The problem of reconstructing a sparse signal vector from magnitude-only measurements (a.k.a., compressive phase retrieval), emerges naturally in diverse applications, but it is NP-hard in general. Building on recent advances in nonconvex optimization, this paper puts forth a new algorithm that is termed compressive reweighted amplitude flow and abbreviated as CRAF, for compressive phase retrieval. Specifically, CRAF operates in two stages. The first stage seeks a sparse initial guess via a new spectral procedure. In the second stage, CRAF implements a few hard thresholding based iterations using reweighted gradients. When there are sufficient measurements, CRAF provably recovers the underlying signal vector exactly with high probability under suitable conditions. Moreover, its sample complexity coincides with that of the state-of-the-art procedures. Finally, substantial simulated tests showcase remarkable performance of the new spectral initialization, as well as improved exact recovery relative to competing alternatives.
Nonlinear sparse sensing (NSS) techniques have been adopted for realizing compressive sensing in many applications such as Radar imaging. Unlike the NSS, in this paper, we propose an adaptive sparse sensing (ASS) approach using reweighted zero-attracting normalized least mean fourth (RZA-NLMF) algorithm which depends on several given parameters, i.e., reweighted factor, regularization parameter and initial step-size. First, based on the independent assumption, Cramer Rao lower bound (CRLB) is derived as for the trademark of performance comparisons. In addition, reweighted factor selection meth…
Phase retrieval(PR) problem is a kind of ill-condition inverse problem which is arising in various of applications. Based on the Wirtinger flow(WF) method, a reweighted Wirtinger flow(RWF) method is proposed to deal with PR problem. RWF finds the global optimum by solving a series of sub-PR problems with changing weights. Theoretical analyses illustrate that the RWF has a geometric convergence from a deliberate initialization when the weights are bounded by 1 and $\frac{10}{9}$. Numerical testing shows RWF has a lower sampling complexity compared with WF. As an essentially adaptive truncated W…
The channel estimation is one of important techniques to ensure reliable broadband signal transmission. Broadband channels are often modeled as a sparse channel. Comparing with traditional dense-assumption based linear channel estimation methods, e.g., least mean square/fourth (LMS/F) algorithm, exploiting sparse structure information can get extra performance gain. By introducing l_1-norm penalty, two sparse LMS/F algorithms, (zero-attracting LMSF, ZA-LMS/F and reweighted ZA-LMSF, RZA-LMSF), have been proposed [1]. Motivated by existing reweighted l_1-norm (RL1) sparse algorithm in compressiv…
$\ell_1$ minimization can be used to recover sufficiently sparse unknown signals from compressed linear measurements. In fact, exact thresholds on the sparsity (the size of the support set), under which with high probability a sparse signal can be recovered from i.i.d. Gaussian measurements, have been computed and are referred to as "weak thresholds" \cite{D}. It was also known that there is a tradeoff between the sparsity and the $\ell_1$ minimization recovery stability. In this paper, we give a \emph{closed-form} characterization for this tradeoff which we call the scaling law for compressiv…
In cosparse analysis compressive sensing (CS), one seeks to estimate a non-sparse signal vector from noisy sub-Nyquist linear measurements by exploiting the knowledge that a given linear transform of the signal is cosparse, i.e., has sufficiently many zeros. We propose a novel approach to cosparse analysis CS based on the generalized approximate message passing (GAMP) algorithm. Unlike other AMP-based approaches to this problem, ours works with a wide range of analysis operators and regularizers. In addition, we propose a novel $\ell_0$-like soft-thresholder based on MMSE denoising for a spike…
In this paper, we tackle the general compressive phase retrieval problem. The problem is to recover a K-sparse complex vector of length n, $x\in \mathbb{C}^n$, from the magnitudes of m linear measurements, $y=|Ax|$, where $A \in \mathbb{C}^{m \times n}$ can be designed, and the magnitudes are taken component-wise for vector $Ax\in \mathbb{C}^m$. We propose a variant of the PhaseCode algorithm, and show that, using an irregular left-degree sparse-graph code construction, the algorithm can recover almost all the K non-zero signal components using only slightly more than 4K measurements under som…
Phase retrieval refers to a classical nonconvex problem of recovering a signal from its Fourier magnitude measurements. Inspired by the compressed sensing technique, signal sparsity is exploited in recent studies of phase retrieval to reduce the required number of measurements, known as compressive phase retrieval (CPR). In this paper, l1 minimization problems are formulated for CPR to exploit the signal sparsity and alternating direction algorithms are presented for problem solving. For real-valued, nonnegative image reconstruction, the image of interest is shown to be an optimal solution of …
The mathematical theory of super-resolution developed recently by Candès and Fernandes-Granda states that a continuous, sparse frequency spectrum can be recovered with infinite precision via a (convex) atomic norm technique given a set of uniform time-space samples. This theory was then extended to the cases of partial/compressive samples and/or multiple measurement vectors via atomic norm minimization (ANM), known as off-grid/continuous compressed sensing (CCS). However, a major problem of existing atomic norm methods is that the frequencies can be recovered only if they are sufficiently sepa…
This paper considers the problem of recovering a $k$-sparse, $N$-dimensional complex signal from Fourier magnitude measurements. It proposes a Fourier optics setup such that signal recovery up to a global phase factor is possible with very high probability whenever $M \gtrsim 4k\log_2(N/k)$ random Fourier intensity measurements are available. The proposed algorithm is comprised of two stages: An algebraic phase retrieval stage and a compressive sensing step subsequent to it. Simulation results are provided to demonstrate the applicability of the algorithm for noiseless and noisy scenarios.
In the compressive phase retrieval problem, or phaseless compressed sensing, or compressed sensing from intensity only measurements, the goal is to reconstruct a sparse or approximately $k$-sparse vector $x \in \mathbb{R}^n$ given access to $y= |Φx|$, where $|v|$ denotes the vector obtained from taking the absolute value of $v\in\mathbb{R}^n$ coordinate-wise. In this paper we present sublinear-time algorithms for different variants of the compressive phase retrieval problem which are akin to the variants considered for the classical compressive sensing problem in theoretical computer science. …
This contribution proposes a two stage strategy to allow for phase retrieval in state of the art sub-Nyquist sampling schemes for sparse multiband signals. The proposed strategy is based on data acquisition via modulated wideband converters known from sub-Nyquist sampling. This paper describes how the modulators have to be modified such that signal recovery from sub-Nyquist amplitude samples becomes possible and a corresponding recovery algorithm is given which is computational efficient. In addition, the proposed strategy is fairly general, allowing for several constructions and recovery algo…
In this paper, we tackle the compressive phase retrieval problem in the presence of noise. The noisy compressive phase retrieval problem is to recover a $K$-sparse complex signal $s \in \mathbb{C}^n$, from a set of $m$ noisy quadratic measurements: $ y_i=| a_i^H s |^2+w_i$, where $a_i^H\in\mathbb{C}^n$ is the $i$th row of the measurement matrix $A\in\mathbb{C}^{m\times n}$, and $w_i$ is the additive noise to the $i$th measurement. We consider the regime where $K=βn^δ$, with constants $β>0$ and $δ\in(0,1)$. We use the architecture of PhaseCode algorithm, and robustify it using two schemes: the …
Nonlinear sparse sensing (NSS) techniques have been adopted for realizing compressive sensing (CS) in many applications such as Radar imaging and sparse channel estimation. Unlike the NSS, in this paper, we propose an adaptive sparse sensing (ASS) approach using reweighted zero-attracting normalized least mean fourth (RZA-NLMF) algorithm which depends on several given parameters, i.e., reweighted factor, regularization parameter and initial step-size. First, based on the independent assumption, Cramer Rao lower bound (CRLB) is derived as for the performance comparisons. In addition, reweighted…
Advances in compressive sensing provided reconstruction algorithms of sparse signals from linear measurements with optimal sample complexity, but natural extensions of this methodology to nonlinear inverse problems have been met with potentially fundamental sample complexity bottlenecks. In particular, tractable algorithms for compressive phase retrieval with sparsity priors have not been able to achieve optimal sample complexity. This has created an open problem in compressive phase retrieval: under generic, phaseless linear measurements, are there tractable reconstruction algorithms that suc…
In phase retrieval, the goal is to recover a signal $\mathbf{x}\in\mathbb{C}^N$ from the magnitudes of linear measurements $\mathbf{Ax}\in\mathbb{C}^M$. While recent theory has established that $M\approx 4N$ intensity measurements are necessary and sufficient to recover generic $\mathbf{x}$, there is great interest in reducing the number of measurements through the exploitation of sparse $\mathbf{x}$, which is known as compressive phase retrieval. In this work, we detail a novel, probabilistic approach to compressive phase retrieval based on the generalized approximate message passing (GAMP) a…
Separable multi-block convex optimization problem appears in many mathematical and engineering fields. In the first part of this paper, we propose an inertial proximal ADMM to solve a linearly constrained separable multi-block convex optimization problem, and we show that the proposed inertial proximal ADMM has global convergence under mild assumptions on the regularization matrices. Affine phase retrieval arises in holography, data separation and phaseless sampling, and it is also considered as a nonhomogeneous version of phase retrieval that has received considerable attention in recent year…
We consider the problem of recovering a $K$-sparse complex signal $x$ from $m$ intensity measurements. We propose the PhaseCode algorithm, and show that in the noiseless case, PhaseCode can recover an arbitrarily-close-to-one fraction of the $K$ non-zero signal components using only slightly more than $4K$ measurements when the support of the signal is uniformly random, with order-optimal time and memory complexity of $Θ(K)$. It is known that the fundamental limit for the number of measurements in compressive phase retrieval problem is $4K - o(K)$ to recover the signal exactly and with no assu…
This paper concerns the problem of estimating multidimensional (MD) frequencies using prior knowledge of the signal spectral sparsity from partial time samples. In many applications, such as radar, wireless communications, and super-resolution imaging, some structural information about the signal spectrum might be known beforehand. Suppose that the frequencies lie in given intervals, the goal is to improve the frequency estimation performance by using the prior information. We study the MD Vandermonde decomposition of block Toeplitz matrices in which the frequencies are restricted to given int…
This paper considers the problem of designing sparse linear tripole arrays. In such arrays at each antenna location there are three orthogonal dipoles, allowing full measurement of both the horizontal and vertical components of the received waveform. We formulate this problem from the viewpoint of Compressive Sensing (CS). However, unlike for isotropic array elements (single antenna), we now have three complex valued weight coefficients associated with each potential location (due to the three dipoles), which have to be simultaneously minimised. If this is not done, we may only set the weight …
Sparse subspace clustering (SSC) relies on sparse regression for accurate neighbor identification. Inspired by recent progress in compressive sensing, this paper proposes a new sparse regression scheme for SSC via two-step reweighted $\ell_1$-minimization, which also generalizes a two-step $\ell_1$-minimization algorithm introduced by E. J. Candès et al in [The Annals of Statistics, vol. 42, no. 2, pp. 669-699, 2014] without incurring extra algorithmic complexity. To fully exploit the prior information offered by the computed sparse representation vector in the first step, our approach places …
Compressive phase retrieval is a popular variant of the standard compressive sensing problem in which the measurements only contain magnitude information. In this paper, motivated by recent advances in deep generative models, we provide recovery guarantees with near-optimal sample complexity for phase retrieval with generative priors. We first show that when using i.i.d. Gaussian measurements and an $L$-Lipschitz continuous generative model with bounded $k$-dimensional inputs, roughly $O(k \log L)$ samples suffice to guarantee that any signal minimizing an amplitude-based empirical loss functi…
The aim of this paper is to study the stability of the $\ell_1$ minimization for the compressive phase retrieval and to extend the instance-optimality in compressed sensing to the real phase retrieval setting. We first show that the $m={\mathcal O}(k\log(N/k))$ measurements is enough to guarantee the $\ell_1$ minimization to recover $k$-sparse signals stably provided the measurement matrix $A$ satisfies the strong RIP property. We second investigate the phaseless instance-optimality with presenting a null space property of the measurement matrix $A$ under which there exists a decoder $Δ$ so th…
We consider the problem of recovering signals from their power spectral density. This is a classical problem referred to in literature as the phase retrieval problem, and is of paramount importance in many fields of applied sciences. In general, additional prior information about the signal is required to guarantee unique recovery as the mapping from signals to power spectral density is not one-to-one. In this paper, we assume that the underlying signals are sparse. Recently, semidefinite programming (SDP) based approaches were explored by various researchers. Simulations of these algorithms s…
Phase retrieval has been mainly considered in the presence of Gaussian noise. However, the performance of the algorithms proposed under the Gaussian noise model severely degrades when grossly corrupted data, i.e., outliers, exist. This paper investigates techniques for phase retrieval in the presence of heavy-tailed noise -- which is considered a better model for situations where outliers exist. An $\ell_p$-norm ($0<p<2$) based estimator is proposed for fending against such noise, and two-block inexact alternating optimization is proposed as the algorithmic framework to tackle the resulting op…
Compressive phase retrieval refers to the problem of recovering a structured $n$-dimensional complex-valued vector from its phase-less under-determined linear measurements. The non-linearity of measurements makes designing theoretically-analyzable efficient phase retrieval algorithms challenging. As a result, to a great extent, algorithms designed in this area are developed to take advantage of simple structures such as sparsity and its convex generalizations. The goal of this paper is to move beyond simple models through employing compression codes. Such codes are typically developed to take …
In many compressive sensing problems today, the relationship between the measurements and the unknowns could be nonlinear. Traditional treatment of such nonlinear relationships have been to approximate the nonlinearity via a linear model and the subsequent un-modeled dynamics as noise. The ability to more accurately characterize nonlinear models has the potential to improve the results in both existing compressive sensing applications and those where a linear approximation does not suffice, e.g., phase retrieval. In this paper, we extend the classical compressive sensing framework to a second-…
Compressive sensing relies on the sparse prior imposed on the signal of interest to solve the ill-posed recovery problem in an under-determined linear system. The objective function used to enforce the sparse prior information should be both effective and easily optimizable. Motivated by the entropy concept from information theory, in this paper we propose the generalized Shannon entropy function and Rényi entropy function of the signal as the sparsity promoting regularizers. Both entropy functions are nonconvex, non-separable. Their local minimums only occur on the boundaries of the orthants …
Generalized Vector Approximate Message Passing (GVAMP) is an efficient iterative algorithm for approximately minimum-mean-squared-error estimation of a random vector $\mathbf{x}\sim p_{\mathbf{x}}(\mathbf{x})$ from generalized linear measurements, i.e., measurements of the form $\mathbf{y}=Q(\mathbf{z})$ where $\mathbf{z}=\mathbf{Ax}$ with known $\mathbf{A}$, and $Q(\cdot)$ is a noisy, potentially nonlinear, componentwise function. Problems of this form show up in numerous applications, including robust regression, binary classification, quantized compressive sensing, and phase retrieval. In s…
In the problem of compressive phase retrieval, one wants to recover an approximately $k$-sparse signal $x \in \mathbb{C}^n$, given the magnitudes of the entries of $Φx$, where $Φ\in \mathbb{C}^{m \times n}$. This problem has received a fair amount of attention, with sublinear time algorithms appearing in \cite{cai2014super,pedarsani2014phasecode,yin2015fast}. In this paper we further investigate the direction of sublinear decoding for real signals by giving a recovery scheme under the $\ell_2 / \ell_2$ guarantee, with almost optimal, $\Oh(k \log n )$, number of measurements. Our result outperf…
