30
3
v1v2 (latest)

Sparse Phase Retrieval via Sparse PCA Despite Model Misspecification: A Simplified and Extended Analysis

Abstract

We consider the problem of high-dimensional misspecified phase retrieval. This is where we have an ss-sparse signal vector x\mathbf{x}_* in Rn\mathbb{R}^n, which we wish to recover using sampling vectors a1,,am\textbf{a}_1,\ldots,\textbf{a}_m, and measurements y1,,ymy_1,\ldots,y_m, which are related by the equation f(<ai,x>)=yif(\left<\textbf{a}_i,\textbf{x}_*\right>) = y_i. Here, ff is an unknown link function satisfying a positive correlation with the quadratic function. This problem was analyzed in a recent paper by Neykov, Wang and Liu, who provided recovery guarantees for a two-stage algorithm with sample complexity m=O(s2logn)m = O(s^2\log n). In this paper, we show that the first stage of their algorithm suffices for signal recovery with the same sample complexity, and extend the analysis to non-Gaussian measurements. Furthermore, we show how the algorithm can be generalized to recover a signal vector x\textbf{x}_* efficiently given geometric prior information other than sparsity.

View on arXiv
Comments on this paper