资源论文Agnostic Estimation for Misspecified Phase Retrieval Models

Agnostic Estimation for Misspecified Phase Retrieval Models

2020-02-05 | |  60 |   43 |   0

Abstract 

The goal of noisy high-dimensional phase retrieval is to estimate an s-sparse parameter image.png from n realizations of the model image.png. Based on this model, we propose a significant semi-parametric generalization called misspecified phase retrieval (MPR), in which image.png) with unknown f and Cov(image.png . For example, MPR encompasses image.png with increasing h as a special case. Despite the generality of the MPR model, it eludes the reach of most existing semi-parametric estimators. In this paper, we propose an estimation procedure, which consists of solving a cascade of two convex programs and provably recovers the direction of image.png . Our theory is backed up by thorough numerical results.

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