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Compressed sensing is a technique to sample compressible signals below the Nyquist rate, whilst still allowing near optimal reconstruction of the signal. In this paper we present a theoretical analysis of the iterative hard thresholding…

Information Theory · Computer Science 2008-05-06 Thomas Blumensath , Mike E. Davies

Compressive sensing aims to recover a high-dimensional sparse signal from a relatively small number of measurements. In this paper, a novel design of the measurement matrix is proposed. The design is inspired by the construction of…

Information Theory · Computer Science 2016-03-22 Xu Chen , Dongning Guo

We give a fast, spectral procedure for implementing approximate-message passing (AMP) algorithms robustly. For any quadratic optimization problem over symmetric matrices $X$ with independent subgaussian entries, and any separable AMP…

Data Structures and Algorithms · Computer Science 2024-11-06 Misha Ivkov , Tselil Schramm

In this article, we review the literature on design and analysis of recursive algorithms for reconstructing a time sequence of sparse signals from compressive measurements. The signals are assumed to be sparse in some transform domain or in…

Information Theory · Computer Science 2016-06-29 Namrata Vaswani , Jinchun Zhan

Generalized approximate message passing (GAMP) is a promising technique for unknown signal reconstruction of generalized linear models (GLM). However, it requires that the transformation matrix has independent and identically distributed…

Information Theory · Computer Science 2021-10-18 Feiyan Tian , Lei Liu , Xiaoming Chen

We consider the problem of recovering an unknown signal ${\mathbf x}\in {\mathbb R}^n$ from general nonlinear measurements obtained through a generalized linear model (GLM), i.e., ${\mathbf y}= f\left({\mathbf A}{\mathbf x}+{\mathbf…

Information Theory · Computer Science 2022-10-18 Jiang Zhu , Xiangming Meng , Xupeng Lei , Qinghua Guo

The generalized linear model (GLM), where a random vector $\boldsymbol{x}$ is observed through a noisy, possibly nonlinear, function of a linear transform output $\boldsymbol{z}=\boldsymbol{Ax}$, arises in a range of applications such as…

Information Theory · Computer Science 2016-12-06 Philip Schniter , Sundeep Rangan , Alyson K. Fletcher

It has been found that radar returns of extended targets are not only sparse but also exhibit a tendency to cluster into randomly located, variable sized groups. However, the standard techniques of Compressive Sensing as applied in radar…

Information Theory · Computer Science 2014-11-17 Sanghamitra Dutta , Arijit De

Approximate message passing (AMP) emerges as an effective iterative paradigm for solving high-dimensional statistical problems. However, prior AMP theory -- which focused mostly on high-dimensional asymptotics -- fell short of predicting…

Statistics Theory · Mathematics 2023-03-20 Gen Li , Yuting Wei

Compressed sensing is a paradigm within signal processing that provides the means for recovering structured signals from linear measurements in a highly efficient manner. Originally devised for the recovery of sparse signals, it has become…

Information Theory · Computer Science 2021-12-09 Jens Eisert , Axel Flinth , Benedikt Groß , Ingo Roth , Gerhard Wunder

In many practical applications such as direction-of-arrival (DOA) estimation and line spectral estimation, the sparsifying dictionary is usually characterized by a set of unknown parameters in a continuous domain. To apply the conventional…

Information Theory · Computer Science 2015-06-18 Jun Fang , Jing Li , Yanning Shen , Hongbin Li , Shaoqian Li

Approximate message passing (AMP) is a low-cost iterative parameter-estimation technique for certain high-dimensional linear systems with non-Gaussian distributions. AMP only applies to independent identically distributed (IID) transform…

Information Theory · Computer Science 2022-06-24 Lei Liu , Shunqi Huang , Brian M. Kurkoski

Reconstruction of images from noisy linear measurements is a core problem in image processing, for which convex optimization methods based on total variation (TV) minimization have been the long-standing state-of-the-art. We present an…

Information Theory · Computer Science 2016-08-31 Jean Barbier , Eric W. Tramel , Florent Krzakala

Purpose: For quantitative susceptibility mapping (QSM), the lack of ground-truth in clinical settings makes it challenging to determine suitable parameters for the dipole inversion. We propose a probabilistic Bayesian approach for QSM with…

Image and Video Processing · Electrical Eng. & Systems 2023-06-01 Shuai Huang , James J. Lah , Jason W. Allen , Deqiang Qiu

We introduce Tree-AMP, standing for Tree Approximate Message Passing, a python package for compositional inference in high-dimensional tree-structured models. The package provides a unifying framework to study several approximate message…

Machine Learning · Statistics 2023-04-19 Antoine Baker , Benjamin Aubin , Florent Krzakala , Lenka Zdeborová

Vector approximate message passing (VAMP) is an efficient approximate inference algorithm used for generalized linear models. Although VAMP exhibits excellent performance, particularly when measurement matrices are sampled from rotationally…

Information Theory · Computer Science 2025-08-05 Takashi Takahashi , Yoshiyuki Kabashima

Vector Approximate Message Passing (VAMP) provides the means of solving a linear inverse problem in a Bayes-optimal way assuming the measurement operator is sufficiently random. However, VAMP requires implementing the linear minimum mean…

Information Theory · Computer Science 2022-06-23 Nikolajs Skuratovs , Mike E. Davies

In this paper, we present an algorithm for the sparse signal recovery problem that incorporates damped Gaussian generalized approximate message passing (GGAMP) into Expectation-Maximization (EM)-based sparse Bayesian learning (SBL). In…

Machine Learning · Computer Science 2018-02-14 Maher Al-Shoukairi , Philip Schniter , Bhaskar D. Rao

The success of the compressed sensing paradigm has shown that a substantial reduction in sampling and storage complexity can be achieved in certain linear and non-adaptive estimation problems. It is therefore an advisable strategy for…

Information Theory · Computer Science 2014-08-27 Peter Jung , Philipp Walk

Compressed sensing is triggering a major evolution in signal acquisition. It consists in sampling a sparse signal at low rate and later using computational power for its exact reconstruction, so that only the necessary information is…

Statistical Mechanics · Physics 2012-06-07 Florent Krzakala , Marc Mézard , François Sausset , Yifan Sun , Lenka Zdeborová
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