3,197 research outputs found
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
Sharp Time--Data Tradeoffs for Linear Inverse Problems
In this paper we characterize sharp time-data tradeoffs for optimization
problems used for solving linear inverse problems. We focus on the minimization
of a least-squares objective subject to a constraint defined as the sub-level
set of a penalty function. We present a unified convergence analysis of the
gradient projection algorithm applied to such problems. We sharply characterize
the convergence rate associated with a wide variety of random measurement
ensembles in terms of the number of measurements and structural complexity of
the signal with respect to the chosen penalty function. The results apply to
both convex and nonconvex constraints, demonstrating that a linear convergence
rate is attainable even though the least squares objective is not strongly
convex in these settings. When specialized to Gaussian measurements our results
show that such linear convergence occurs when the number of measurements is
merely 4 times the minimal number required to recover the desired signal at all
(a.k.a. the phase transition). We also achieve a slower but geometric rate of
convergence precisely above the phase transition point. Extensive numerical
results suggest that the derived rates exactly match the empirical performance
- …