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Sparse signal recovery from phaseless measurements via hard thresholding pursuit
Applied and Computational Harmonic Analysis ( IF 2.5 ) Pub Date : 2021-10-12 , DOI: 10.1016/j.acha.2021.10.002
Jian-Feng Cai 1 , Jingzhi Li 2 , Xiliang Lu 3 , Juntao You 1
Affiliation  

In this paper, we consider the sparse phase retrieval problem, recovering an s-sparse signal xRn from m phaseless samples yi=|x,ai| for i=1,,m. Existing sparse phase retrieval algorithms are usually first-order and hence converge at most linearly. Inspired by the hard thresholding pursuit (HTP) algorithm in compressed sensing, we propose an efficient second-order algorithm for sparse phase retrieval. Our proposed algorithm is theoretically guaranteed to give an exact sparse signal recovery in finite (in particular, at most O(logm+log(x2/|xmin|)) steps, when {ai}i=1m are i.i.d. standard Gaussian random vector with mO(slog(n/s)) and the initialization is in a neighborhood of the underlying sparse signal. Together with a spectral initialization, our algorithm is guaranteed to have an exact recovery from O(s2logn) samples. Since the computational cost per iteration of our proposed algorithm is the same order as popular first-order algorithms, our algorithm is extremely efficient. Experimental results show that our algorithm can be several times faster than existing sparse phase retrieval algorithms.



中文翻译:

通过硬阈值追踪从无相测量中恢复稀疏信号

在本文中,我们考虑稀疏相位检索问题,恢复一个s -稀疏信号X电阻n来自m 个无相样品一世=|X,一种一世| 为了 一世=1,,. 现有的稀疏相位检索算法通常是一阶的,因此最多线性收敛。受压缩感知中的硬阈值追踪(HTP)算法的启发,我们提出了一种用于稀疏相位检索的高效二阶算法。我们提出的算法理论上保证在有限(特别是,最多(日志+日志(X2/|X分钟|)) 步骤,当 {一种一世}一世=1 是 iid 标准高斯随机向量 (日志(n/))并且初始化在底层稀疏信号的邻域中。与频谱初始化一起,我们的算法保证从(2日志n)样品。由于我们提出的算法每次迭代的计算成本与流行的一阶算法相同,因此我们的算法非常有效。实验结果表明,我们的算法可以比现有的稀疏相位检索算法快几倍。

更新日期:2021-10-15
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