Recent work has demonstrated the effectiveness of gradient descent for directly recovering the factors of low-rank matrices from random linear measurements in a globally convergent manner when initialized properly. However, the performance of existing algorithms is highly sensitive in the presence of outliers that may take arbitrary values. In this paper, we propose a truncated gradient descent algorithm to improve the robustness against outliers, where the truncation is performed to rule out the contributions of samples that deviate significantly from the sample median of measurement residuals adaptively in each iteration. We demonstrate that, when initialized in a basin of attraction close to the ground truth, the proposed algorithm converges to the ground truth at a linear rate for the Gaussian measurement model with a near-optimal number of measurements, even when a constant fraction of the measurements are arbitrarily corrupted. In addition, we propose a new truncated spectral method that ensures an initialization in the basin of attraction at slightly higher requirements. We finally provide numerical experiments to validate the superior performance of the proposed approach.
This paper investigates the phase retrieval problem, which aims to recover a signal from the magnitudes of its linear measurements. We develop statistically and computationally efficient algorithms for the situation when the measurements are corrupted by sparse outliers that can take arbitrary values. We propose a novel approach to robustify the gradient descent algorithm by using the sample median as a guide for pruning spurious samples in initialization and local search. Adopting the Poisson loss and the reshaped quadratic loss respectively, we obtain two algorithms termed median-TWF and median-RWF, both of which provably recover the signal from a near-optimal number of measurements when the measurement vectors are composed of i.i.d. Gaussian entries, up to a logarithmic factor, even when a constant fraction of the measurements are adversarially corrupted. We further show that both algorithms are stable in the presence of additional dense bounded noise. Our analysis is accomplished by developing non-trivial concentration results of median-related quantities, which may be of independent interest. We provide numerical experiments to demonstrate the effectiveness of our approach. * The work of H. Zhang and Y.
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The problem of simultaneously generating a secret key (SK) and private key (PK) pair among three terminals via public discussion is investigated. In this problem, each terminal observes a component of correlated sources. All three terminals are required to generate the common SK to be concealed from an eavesdropper that has access to the public discussion, while two designated terminals are required to generate an extra PK to be concealed from both the eavesdropper and the remaining terminal. An outer bound on the SK-PK capacity region was established by Ye and Narayan in [1], and was shown to be achievable for a special case. In this paper, the SK-PK capacity region is established in general by developing schemes to achieve the outer bound for the remaining two cases. The main technique lies in the novel design of a random binning-joint decoding scheme that achieves the existing outer bound.
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