arXivDaily arXiv每日学术速递 周一至周五更新
arXiv周末暂无论文更新,休息一下吧,周末愉快~~
arXiv 2012.04524cs.ITcond-mat.dis-nnmath.IT
收藏

相位恢复中最优谱方法的构造

Construction of optimal spectral methods in phase retrieval

Antoine Maillard, Florent Krzakala, Yue M. Lu, Lenka Zdeborová

摘要:

我们考虑相位恢复问题,其中观察者希望从$|\mathbfΦ \mathbf{X}^\star|$的(可能有噪声的)观察恢复$n$维实信号或复信号$\mathbf{X}^\star$,其中$\mathbfΦ$是大小为$m \times n$的矩阵。我们考虑一个\emph{high-dimensional}设置,其中$n,m \to \infty$与$m/n = \mathcal{O}(1)$,和一大类(可能相关)随机矩阵$\mathbfΦ$和观察通道。谱方法是获得信号$\mathbf{X}^\star$的近似观测值的有力工具,其然后可以以低计算成本用作后续算法的初始化。在本文中,我们扩展和统一以前的结果和方法谱方法的相位恢复问题。更确切地说,我们结合线性化的消息传递算法和分析的\emph{Bethe Hessian},统计物理学的经典工具。使用这个工具箱,我们展示了如何获得最佳的频谱方法,为任意信道噪声和右酉不变矩阵$\mathbfΦ$,在自动化的方式(即没有优化任何超参数或预处理功能)。

英文摘要:

We consider the phase retrieval problem, in which the observer wishes to recover a $n$-dimensional real or complex signal $\mathbf{X}^\star$ from the (possibly noisy) observation of $|\mathbfΦ \mathbf{X}^\star|$, in which $\mathbfΦ$ is a matrix of size $m \times n$. We consider a \emph{high-dimensional} setting where $n,m \to \infty$ with $m/n = \mathcal{O}(1)$, and a large class of (possibly correlated) random matrices $\mathbfΦ$ and observation channels. Spectral methods are a powerful tool to obtain approximate observations of the signal $\mathbf{X}^\star$ which can be then used as initialization for a subsequent algorithm, at a low computational cost. In this paper, we extend and unify previous results and approaches on spectral methods for the phase retrieval problem. More precisely, we combine the linearization of message-passing algorithms and the analysis of the \emph{Bethe Hessian}, a classical tool of statistical physics. Using this toolbox, we show how to derive optimal spectral methods for arbitrary channel noise and right-unitarily invariant matrix $\mathbfΦ$, in an automated manner (i.e. with no optimization over any hyperparameter or preprocessing function).

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。

↑