noisy quadratic observation
Cone-Constrained Principal Component Analysis
Estimating a vector from noisy quadratic observations is a task that arises naturally in many contexts, from dimensionality reduction, to synchronization and phase retrieval problems. It is often the case that additional information is available about the unknown vector (for instance, sparsity, sign or magnitude of its entries). Many authors propose non-convex quadratic optimization problems that aim at exploiting optimally this information. However, solving these problems is typically NP-hard. We consider a simple model for noisy quadratic observation of an unknown vector $\bvz$.
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First provide a summary of the paper, and then address the following criteria: Quality, clarity, originality and significance. This paper considers the estimation of an unknown vector v0 from noisy quadratic observations and some additional information regarding v0. Specifically, it considers that the unknown vector v0 is from a convex cone. It rigorously shows that the resulting optimization problem is tractable. Note that the resulting optimization problem in Eq.(3) is non-convex.
Cone-Constrained Principal Component Analysis
Estimating a vector from noisy quadratic observations is a task that arises naturally in many contexts, from dimensionality reduction, to synchronization and phase retrieval problems. It is often the case that additional information is available about the unknown vector (for instance, sparsity, sign or magnitude of its entries). Many authors propose non-convex quadratic optimization problems that aim at exploiting optimally this information. However, solving these problems is typically NP-hard. We consider a simple model for noisy quadratic observation of an unknown vector $\bvz$.
Cone-Constrained Principal Component Analysis
Deshpande, Yash, Montanari, Andrea, Richard, Emile
Estimating a vector from noisy quadratic observations is a task that arises naturally in many contexts, from dimensionality reduction, to synchronization and phase retrieval problems. It is often the case that additional information is available about the unknown vector (for instance, sparsity, sign or magnitude of its entries). Many authors propose non-convex quadratic optimization problems that aim at exploiting optimally this information. However, solving these problems is typically NP-hard. We consider a simple model for noisy quadratic observation of an unknown vector $\bvz$.