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arXiv 1903.02676cs.ITmath.ITmath.STstat.TH
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随机正交矩阵相位恢复谱方法分析

Analysis of Spectral Methods for Phase Retrieval with Random Orthogonal Matrices

Rishabh Dudeja, Milad Bakhshizadeh, Junjie Ma, Arian Maleki

摘要:

相位恢复是指用于从其无相测量恢复信号的算法方法。局部搜索算法,直接对非凸制定的问题已经非常流行。由于问题的非凸性,这些局部搜索算法的成功在很大程度上取决于它们的起点。最广泛使用的初始化方案是谱方法,其中使用数据相关矩阵的首特征向量作为起始点。最近,谱初始化的性能被精确地表征为具有独立同分布项的测量矩阵。本文的目的是获得相同水平的知识各向同性随机列正交矩阵,这是实际相位恢复系统的更好的模型。为了实现这一目标,我们考虑渐近设置中的测量$m$的数量,和信号的尺寸,$n$,发散到无穷大与$m/n = δ\in(1,\infty)$,并获得一个简单的表达式之间的重叠的频谱估计和真实的信号矢量。

英文摘要:

Phase retrieval refers to algorithmic methods for recovering a signal from its phaseless measurements. Local search algorithms that work directly on the non-convex formulation of the problem have been very popular recently. Due to the nonconvexity of the problem, the success of these local search algorithms depends heavily on their starting points. The most widely used initialization scheme is the spectral method, in which the leading eigenvector of a data-dependent matrix is used as a starting point. Recently, the performance of the spectral initialization was characterized accurately for measurement matrices with independent and identically distributed entries. This paper aims to obtain the same level of knowledge for isotropically random column-orthogonal matrices, which are substantially better models for practical phase retrieval systems. Towards this goal, we consider the asymptotic setting in which the number of measurements $m$, and the dimension of the signal, $n$, diverge to infinity with $m/n = δ\in(1,\infty)$, and obtain a simple expression for the overlap between the spectral estimator and the true signal vector.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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