A copy of this work was available on the public web and has been preserved in the Wayback Machine. The capture dates from 2017; you can also visit the original URL.
The file type is application/pdf
.
Optimal rates of convergence for noisy sparse phase retrieval via thresholded Wirtinger flow
2016
Annals of Statistics
This paper considers the noisy sparse phase retrieval problem: recovering a sparse signal x ∈ R p from noisy quadratic measurements y j = (a j x) 2 + ε j , j = 1, . . . , m, with independent sub-exponential noise ε j . The goals are to understand the effect of the sparsity of x on the estimation precision and to construct a computationally feasible estimator to achieve the optimal rates adaptively. Inspired by the Wirtinger Flow [IEEE Trans. Inform. Theory 61 (2015) 1985-2007 proposed for
doi:10.1214/16-aos1443
fatcat:blamiyatardajmgvbgoyadme6u