S-AMP: Approximate Message Passing for General Matrix Ensembles
Information Theory
2014-05-13 v1 math.IT
Abstract
In this work we propose a novel iterative estimation algorithm for linear observation systems called S-AMP whose fixed points are the stationary points of the exact Gibbs free energy under a set of (first- and second-) moment consistency constraints in the large system limit. S-AMP extends the approximate message-passing (AMP) algorithm to general matrix ensembles. The generalization is based on the S-transform (in free probability) of the spectrum of the measurement matrix. Furthermore, we show that the optimality of S-AMP follows directly from its design rather than from solving a separate optimization problem as done for AMP.
Keywords
Cite
@article{arxiv.1405.2767,
title = {S-AMP: Approximate Message Passing for General Matrix Ensembles},
author = {Burak Çakmak and Ole Winther and Bernard H. Fleury},
journal= {arXiv preprint arXiv:1405.2767},
year = {2014}
}
Comments
5 pages, 1 figure