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Phase retrieval in the high-dimensional regime
The main focus of this thesis is on the phase retrieval problem. This problem has a broad range of applications in advanced imaging systems, such as X-ray crystallography, coherent diffraction imaging, and astrophotography.
Thanks to its broad applications and its mathematical elegance and sophistication, phase retrieval has attracted researchers with diverse backgrounds.
Formally, phase retrieval is the problem of recovering a signal β ββΏ from its phaseless linear measurements of the form |α΅’β| + α΅’ where sensing vectors α΅’, = 1, 2, ..., , are in the same vector space as and α΅’ denotes the measurement noise. Finding an effective recovery method in a practical setup, analyzing the required sample complexity and convergence rate of a solution, and discussing the optimality of a proposed solution are some of the major mathematical challenges that researchers have tried to address in the last few years.
In this thesis, our aim is to shed some light on some of these challenges and propose new ways to improve the imaging systems that have this problem at their core. Toward this goal, we focus on the high-dimensional setting where the ratio of the number of measurements to the ambient dimension of the signal remains bounded. This regime differs from the classical asymptotic regime in which the signal's dimension is fixed and the number of measurements is increasing. We obtain sharp results regarding the performance of the existing algorithms and the algorithms that are introduced in this thesis. To achieve this goal, we first develop a few sharp concentration inequalities. These inequalities enable us to obtain sharp bounds on the performance of our algorithms. We believe such results can be useful for researchers who work in other research areas as well.
Second, we study the spectrum of some of the random matrices that play important roles in the phase retrieval problem, and use our tools to study the performance of some of the popular phase retrieval recovery schemes. Finally, we revisit the problem of structured signal recovery from phaseless measurements. We propose an iterative recovery method that can take advantage of any prior knowledge about the signal that is given as a compression code to efficiently solve the problem. We rigorously analyze the performance of our proposed method and provide extensive simulations to demonstrate its state-of-the-art performance
Universality of Linearized Message Passing for Phase Retrieval with Structured Sensing Matrices
In the phase retrieval problem one seeks to recover an unknown
dimensional signal vector from measurements of the form where denotes the sensing matrix. A
popular class of algorithms for this problem are based on approximate message
passing. For these algorithms, it is known that if the sensing matrix
is generated by sub-sampling columns of a uniformly random
(i.e. Haar distributed) orthogonal matrix, in the high dimensional asymptotic
regime (), the dynamics of the
algorithm are given by a deterministic recursion known as the state evolution.
For the special class of linearized message passing algorithms, we show that
the state evolution is universal: it continues to hold even when
is generated by randomly sub-sampling columns of certain deterministic
orthogonal matrices such as the Hadamard-Walsh matrix, provided the signal is
drawn from a Gaussian prior
Sharp Concentration Results for Heavy-Tailed Distributions
We obtain concentration and large deviation for the sums of independent and
identically distributed random variables with heavy-tailed distributions. Our
concentration results are concerned with random variables whose distributions
satisfy , where is an increasing function and as . Our main theorem can not only recover some
of the existing results, such as the concentration of the sum of subWeibull
random variables, but it can also produce new results for the sum of random
variables with heavier tails. We show that the concentration inequalities we
obtain are sharp enough to offer large deviation results for the sums of
independent random variables as well. Our analyses which are based on standard
truncation arguments simplify, unify and generalize the existing results on the
concentration and large deviation of heavy-tailed random variables.Comment: 16 page