Rigorous Dynamics of Expectation-Propagation-Based Signal Recovery from Unitarily Invariant Measurements
Information Theory
2017-04-06 v2 math.IT
Abstract
This paper investigates sparse signal recovery based on expectation propagation (EP) from unitarily invariant measurements. A rigorous analysis is presented for the state evolution (SE) of an EP-based message-passing algorithm in the large system limit, where both input and output dimensions tend to infinity at an identical speed. The main result is the justification of an SE formula conjectured by Ma and Ping.
Keywords
Cite
@article{arxiv.1701.05653,
title = {Rigorous Dynamics of Expectation-Propagation-Based Signal Recovery from Unitarily Invariant Measurements},
author = {Keigo Takeuchi},
journal= {arXiv preprint arXiv:1701.05653},
year = {2017}
}
Comments
Accepted for presentation at ISIT2017. A short version of arXiv:1701.05284