Nonconvex Structured Phase Retrieval: A Focus on Provably Correct Approaches

Phase retrieval (PR), also sometimes referred to as quadratic sensing, is a problem that occurs in numerous signal and image acquisition domains ranging from optics, X-ray crystallography, Fourier ptychography, sub-diffraction imaging, and astronomy. In each of these domains, the physics of the acquisition system dictates that only the magnitude (intensity) of certain linear projections of the signal or image can be measured. Without any assumptions on the unknown signal, accurate recovery necessarily requires an over-complete set of measurements. The only way to reduce the measurements/sample complexity is to place extra assumptions on the unknown signal/image. A simple and practically valid set of assumptions is obtained by exploiting the structure inherently present in many natural signals or sequences of signals. Two commonly used structural assumptions are (i) sparsity of a given signal/image or (ii) a low rank model on the matrix formed by a set, e.g., a time sequence, of signals/images. Both have been explored for solving the PR problem in a sample-efficient fashion. This article describes this work, with a focus on non-convex approaches that come with sample complexity guarantees under simple assumptions. We also briefly describe other different types of structural assumptions that have been used in recent literature.

[1]  Yuxin Chen,et al.  Nonconvex Optimization Meets Low-Rank Matrix Factorization: An Overview , 2018, IEEE Transactions on Signal Processing.

[2]  Shannon M. Hughes,et al.  Memory and Computation Efficient PCA via Very Sparse Random Projections , 2014, ICML.

[3]  Andrea J. Goldsmith,et al.  Exact and Stable Covariance Estimation From Quadratic Sampling via Convex Programming , 2013, IEEE Transactions on Information Theory.

[4]  Namrata Vaswani,et al.  Sample Efficient Fourier Ptychography for Structured Data , 2020, IEEE Transactions on Computational Imaging.

[5]  Xiaodong Li,et al.  Phase Retrieval via Wirtinger Flow: Theory and Algorithms , 2014, IEEE Transactions on Information Theory.

[6]  Kannan Ramchandran,et al.  PhaseCode: Fast and Efficient Compressive Phase Retrieval Based on Sparse-Graph Codes , 2017, IEEE Transactions on Information Theory.

[7]  Xiaodong Li,et al.  Sparse Signal Recovery from Quadratic Measurements via Convex Programming , 2012, SIAM J. Math. Anal..

[8]  Yoram Bresler,et al.  Near-Optimal Compressed Sensing of a Class of Sparse Low-Rank Matrices Via Sparse Power Factorization , 2013, IEEE Transactions on Information Theory.

[9]  Prateek Jain,et al.  Phase Retrieval Using Alternating Minimization , 2013, IEEE Transactions on Signal Processing.

[10]  Justin K. Romberg,et al.  Efficient Compressive Phase Retrieval with Constrained Sensing Vectors , 2015, NIPS.

[11]  Vladislav Voroninski,et al.  Phase Retrieval Under a Generative Prior , 2018, NeurIPS.

[12]  Prateek Jain,et al.  Non-convex Robust PCA , 2014, NIPS.

[13]  Yuxin Chen,et al.  Implicit Regularization in Nonconvex Statistical Estimation: Gradient Descent Converges Linearly for Phase Retrieval, Matrix Completion, and Blind Deconvolution , 2017, Found. Comput. Math..

[14]  Justin Romberg,et al.  Decentralized sketching of low rank matrices , 2019, NeurIPS.

[15]  Namrata Vaswani,et al.  Recursive Recovery of Sparse Signal Sequences From Compressive Measurements: A Review , 2016, IEEE Transactions on Signal Processing.

[16]  Mathews Jacob,et al.  Accelerated Dynamic MRI Exploiting Sparsity and Low-Rank Structure: k-t SLR , 2011, IEEE Transactions on Medical Imaging.

[17]  R. Gerchberg A practical algorithm for the determination of phase from image and diffraction plane pictures , 1972 .

[18]  Gang Wang,et al.  Sparse Phase Retrieval via Truncated Amplitude Flow , 2016, IEEE Transactions on Signal Processing.

[19]  Roman Vershynin,et al.  High-Dimensional Probability , 2018 .

[20]  Zhi-Pei Liang,et al.  SPATIOTEMPORAL IMAGINGWITH PARTIALLY SEPARABLE FUNCTIONS , 2007, 2007 4th IEEE International Symposium on Biomedical Imaging: From Nano to Macro.

[21]  Xiaodong Li,et al.  Optimal Rates of Convergence for Noisy Sparse Phase Retrieval via Thresholded Wirtinger Flow , 2015, ArXiv.

[22]  Ashok Veeraraghavan,et al.  Toward Long-Distance Subdiffraction Imaging Using Coherent Camera Arrays , 2015, IEEE Transactions on Computational Imaging.

[23]  Chinmay Hegde,et al.  Fast, Sample-Efficient Algorithms for Structured Phase Retrieval , 2017, NIPS.

[24]  Emmanuel J. Candès,et al.  PhaseLift: Exact and Stable Signal Recovery from Magnitude Measurements via Convex Programming , 2011, ArXiv.

[25]  Milad Bakhshizadeh,et al.  Compressive Phase Retrieval of Structured Signals , 2017, 2018 IEEE International Symposium on Information Theory (ISIT).

[26]  Martin J. Wainwright,et al.  Estimation of (near) low-rank matrices with noise and high-dimensional scaling , 2009, ICML.

[27]  Andrea Montanari,et al.  Matrix completion from a few entries , 2009, 2009 IEEE International Symposium on Information Theory.

[28]  Irène Waldspurger,et al.  Phase Retrieval With Random Gaussian Sensing Vectors by Alternating Projections , 2016, IEEE Transactions on Information Theory.

[29]  Prateek Jain,et al.  Low-rank matrix completion using alternating minimization , 2012, STOC '13.

[30]  Babak Hassibi,et al.  Sparse Phase Retrieval: Uniqueness Guarantees and Recovery Algorithms , 2013, IEEE Transactions on Signal Processing.

[31]  Yonina C. Eldar,et al.  Solving Systems of Random Quadratic Equations via Truncated Amplitude Flow , 2016, IEEE Transactions on Information Theory.

[32]  Akshay Krishnamurthy,et al.  Subspace learning from extremely compressed measurements , 2014, 2014 48th Asilomar Conference on Signals, Systems and Computers.

[33]  Prateek Jain,et al.  Nearly Optimal Robust Matrix Completion , 2016, ICML.

[34]  Yuxin Chen,et al.  Solving Random Quadratic Systems of Equations Is Nearly as Easy as Solving Linear Systems , 2015, NIPS.

[35]  Namrata Vaswani,et al.  Provable Low Rank Phase Retrieval , 2020, IEEE Transactions on Information Theory.

[36]  Seyedehsara Nayer,et al.  Sample-Efficient Low Rank Phase Retrieval , 2020, IEEE Transactions on Information Theory.

[37]  Yonina C. Eldar,et al.  Phaseless PCA: Low-Rank Matrix Recovery from Column-wise Phaseless Measurements , 2019, ICML.

[38]  Yonina C. Eldar,et al.  Low-Rank Phase Retrieval , 2016, IEEE Transactions on Signal Processing.