Self-Calibration and Biconvex Compressive Sensing

The design of high-precision sensing devises becomes ever more difficult and expensive. At the same time, the need for precise calibration of these devices (ranging from tiny sensors to space telescopes) manifests itself as a major roadblock in many scientific and technological endeavors. To achieve optimal performance of advanced high-performance sensors one must carefully calibrate them, which is often difficult or even impossible to do in practice. In this work we bring together three seemingly unrelated concepts, namely Self-Calibration, Compressive Sensing, and Biconvex Optimization. The idea behind self-calibration is to equip a hardware device with a smart algorithm that can compensate automatically for the lack of calibration. We show how several self-calibration problems can be treated efficiently within the framework of biconvex compressive sensing via a new method called SparseLift. More specifically, we consider a linear system of equations y = DAx, where both x and the diagonal matrix D (which models the calibration error) are unknown. By "lifting" this biconvex inverse problem we arrive at a convex optimization problem. By exploiting sparsity in the signal model, we derive explicit theoretical guarantees under which both x and D can be recovered exactly, robustly, and numerically efficiently via linear programming. Applications in array calibration and wireless communications are discussed and numerical simulations are presented, confirming and complementing our theoretical analysis

Regularized Gradient Descent: A Nonconvex Recipe for Fast Joint Blind Deconvolution and Demixing

We study the question of extracting a sequence of functions $\{\boldsymbol{f}_i, \boldsymbol{g}_i\}_{i=1}^s$ from observing only the sum of their convolutions, i.e., from $\boldsymbol{y} = \sum_{i=1}^s \boldsymbol{f}_i\ast \boldsymbol{g}_i$. While convex optimization techniques are able to solve this joint blind deconvolution-demixing problem provably and robustly under certain conditions, for medium-size or large-size problems we need computationally faster methods without sacrificing the benefits of mathematical rigor that come with convex methods. In this paper, we present a non-convex algorithm which guarantees exact recovery under conditions that are competitive with convex optimization methods, with the additional advantage of being computationally much more efficient. Our two-step algorithm converges to the global minimum linearly and is also robust in the presence of additive noise. While the derived performance bounds are suboptimal in terms of the information-theoretic limit, numerical simulations show remarkable performance even if the number of measurements is close to the number of degrees of freedom. We discuss an application of the proposed framework in wireless communications in connection with the Internet-of-Things.Comment: Accepted to Information and Inference: a Journal of the IM

Local Geometry Determines Global Landscape in Low-rank Factorization for Synchronization

The orthogonal group synchronization problem, which focuses on recovering orthogonal group elements from their corrupted pairwise measurements, encompasses examples such as high-dimensional Kuramoto model on general signed networks, $\mathbb{Z}_2$-synchronization, community detection under stochastic block models, and orthogonal Procrustes problem. The semidefinite relaxation (SDR) has proven its power in solving this problem; however, its expensive computational costs impede its widespread practical applications. We consider the Burer-Monteiro factorization approach to the orthogonal group synchronization, an effective and scalable low-rank factorization to solve large scale SDPs. Despite the significant empirical successes of this factorization approach, it is still a challenging task to understand when the nonconvex optimization landscape is benign, i.e., the optimization landscape possesses only one local minimizer, which is also global. In this work, we demonstrate that if the degree of freedom within the factorization exceeds twice the condition number of the ``Laplacian" (certificate matrix) at the global minimizer, the optimization landscape is absent of spurious local minima. Our main theorem is purely algebraic and versatile, and it seamlessly applies to all the aforementioned examples: the nonconvex landscape remains benign under almost identical condition that enables the success of the SDR. Additionally, we illustrate that the Burer-Monteiro factorization is robust to ``monotone adversaries", mirroring the resilience of the SDR. In other words, introducing ``favorable" adversaries into the data will not result in the emergence of new spurious local minimizers

Rapid, Robust, and Reliable Blind Deconvolution via Nonconvex Optimization

We study the question of reconstructing two signals $f$ and $g$ from their convolution $y = f\ast g$. This problem, known as {\em blind deconvolution}, pervades many areas of science and technology, including astronomy, medical imaging, optics, and wireless communications. A key challenge of this intricate non-convex optimization problem is that it might exhibit many local minima. We present an efficient numerical algorithm that is guaranteed to recover the exact solution, when the number of measurements is (up to log-factors) slightly larger than the information-theoretical minimum, and under reasonable conditions on $f$ and $g$. The proposed regularized gradient descent algorithm converges at a geometric rate and is provably robust in the presence of noise. To the best of our knowledge, our algorithm is the first blind deconvolution algorithm that is numerically efficient, robust against noise, and comes with rigorous recovery guarantees under certain subspace conditions. Moreover, numerical experiments do not only provide empirical verification of our theory, but they also demonstrate that our method yields excellent performance even in situations beyond our theoretical framework