# Sitemap

A list of all the posts and pages found on the site. For you robots out there is an XML version available for digesting as well.

## CV

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## Future Blog Post

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## Blog Post number 4

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## Blog Post number 3

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## Blog Post number 2

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## Blog Post number 1

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## Portfolio item number 1

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## Portfolio item number 2

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## A Continuous-Time Mirror Descent Approach to Sparse Phase Retrieval

F. Wu, P. Rebeschini

Accepted for spotlight presentation at the 34th Conference on Neural Information Processing Systems (NeurIPS), 2020

We analyze continuous-time mirror descent applied to sparse phase retrieval, which is the problem of recovering sparse signals from a set of magnitude-only measurements. We apply mirror descent to the unconstrained empirical risk minimization problem (batch setting), using the square loss and square measurements. We provide a convergence analysis of the algorithm in this non-convex setting and prove that, with the hypentropy mirror map, mirror descent recovers any $k$-sparse vector $\mathbf{x}^\star\in\mathbb{R}^n$ with minimum (in modulus) non-zero entry on the order of $| \mathbf{x}^\star |_2/\sqrt{k}$ from $k^2$ Gaussian measurements, modulo logarithmic terms. This yields a simple algorithm which, unlike most existing approaches to sparse phase retrieval, adapts to the sparsity level, without including thresholding steps or adding regularization terms. Our results also provide a principled theoretical understanding for Hadamard Wirtinger flow \citep{WR20}, as Euclidean gradient descent applied to the empirical risk problem with Hadamard parametrization can be recovered as a first-order approximation to mirror descent in discrete time.

## Hadamard Wirtinger flow for Sparse Phase Retrieval

F. Wu, P. Rebeschini

Accepted for oral presentation at the 24th International Conference on Artificial Intelligence and Statistics (AISTATS), 2021

We consider the problem of reconstructing an $n$-dimensional $k$-sparse signal from a set of magnitude-only measurements. Formulating the problem as an unregularized empirical risk minimization task, we study the sample complexity performance of gradient descent with Hadamard parametrization, which we call Hadamard Wirtinger flow (HWF). Provided knowledge of the signal sparsity $k$, we prove that a single step of HWF is able to recover the support from $\mathcal{O}(kx_{max}^{-2}\log n)$ samples, where $x_{max}$ is the largest component of the signal in magnitude. This support recovery procedure can be used to initialize existing reconstruction methods and yields algorithms with total runtime proportional to the cost of reading the data and improved sample complexity, which is linear in $k$ when the signal contains at least one large component. We numerically investigate the performance of HWF at convergence and show that, while not requiring any explicit form of regularization nor knowledge of $k$, HWF adapts to the signal sparsity and reconstructs sparse signals with fewer measurements than existing gradient based methods.

## Talk 1 on Relevant Topic in Your Field

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## Conference Proceeding talk 3 on Relevant Topic in Your Field

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## Teaching experience 1

Undergraduate course, University 1, Department, 2014

This is a description of a teaching experience. You can use markdown like any other post.

## Teaching experience 2

Workshop, University 1, Department, 2015

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