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Jun, 2017
随机Kaczmarz相位恢复：理论保证
Phase Retrieval via Randomized Kaczmarz: Theoretical Guarantees
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Yan Shuo Tan, Roman Vershynin
TL;DR
研究了用随机Kaczmarz方法解决相位恢复问题，并证明只需有常数倍于维数数量的高斯测量，随机Kaczmarz方法就能收敛，同时提出一种关于测量集的充分条件以保证随机Kaczmarz方法的有效性，证明高斯采样向量有极高概率满足这个条件，并采用链式论证方法结合VC维度和度量熵界限进行了证明。
Abstract
We consider the problem of
phase retrieval
, i.e. that of solving systems of quadratic equations. A simple variant of
randomized kaczmarz method
was recently proposed for
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