Related papers: Generalized Approximate Message Passing for Estima…
We consider distributed estimation of the inverse covariance matrix, also called the concentration or precision matrix, in Gaussian graphical models. Traditional centralized estimation often requires global inference of the covariance…
Gaussian belief propagation (GaBP) is an iterative message-passing algorithm for inference in Gaussian graphical models. It is known that when GaBP converges it converges to the correct MAP estimate of the Gaussian random vector and simple…
Approximate message passing (AMP) methods have gained recent traction in sparse signal recovery. Additional information about the signal, or \emph{side information} (SI), is commonly available and can aid in efficient signal recovery. This…
Approximate message passing (AMP) is a scalable, iterative approach to signal recovery. For structured random measurement ensembles, including independent and identically distributed (i.i.d.) Gaussian and rotationally-invariant matrices,…
In this paper, we address the problem of recovering complex-valued signals from a set of complex-valued linear measurements. Approximate message passing (AMP) is one state-of-the-art algorithm to recover real-valued sparse signals. However,…
Sparse Group LASSO (SGL) is a regularized model for high-dimensional linear regression problems with grouped covariates. SGL applies $l_1$ and $l_2$ penalties on the individual predictors and group predictors, respectively, to guarantee…
We propose a scheme to estimate the parameters $b_i$ and $c_j$ of the bilinear form $z_m=\sum_{i,j} b_i z_m^{(i,j)} c_j$ from noisy measurements $\{y_m\}_{m=1}^M$, where $y_m$ and $z_m$ are related through an arbitrary likelihood function…
Compressed sensing (CS) deals with the problem of reconstructing a sparse vector from an under-determined set of observations. Approximate message passing (AMP) is a technique used in CS based on iterative thresholding and inspired by…
For the problem of multi-class linear classification and feature selection, we propose approximate message passing approaches to sparse multinomial logistic regression (MLR). First, we propose two algorithms based on the Hybrid Generalized…
Approximate Message Passing (AMP) algorithms have seen widespread use across a variety of applications. However, the precise forms for their Onsager corrections and state evolutions depend on properties of the underlying random matrix…
We study the problem of estimating a rank-$1$ signal in the presence of rotationally invariant noise-a class of perturbations more general than Gaussian noise. Principal Component Analysis (PCA) provides a natural estimator, and sharp…
In this paper, we propose a modified Generalized Approximate Message Passing (GAMP) algorithm to estimate permittivity parameters using path loss data in ray-tracing model.
We propose regularized approximate message passing (RAMP), a low-complexity algorithm for discrete signal detection in overloaded multiple-input multiple-output (MIMO) systems where the number of transmit antennas exceeds the number of…
We present a new implementation of the Cluster Variational Method (CVM) as a message passing algorithm. The kind of message passing algorithms used for CVM, usually named Generalized Belief Propagation, are a generalization of the Belief…
This paper considers a generalized multiple-input multiple-output (GMIMO) with practical assumptions, such as massive antennas, practical channel coding, arbitrary input distributions, and general right-unitarily-invariant channel matrices…
The ubiquity of approximately sparse data has led a variety of com- munities to great interest in compressed sensing algorithms. Although these are very successful and well understood for linear measurements with additive noise, applying…
To support complex communication scenarios in next-generation wireless communications, this paper focuses on a generalized MIMO (GMIMO) with practical assumptions, such as massive antennas, practical channel coding, arbitrary input…
We consider the problem of learning a coefficient vector $x_{0}$ in $R^{N}$ from noisy linear observations $y=Fx_{0}+w$ in $R^{M}$ in the high dimensional limit $M,N$ to infinity with $\alpha=M/N$ fixed. We provide a rigorous derivation of…
Approximate Message Passing (AMP), originally developed to address high-dimensional linear inverse problems, has found widespread applications in signal processing and statistical inference. Among its notable variants, Vector Approximate…
We present a novel compressed sensing recovery algorithm - termed Bayesian Optimal Structured Signal Approximate Message Passing (BOSSAMP) - that jointly exploits the prior distribution and the structured sparsity of a signal that shall be…