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We consider the problem of signal estimation in generalized linear models defined via rotationally invariant design matrices. Since these matrices can have an arbitrary spectral distribution, this model is well suited for capturing complex…

Machine Learning · Statistics 2022-06-10 Ramji Venkataramanan , Kevin Kögler , Marco Mondelli

We consider the problem of reconstructing a signal from multi-layered (possibly) non-linear measurements. Using non-rigorous but standard methods from statistical physics we present the Multi-Layer Approximate Message Passing (ML-AMP)…

Information Theory · Computer Science 2020-01-22 Andre Manoel , Florent Krzakala , Marc Mézard , Lenka Zdeborová

Compressed sensing is a signal processing scheme that reconstructs high-dimensional sparse signals from a limited number of observations. In recent years, various problems involving signals with a finite number of discrete values have been…

Statistical Mechanics · Physics 2024-08-20 Mikiya Doi , Masayuki Ohzeki

This paper proposes a tensor-based parameter estimation algorithm for sensing in an intelligent reflecting surface-assisted system. We present a higher-order singular value decomposition-based solution that exploits the tensor structure of…

Signal Processing · Electrical Eng. & Systems 2026-05-29 Kenneth B. A. Benício , Bruno Sokal , André L. F. de Almeida , Fazal-E-Asim , Behrooz Makki , Gábor Fodor

Using a Bayesian methodology, we introduce the maximum a posteriori~(MAP) estimator for quantum state and process tomography. The maximum likelihood, hedged maximum likelihood, maximum likelihood-maximum entropy estimator, and estimators of…

Quantum Physics · Physics 2019-01-29 Vikesh Siddhu

The theory behind compressive sampling pre-supposes that a given sequence of observations may be exactly represented by a linear combination of a small number of basis vectors. In practice, however, even small deviations from an exact…

Optimization and Control · Mathematics 2014-06-30 Jonathan M. Nichols , Albert K. Oh , Rebecca M. Willett

In this paper, the `Approximate Message Passing' (AMP) algorithm, initially developed for compressed sensing of signals under i.i.d. Gaussian measurement matrices, has been extended to a multi-terminal setting (MAMP algorithm). It has been…

Information Theory · Computer Science 2014-01-14 Saeid Haghighatshoar

We consider the high-dimensional inference problem where the signal is a low-rank symmetric matrix which is corrupted by an additive Gaussian noise. Given a probabilistic model for the low-rank matrix, we compute the limit in the large…

Probability · Mathematics 2017-03-31 Marc Lelarge , Léo Miolane

We give an algorithm that learns a representation of data through compression. The algorithm 1) predicts bits sequentially from those previously seen and 2) has a structure and a number of computations similar to an autoencoder. The…

Computer Vision and Pattern Recognition · Computer Science 2011-08-05 Karol Gregor , Yann LeCun

Compressed sensing is a powerful tool in applications such as magnetic resonance imaging (MRI). It enables accurate recovery of images from highly undersampled measurements by exploiting the sparsity of the images or image patches in a…

Machine Learning · Statistics 2016-10-04 Saiprasad Ravishankar , Yoram Bresler

Compressed Sensing aims to capture attributes of $k$-sparse signals using very few measurements. In the standard Compressed Sensing paradigm, the $\m\times \n$ measurement matrix $\A$ is required to act as a near isometry on the set of all…

Information Theory · Computer Science 2015-05-14 Robert Calderbank , Stephen Howard , Sina Jafarpour

This paper explores the potential of extreme learning machine based supervised classification algorithm for land cover classification. In comparison to a backpropagation neural network, which requires setting of several user-defined…

Neural and Evolutionary Computing · Computer Science 2019-07-02 Mahesh Pal

It is well-known in the field of lossless data compression that probabilistic next-symbol prediction can be used to compress sequences of symbols. Deep neural networks are able to capture rich dependencies in data, offering a powerful means…

Information Theory · Computer Science 2026-03-10 Aviv Adler , Jennifer Tang

Estimating statistical models within sensor networks requires distributed algorithms, in which both data and computation are distributed across the nodes of the network. We propose a general approach for distributed learning based on…

Machine Learning · Computer Science 2012-07-03 Qiang Liu , Alexander Ihler

This paper addresses the problem of simultaneous signal recovery and dictionary learning based on compressive measurements. Multiple signals are analyzed jointly, with multiple sensing matrices, under the assumption that the unknown signals…

Information Theory · Computer Science 2015-03-19 Jorge Silva , Minhua Chen , Yonina C. Eldar , Guillermo Sapiro , Lawrence Carin

We investigate the use of the Multiple Optimised Parameter Estimation and Data compression algorithm (MOPED) for data compression and faster evaluation of likelihood functions. Since MOPED only guarantees maintaining the Fisher matrix of…

Instrumentation and Methods for Astrophysics · Physics 2011-05-17 Philip Graff , Mike Hobson , Anthony Lasenby

Classic Bayesian methods with complex models are frequently infeasible due to an intractable likelihood. Simulation-based inference methods, such as Approximate Bayesian Computing (ABC), calculate posteriors without accessing a likelihood…

Computation · Statistics 2026-01-09 Elliot Maceda , Emily C. Hector , Amanda Lenzi , Brian J. Reich

In this paper, we consider the maximum a posteriori (MAP) estimation for the multiple measurement vectors (MMV) problem with application to direction-of-arrival (DOA) estimation, which is classically formulated as a regularized…

Signal Processing · Electrical Eng. & Systems 2024-10-21 Tianyi Liu , Frederic Matter , Alexander Sorg , Marc E. Pfetsch , Martin Haardt , Marius Pesavento

The Dirichlet process mixture (DPM) is a ubiquitous, flexible Bayesian nonparametric statistical model. However, full probabilistic inference in this model is analytically intractable, so that computationally intensive techniques such as…

Machine Learning · Statistics 2014-11-05 Yordan P. Raykov , Alexis Boukouvalas , Max A. Little

We introduce a comprehensive and statistical framework in a model free setting for a complete treatment of localized data corruptions due to severe noise sources, e.g., an occluder in the case of a visual recording. Within this framework,…

Machine Learning · Computer Science 2014-10-02 Huseyin Ozkan , Ozgun S. Pelvan , Suleyman S. Kozat