Fundamental Limits of Weak Recovery with Applications to Phase Retrieval

In phase retrieval we want to recover an unknown signal $\boldsymbol x\in\mathbb C^d$ from $n$ quadratic measurements of the form $y_i = |\langle{\boldsymbol a}_i,{\boldsymbol x}\rangle|^2+w_i$ where $\boldsymbol a_i\in \mathbb C^d$ are known sensing vectors and $w_i$ is measurement noise. We ask the following weak recovery question: what is the minimum number of measurements $n$ needed to prod…