We consider the problem of phase retrieval, i.e. that of solving systems of quadratic equations. A simple variant of the randomized Kaczmarz method was recently proposed for phase retrieval, and it was shown numerically to have a computational edge over state-of-the-art Wirtinger flow methods. In this paper, we provide the first theoretical guarantee for the convergence of the randomized Kaczmarz method for phase retrieval. We show that it is sufficient to have as many Gaussian measurements as the dimension, up to a constant factor. Along the way, we introduce a sufficient condition on measurement sets for which the randomized Kaczmarz method is guaranteed to work. We show that Gaussian sampling vectors satisfy this property with high probability; this is proved using a chaining argument coupled with bounds on VC dimension and metric entropy.
During the preparation of this manuscript, we became aware of independent simultaneous work done by Jeong and G "u nt "u rk. They also studied the randomized Kaczmarz method adapted to phase retrieval, and obtained almost the same result that we did (see @cite_14 and Theorem 1.1 therein). In order to prove their guarantee, they use a stopping time argument similar to ours, but replace the ACW condition with a stronger condition called . They prove that measurement systems comprising vectors drawn independently and uniformly from the sphere satisfy this property with high probability, and the main tools they use in their proof are hyperplane tessellations and a net argument together with Lipschitz relaxation of indicator functions.
@cite_14
2040192961 2963583445 2963702702 2059725015
Abstract Recent advances in convex optimization have led to new strides in the phase retrieval problem over finite-dimensional vector spaces. However, certain fundamental questions remain: What sorts of measurement vectors uniquely determine every signal up to a global phase factor, and how many are needed to do so? Furthermore, which measurement ensembles yield stability? This paper presents several results that address each of these questions. We begin by characterizing injectivity, and we identify that the complement property is indeed a necessary condition in the complex case. We then pose a conjecture that 4 M − 4 generic measurement vectors are both necessary and sufficient for injectivity in M dimensions, and we prove this conjecture in the special cases where M = 2 , 3 . Next, we shift our attention to stability, both in the worst and average cases. Here, we characterize worst-case stability in the real case by introducing a numerical version of the complement property. This new property bears some resemblance to the restricted isometry property of compressed sensing and can be used to derive a sharp lower Lipschitz bound on the intensity measurement mapping. Localized frames are shown to lack this property (suggesting instability), whereas Gaussian random measurements are shown to satisfy this property with high probability. We conclude by presenting results that use a stochastic noise model in both the real and complex cases, and we leverage Cramer–Rao lower bounds to identify stability with stronger versions of the injectivity characterizations. Abstract We study the recovery of Hermitian low rank matrices X ∈ C n × n from undersampled measurements via nuclear norm minimization. We consider the particular scenario where the measurements are Frobenius inner products with random rank-one matrices of the form a j a j ⁎ for some measurement vectors a 1 , … , a m , i.e., the measurements are given by b j = tr ( X a j a j ⁎ ) . The case where the matrix X = x x ⁎ to be recovered is of rank one reduces to the problem of phaseless estimation (from measurements b j = | 〈 x , a j 〉 | 2 ) via the PhaseLift approach, which has been introduced recently. We derive bounds for the number m of measurements that guarantee successful uniform recovery of Hermitian rank r matrices, either for the vectors a j , j = 1 , … , m , being chosen independently at random according to a standard Gaussian distribution, or a j being sampled independently from an (approximate) complex projective t-design with t = 4 . In the Gaussian case, we require m ≥ C r n measurements, while in the case of 4-designs we need m ≥ Cr n log ⁡ ( n ) . Our results are uniform in the sense that one random choice of the measurement vectors a j guarantees recovery of all rank r-matrices simultaneously with high probability. Moreover, we prove robustness of recovery under perturbation of the measurements by noise. The result for approximate 4-designs generalizes and improves a recent bound on phase retrieval due to Gross, Krahmer and Kueng. In addition, it has applications in quantum state tomography. Our proofs employ the so-called bowling scheme which is based on recent ideas by Mendelson and Koltchinskii. We prove tight upper bounds on the logarithmic derivative of the independence and matching polynomials of d-regular graphs. For independent sets, this theorem is a strengthening of Kahn's result that a disjoint union of copies of Kd;d maximizes the number of independent sets of a bipartite d-regular graph, Galvin and Tet ali's result that the independence polynomial is maximized by the same, and Zhao's extension of both results to all d-regular graphs. For matchings, this shows that the matching polynomial and the total number of matchings of a d-regular graph are maximized by a union of copies of Kd;d. Using this we prove the asymptotic upper matching conjecture of Friedland, Krop, Lundow, and Markstrom. In probabilistic language, our main theorems state that for all d-regular graphs and all �, the occupancy fraction of the hard-core model and the edge occupancy fraction of the monomer-dimer model with fugacity � are maximized by Kd;d. Our method involves constrained optimization problems over distributions of random variables and applies to all d-regular graphs directly, without a reduction to the bipartite case. Using a variant of the method we prove a lower bound on the occupancy fraction of the hard-core model on any d-regular, vertex-transitive, bipartite graph: the occupancy fraction of such a graph is strictly greater than the occupancy fraction of the unique translationinvariant hard-core measure on the infinite d-regular tree also with probability 1. This result is proved in ?5. The difficulty in proving lower bounds like (1.2) is that one has to consider all possible coverings of the path by small convex sets in the definition of 4-measure. In the past the only successful method has been to use the connection between Hausdorff measures and generalized capacities. The first result of this kind appears in [16] where it is proved that for k >2, the Hausdorff measure with respect to ta is infinite for all a 3 we obtain a "law of the iterated logarithm" for the total time Tk(a, co) spent by the path X in a sphere of radius a as a-* 0+. We also determine the local behavior of the first passage time Pk(a, co) out of a sphere of radius a for k > 1. In order to obtain the required asymptotic results we required good estimates of the distribution functions for the random variables Tk(a, co), Pk(a, c). We use the method developed by Mark Kac to compute these dis-