# Sample-Efficient Algorithms for Recovering Structured Signals from   Magnitude-Only Measurements

**Authors:** Gauri Jagatap, Chinmay Hegde

arXiv: 1705.06412 · 2017-11-28

## TL;DR

This paper introduces CoPRAM, a simple and robust algorithm for sparse phase retrieval that achieves near-optimal sample complexity and linear convergence, extending to structured sparsity models like block sparsity.

## Contribution

The paper presents CoPRAM, a novel algorithm combining alternating minimization and CoSaMP, with proven near-optimal sample complexity for sparse and structured sparse signals in phase retrieval.

## Key findings

- Achieves $O(s^2\,\log n)$ sample complexity for sparse signals.
- Demonstrates linear convergence both theoretically and practically.
- Extends to block-sparse signals with reduced sample complexity.

## Abstract

We consider the problem of recovering a signal $\mathbf{x}^* \in \mathbf{R}^n$, from magnitude-only measurements $y_i = |\left\langle\mathbf{a}_i,\mathbf{x}^*\right\rangle|$ for $i=[m]$. Also called the phase retrieval, this is a fundamental challenge in bio-,astronomical imaging and speech processing. The problem above is ill-posed; additional assumptions on the signal and/or the measurements are necessary. In this paper we first study the case where the signal $\mathbf{x}^*$ is $s$-sparse. We develop a novel algorithm that we call Compressive Phase Retrieval with Alternating Minimization, or CoPRAM. Our algorithm is simple; it combines the classical alternating minimization approach for phase retrieval with the CoSaMP algorithm for sparse recovery. Despite its simplicity, we prove that CoPRAM achieves a sample complexity of $O(s^2\log n)$ with Gaussian measurements $\mathbf{a}_i$, matching the best known existing results; moreover, it demonstrates linear convergence in theory and practice. Additionally, it requires no extra tuning parameters other than signal sparsity $s$ and is robust to noise. When the sorted coefficients of the sparse signal exhibit a power law decay, we show that CoPRAM achieves a sample complexity of $O(s\log n)$, which is close to the information-theoretic limit. We also consider the case where the signal $\mathbf{x}^*$ arises from structured sparsity models. We specifically examine the case of block-sparse signals with uniform block size of $b$ and block sparsity $k=s/b$. For this problem, we design a recovery algorithm Block CoPRAM that further reduces the sample complexity to $O(ks\log n)$. For sufficiently large block lengths of $b=\Theta(s)$, this bound equates to $O(s\log n)$. To our knowledge, this constitutes the first end-to-end algorithm for phase retrieval where the Gaussian sample complexity has a sub-quadratic dependence on the signal sparsity level.

## Full text

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## Figures

19 figures with captions in the complete paper: https://tomesphere.com/paper/1705.06412/full.md

## References

67 references — full list in the complete paper: https://tomesphere.com/paper/1705.06412/full.md

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Source: https://tomesphere.com/paper/1705.06412