Construction of optimal spectral methods in phase retrieval

Citation:

A. Maillard, F. Krzakala, Y. M. Lu, and L. Zdeborova, “Construction of optimal spectral methods in phase retrieval,” Submitted.

Abstract:

We consider the phase retrieval problem, in which the observer wishes to recover a n-dimensional real or complex signal X⋆ from the (possibly noisy) observation of |ΦX⋆|, in which Φ is a matrix of size m×n. We consider a \emph{high-dimensional} setting where n,m→∞ with m/n=O(1), and a large class of (possibly correlated) random matrices Φ and observation channels. Spectral methods are a powerful tool to obtain approximate observations of the signal X⋆ which can be then used as initialization for a subsequent algorithm, at a low computational cost. In this paper, we extend and unify previous results and approaches on spectral methods for the phase retrieval problem. More precisely, we combine the linearization of message-passing algorithms and the analysis of the \emph{Bethe Hessian}, a classical tool of statistical physics. Using this toolbox, we show how to derive optimal spectral methods for arbitrary channel noise and right-unitarily invariant matrix Φ, in an automated manner (i.e. with no optimization over any hyperparameter or preprocessing function).

arXiv:2012.04524 [cs.IT]

Last updated on 02/22/2021