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| Content Provider | IEEE Xplore Digital Library |
|---|---|
| Author | Netrapalli, P. Jain, P. Sanghavi, S. |
| Copyright Year | 1991 |
| Abstract | Phase retrieval problems involve solving linear equations, but with missing sign (or phase, for complex numbers) information. More than four decades after it was first proposed, the seminal error reduction algorithm of Gerchberg and Saxton and Fienup is still the popular choice for solving many variants of this problem. The algorithm is based on alternating minimization; i.e., it alternates between estimating the missing phase information, and the candidate solution. Despite its wide usage in practice, no global convergence guarantees for this algorithm are known. In this paper, we show that a (resampling) variant of this approach converges geometrically to the solution of one such problem-finding a vector x from y, A, where y = |ATx| and |z| denotes a vector of element-wise magnitudes of z-under the assumption that A is Gaussian. Empirically, we demonstrate that alternating minimization performs similar to recently proposed convex techniques for this problem (which are based on “lifting” to a convex matrix problem) in sample complexity and robustness to noise. However, it is much more efficient and can scale to large problems. Analytically, for a resampling version of alternating minimization, we show geometric convergence to the solution, and sample complexity that is off by log factors from obvious lower bounds. We also establish close to optimal scaling for the case when the unknown vector is sparse. Our work represents the first theoretical guarantee for alternating minimization (albeit with resampling) for any variant of phase retrieval problems in the non-convex setting. |
| Sponsorship | IEEE Signal Processing Society |
| Starting Page | 4814 |
| Ending Page | 4826 |
| Page Count | 13 |
| File Size | 2811389 |
| File Format | |
| ISSN | 1053587X |
| Volume Number | 63 |
| Issue Number | 18 |
| Language | English |
| Publisher | Institute of Electrical and Electronics Engineers, Inc. (IEEE) |
| Publisher Date | 2015-01-01 |
| Publisher Place | U.S.A. |
| Access Restriction | One Nation One Subscription (ONOS) |
| Rights Holder | Institute of Electrical and Electronics Engineers, Inc. (IEEE) |
| Subject Keyword | Signal processing algorithms Minimization Phase measurement Convergence Algorithm design and analysis Complexity theory Electronic mail optics Phase retrieval alternating minimization crystallography |
| Content Type | Text |
| Resource Type | Article |
| Subject | Signal Processing Electrical and Electronic Engineering |
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