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The problem of phase retrieval is to determine a signal $fin mathcal{H}$, with $mathcal{H}$ a Hilbert space, from intensity measurements $|F(omega)|$, where $F(omega):=langle f , varphi_omegarangle$ are measurements of $f$ with respect to a measurement system $(varphi_omega)_{omegain Omega}subset mathcal{H}$. Although phase retrieval is always stable in the finite dimensional setting whenever it is possible (i.e. injectivity implies stability for the inverse problem), the situation is drastically different if $mathcal{H}$ is infinite-dimensional: in that case phase retrieval is never uniformly stable [8, 4]; moreover the stability deteriorates severely in the dimension of the problem [8]. On the other hand, all empirically observed instabilities are of a certain type: they occur whenever the function $|F|$ of intensity measurements is concentrated on disjoint sets $D_jsubset Omega$, i.e., when $F= sum_{j=1}^k F_j$ where each $F_j$ is concentrated on $D_j$ (and $k geq 2$). Motivated by these considerations we propose a new paradigm for stable phase retrieval by considering the problem of reconstructing $F$ up to a phase factor that is not global, but that can be different for each of the subsets $D_j$, i.e., recovering $F$ up to the equivalence $$ F sim sum_{j=1}^k e^{i alpha_j} F_j.$$ We present concrete applications (for example in audio processing) where this new notion of stability is natural and meaningful and show that in this setting stable phase retrieval can actually be achieved, for instance if the measurement system is a Gabor frame or a frame of Cauchy wavelets.
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In recent work [P. Grohs and M. Rathmair. Stable Gabor Phase Retrieval and Spectral Clustering. Communications on Pure and Applied Mathematics (2018)] the instabilities of the Gabor phase retrieval problem, i.e., the problem of reconstructing a function $f$ from its spectrogram $|mathcal{G}f|$, where $$ mathcal{G}f(x,y)=int_{mathbb{R}^d} f(t) e^{-pi|t-x|^2} e^{-2pi i tcdot y} dt, quad x,yin mathbb{R}^d, $$ have been completely classified in terms of the disconnectedness of the spectrogram. These findings, however, were crucially restricted to the onedimensional case ($d=1$) and therefore not relevant for many practical applications. In the present paper we not only generalize the aforementioned results to the multivariate case but also significantly improve on them. Our new results have comprehensive implications in various applications such as ptychography, a highly popular method in coherent diffraction imaging.
We study the phase reconstruction of signals $f$ belonging to complex Gaussian shift-invariant spaces $V^infty(varphi)$ from spectrogram measurements $|mathcal{G}f(X)|$ where $mathcal{G}$ is the Gabor transform and $X subseteq mathbb{R}^2$. An explicit reconstruction formula will demonstrate that such signals can be recovered from measurements located on parallel lines in the time-frequency plane by means of a Riesz basis expansion. Moreover, connectedness assumptions on $|f|$ result in stability estimates in the situation where one aims to reconstruct $f$ on compact intervals. Driven by a recent observation that signals in Gaussian shift-invariant spaces are determined by lattice measurements [Grohs, P., Liehr, L., Injectivity of Gabor phase retrieval from lattice measurements, arXiv:2008.07238] we prove a sampling result on the stable approximation from finitely many spectrogram samples. The resulting algorithm provides a non-iterative, provably stable and convergent approximation technique. In addition, it constitutes a method of approximating signals in function spaces beyond $V^infty(varphi)$, such as Paley-Wiener spaces.
The problem of reconstructing a function from the magnitudes of its frame coefficients has recently been shown to be never uniformly stable in infinite-dimensional spaces [5]. This result also holds for frames that are possibly continuous [2]. On the other hand, the problem is always stable in finite-dimensional settings. A prominent example of such a phase retrieval problem is the recovery of a signal from the modulus of its Gabor transform. In this paper, we study Gabor phase retrieval and ask how the stability degrades on a natural family of finite-dimensional subspaces of the signal domain $L^2(mathbb{R})$. We prove that the stability constant scales at least quadratically exponentially in the dimension of the subspaces. Our construction also shows that typical priors such as sparsity or smoothness promoting penalties do not constitute regularization terms for phase retrieval.
We consider the phase retrieval problem of reconstructing a $n$-dimensional real or complex signal $mathbf{X}^{star}$ from $m$ (possibly noisy) observations $Y_mu = | sum_{i=1}^n Phi_{mu i} X^{star}_i/sqrt{n}|$, for a large class of correlated real and complex random sensing matrices $mathbf{Phi}$, in a high-dimensional setting where $m,ntoinfty$ while $alpha = m/n=Theta(1)$. First, we derive sharp asymptotics for the lowest possible estimation error achievable statistically and we unveil the existence of sharp phase transitions for the weak- and full-recovery thresholds as a function of the singular values of the matrix $mathbf{Phi}$. This is achieved by providing a rigorous proof of a result first obtained by the replica method from statistical mechanics. In particular, the information-theoretic transition to perfect recovery for full-rank matrices appears at $alpha=1$ (real case) and $alpha=2$ (complex case). Secondly, we analyze the performance of the best-known polynomial time algorithm for this problem -- approximate message-passing -- establishing the existence of a statistical-to-algorithmic gap depending, again, on the spectral properties of $mathbf{Phi}$. Our work provides an extensive classification of the statistical and algorithmic thresholds in high-dimensional phase retrieval for a broad class of random matrices.
This paper is concerned with stable phase retrieval for a family of phase retrieval models we name locally stable and conditionally connected (LSCC) measurement schemes. For every signal $f$, we associate a corresponding weighted graph $G_f$, defined by the LSCC measurement scheme, and show that the phase retrievability of the signal $f$ is determined by the connectivity of $G_f$. We then characterize the phase retrieval stability of the signal $f$ by two measures that are commonly used in graph theory to quantify graph connectivity: the Cheeger constant of $G_f$ for real valued signals, and the algebraic connectivity of $G_f$ for complex valued signals. We use our results to study the stability of two phase retrieval models that can be cast as LSCC measurement schemes, and focus on understanding for which signals the curse of dimensionality can be avoided. The first model we discuss is a finite-dimensional model for locally supported measurements such as the windowed Fourier transform. For signals without large holes, we show the stability constant exhibits only a mild polynomial growth in the dimension, in stark contrast with the exponential growth which uniform stability constants tend to suffer from; more precisely, in $R^d$ the constant grows proportionally to $d^{1/2}$, while in $C^d$ it grows proportionally to $d$. We also show the growth of the constant in the complex case cannot be reduced, suggesting that complex phase retrieval is substantially more difficult than real phase retrieval. The second model we consider is an infinite-dimensional phase retrieval problem in a principal shift invariant space. We show that despite the infinite dimensionality of this model, signals with monotone exponential decay will have a finite stability constant. In contrast, the stability bound provided by our results will be infinite if the signals decay is polynomial.
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