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Phase recovery from a Bayesian point of view: the variational approach

2014/10/31 by Angélique Drémeau, Florent Krzakala · 1 citation
Computer Science · Mathematics · #cs.IT #math.IT #math.ST #stat.AP #stat.TH

paper · pdf · doi:10.1109/icassp.2015.7178654

published as Acoustics, Speech and Signal Processing (ICASSP), 2015 IEEE International Conference on Year: 2015 Pages: 3661- 3665 · To appear in the proceedings of IEEE Int'l Conference on Acoustics, Speech and Signal Processing (ICASSP)

arxiv created 2015/02/09 · arxiv updated 2015/08/11

Abstract

In this paper, we consider the phase recovery problem, where a complex signal vector has to be estimated from the knowledge of the modulus of its linear projections, from a naive variational Bayesian point of view. In particular, we derive an iterative algorithm following the minimization of the Kullback-Leibler divergence under the mean-field assumption, and show on synthetic data with random projections that this approach leads to an efficient and robust procedure, with a good computational cost.

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