthermore, we present a set of State Evolution equations that exactly characterize the dynamics of GASP in the high-dimensional limit