On the Sample Complexity and Optimization Landscape for Quadratic Feasibility Problems

We consider the problem of recovering a complex vector $\mathbf{x}\in \mathbb{C}^n$ from $m$ quadratic measurements $\{\langle A_i\mathbf{x}, \mathbf{x}\rangle\}_{i=1}^m$. This problem, known as quadratic feasibility, encompasses the well known phase retrieval problem and has applications in a wide range of important areas including power system state estimation and x-ray crystallography. In general, not only is the the quadratic feasibility problem NP-hard to solve, but it may in fact be unidentifiable. In this paper, we establish conditions under which this problem becomes {identifiable}, and further prove isometry properties in the case when the matrices $\{A_i\}_{i=1}^m$ are Hermitian matrices sampled from a complex Gaussian distribution. Moreover, we explore a nonconvex {optimization} formulation of this problem, and establish salient features of the associated optimization landscape that enables gradient algorithms with an arbitrary initialization to converge to a \emph{globally optimal} point with a high probability. Our results also reveal sample complexity requirements for successfully identifying a feasible solution in these contexts.Comment: 21 page

Sampling and Reconstruction of Spatial Signals

Digital processing of signals f may start from sampling on a discrete set Γ, f →(f(ϒη))ϒηεΓ. The sampling theory is one of the most basic and fascinating topics in applied mathematics and in engineering sciences. The most well known form is the uniform sampling theorem for band-limited/wavelet signals, that gives a framework for converting analog signals into sequences of numbers. Over the past decade, the sampling theory has undergone a strong revival and the standard sampling paradigm is extended to non-bandlimited signals including signals in reproducing kernel spaces (RKSs), signals with finite rate of innovation (FRI) and sparse signals, and to nontraditional sampling methods, such as phaseless sampling. In this dissertation, we first consider the sampling and Galerkin reconstruction in a reproducing kernel space. The fidelity measure of perceptual signals, such as acoustic and visual signals, might not be well measured by least squares. In the first part of this dissertation, we introduce a fidelity measure depending on a given sampling scheme and propose a Galerkin method in Banach space setting for signal reconstruction. We show that the proposed Galerkin method provides a quasi-optimal approximation, and the corresponding Galerkin equations could be solved by an iterative approximation-projection algorithm in a reproducing kernel subspace of Lp. A spatially distributed network contains a large amount of agents with limited sensing, data processing, and communication capabilities. Recent technological advances have opened up possibilities to deploy spatially distributed networks for signal sampling and reconstruction. We introduce a graph structure for a distributed sampling and reconstruction system by coupling agents in a spatially distributed network with innovative positions of signals. We split a distributed sampling and reconstruction system into a family of overlapping smaller subsystems, and we show that the stability of the sensing matrix holds if and only if its quasi-restrictions to those subsystems have l_2 uniform stability. This new stability criterion could be pivotal for the design of a robust distributed sampling and reconstruction system against supplement, replacement and impairment of agents, as we only need to check the uniform stability of affected subsystems. We also propose an exponentially convergent distributed algorithm for signal reconstruction, that provides a suboptimal approximation to the original signal in the presence of bounded sampling noises. Phase retrieval (Phaseless Sampling and Reconstruction) arises in various fields of science and engineering. It consists of reconstructing a signal of interest from its magnitude measurements. Sampling in shift-invariant spaces is a realistic model for signals with smooth spectrum. We consider phaseless sampling and reconstruction of real-valued signals in a shift-invariant space from their magnitude measurements on the whole Euclidean space and from their phaseless samples taken on a discrete set with finite sampling density. We find an equivalence between nonseparability of signals in a shift-invariant space and their phase retrievability with phaseless samples taken on the whole Euclidean space. We also introduce an undirected graph to a signal and use connectivity of the graph to characterize the nonseparability of high-dimensional signals. Under the local complement property assumption on a shift-invariant space, we find a discrete set with finite sampling density such that signals in shift-invariant spaces, that are determined by their magnitude measurements on the whole Euclidean space, can be reconstructed in a stable way from their phaseless samples taken on that discrete set. We also propose a reconstruction algorithm which provides a suboptimal approximation to the original signal when its noisy phaseless samples are available only