random matrix theory

Spectral Method for Multiplexed Phase Retrieval and Application in Optical Imaging in Complex Media

We introduce a generalized version of phase retrieval called multiplexed phase retrieval. We want to recover the phase of amplitude-only measurements from linear combinations of them. This corresponds to the case in which multiple incoherent sources …

The Mutual Information in Random Linear Estimation Beyond i.i.d. Matrices

There has been definite progress recently in proving the variational single-letter formula given by the heuristic replica method for various estimation problems. In particular, the replica formula for the mutual information in the case of noisy …