Doctor of Philosophy, The Ohio State University, 2024, Electrical and Computer Engineering
Nonlinear inverse problems arise in fields such as engineering, statistics, and
machine learning. Unlike linear inverse problems, which can be formulated as convex
programs, the main challenge in nonlinear inverse problems is the non-convex nature
of the optimization involved. Solving non-convex optimization problems is NP-hard,
susceptible to local minima, and often computationally intractable, making it essential
to design practical algorithms with guaranteed performance.
This thesis addresses two specific nonlinear inverse problems. The first problem is
robust phase retrieval, which has applications in areas including X-ray crystallography,
diffraction and array imaging, and optics. In this problem, the forward model is
the magnitude of linear measurements, and the observations are corrupted by sparse
outliers. We employ a least absolute deviation (LAD) approach to robust phase
retrieval, which aims to recover a signal from its absolute measurements contaminated
by sparse noise. To tackle the resulting non-convex optimization problem, we propose
a robust alternating minimization (Robust-AM) approach, derived as an unconstrained
Gauss-Newton method. For solving the inner optimization in each step of Robust-
AM, we adopt two computationally efficient methods. We provide a non-asymptotic
convergence analysis of these practical algorithms for Robust-AM under the standard
Gaussian measurement assumption. With suitable initialization, these algorithms
are guaranteed to converge linearly to the ground truth at an order-optimal sample complexity with high probability, assuming the noise support is arbitrarily fixed and the
sparsity level does not exceed 1/4. Furthermore, comprehensive numerical experiments
on synthetic and image datasets demonstrate that Robust-AM outperforms existing
methods for robust phase retrieval, while offering comparable theoretical guarantees.
The second problem is max-affine regression, where the forward model is a convex
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Committee: Kiryung Lee (Advisor); Yoonkyung Lee (Committee Member); Philip Schniter (Committee Member)
Subjects: Engineering; Mathematics; Statistics