Low-Rank Matrix Recovery via Heavy-Tailed Quadratic Sampling
The problem of recovering an (approximately) low-rank Hermitian matrix $\pmb{M}_0 \in \mathbb{C}^{n \times n}$ of rank $r$ from quadratic sampling matrices of the form $\{\pmb{a}_k \pmb{a}_k^*\}_{k=1}^m$ arises in a variety of applications, including phase retrieval. To obtain rigorous recovery guarantees, the sampling...