Nearly minimax-optimal rates for noisy sparse phase retrieval via early-stopped mirror descent

This paper studies early-stopped mirror descent applied to noisy sparse phase retrieval, which is the problem of recovering a k-sparse signal x ? ∈ R n from a set of quadratic Gaussian measurements corrupted by sub-exponential noise. We consider the (non-convex) unregularized empirical risk minimiza...

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Bibliographic Details
Main Authors: Wu, F, Rebeschini, P
Format: Journal article
Language:English
Published: Oxford University Press 2022