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We propose and analyze an approximate message passing (AMP) algorithm for the matrix tensor product model, which is a generalization of the standard spiked matrix models that allows for multiple types of pairwise observations over a…

Machine Learning · Statistics 2023-06-28 Riccardo Rossetti , Galen Reeves

A common goal in many research areas is to reconstruct an unknown signal x from noisy linear measurements. Approximate message passing (AMP) is a class of low-complexity algorithms that can be used for efficiently solving such…

Signal Processing · Electrical Eng. & Systems 2020-03-27 Hangjin Liu , Cynthia Rush , Dror Baron

Compressed sensing allows perfect recovery of sparse signals (or signals sparse in some basis) using only a small number of random measurements. Existing results in compressed sensing literature have focused on characterizing the achievable…

Information Theory · Computer Science 2015-05-18 Dmitry Malioutov , Sujay Sanghavi , Alan Willsky

Compressed sensing is a promising technique that attempts to faithfully recover sparse signal with as few linear and nonadaptive measurements as possible. Its performance is largely determined by the characteristic of sensing matrix.…

Information Theory · Computer Science 2013-10-03 Weizhi Lu , Weiyu Li , Kidiyo Kpalma , Joseph Ronsin

A spatially distributed system contains a large amount of agents with limited sensing, data processing, and communication capabilities. Recent technological advances have opened up possibilities to deploy spatially distributed systems for…

Information Theory · Computer Science 2015-11-30 Cheng Cheng , Yingchun Jiang , Qiyu Sun

Approximate message passing (AMP) refers to a class of efficient algorithms for statistical estimation in high-dimensional problems such as compressed sensing and low-rank matrix estimation. This paper analyzes the performance of AMP in the…

Information Theory · Computer Science 2018-10-23 Cynthia Rush , Ramji Venkataramanan

A compressed sensing method consists of a rectangular measurement matrix, $M \in \mathbbm{R}^{m \times N}$ with $m \ll N$, together with an associated recovery algorithm, $\mathcal{A}: \mathbbm{R}^m \rightarrow \mathbbm{R}^N$. Compressed…

Information Theory · Computer Science 2013-02-26 M. A. Iwen

We consider a class of approximated message passing (AMP) algorithms and characterize their high-dimensional behavior in terms of a suitable state evolution recursion. Our proof applies to Gaussian matrices with independent but not…

Probability · Mathematics 2013-01-01 Adel Javanmard , Andrea Montanari

We propose the notion of a sample distortion (SD) function for independent and identically distributed (i.i.d) compressive distributions to fundamentally quantify the achievable reconstruction performance of compressed sensing for certain…

Computer Vision and Pattern Recognition · Computer Science 2015-06-15 Chunli Guo , Mike E. Davies

Existing convex relaxation-based approaches to reconstruction in compressed sensing assume that noise in the measurements is independent of the signal of interest. We consider the case of noise being linearly correlated with the signal and…

Information Theory · Computer Science 2014-01-03 Thomas Arildsen , Torben Larsen

Sparse signals can be recovered from a reduced set of samples by using compressive sensing algorithms. In common methods the signal is recovered in the sparse domain. A method for the reconstruction of sparse signal which reconstructs the…

Information Theory · Computer Science 2015-04-28 Ljubisa Stankovic , Milos Dakovic

Compressed Sensing refers to extracting a low-dimensional structured signal of interest from its incomplete random linear observations. A line of recent work has studied that, with the extra prior information about the signal, one can…

Information Theory · Computer Science 2017-04-19 Sajad Daei , Farzan Haddadi

Compressed sensing is a technique for recovering an unknown sparse signal from a small number of linear measurements. When the measurement matrix is random, the number of measurements required for perfect recovery exhibits a phase…

Optimization and Control · Mathematics 2016-12-30 Mateo Díaz , Mauricio Junca , Felipe Rincón , Mauricio Velasco

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

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

We consider compressive imaging problems, where images are reconstructed from a reduced number of linear measurements. Our objective is to improve over existing compressive imaging algorithms in terms of both reconstruction error and…

Information Theory · Computer Science 2015-06-19 Jin Tan , Yanting Ma , Dror Baron

We consider the recovery of a nonnegative vector x from measurements y = Ax, where A is an m-by-n matrix whos entries are in {0, 1}. We establish that when A corresponds to the adjacency matrix of a bipartite graph with sufficient…

Information Theory · Computer Science 2010-01-26 Venkat Chandar , Devavrat Shah , Gregory W. Wornell

Compressed sensing (CS) is an innovative technique allowing to represent signals through a small number of their linear projections. Hence, CS can be thought of as a natural candidate for acquisition of multidimensional signals, as the…

Information Theory · Computer Science 2014-03-06 Giulio Coluccia , Simeon Kamden-Kuiteng , Andrea Abrardo , Mauro Barni , Enrico Magli

We consider sparse signal reconstruction via minimization of the smoothly clipped absolute deviation (SCAD) penalty, and develop one-step replica-symmetry-breaking (1RSB) extensions of approximate message passing (AMP), termed 1RSB-AMP.…

Machine Learning · Statistics 2025-12-22 Xiaosi Gu , Ayaka Sakata , Tomoyuki Obuchi

An intriguing phenomenon in many instances of compressed sensing is that the reconstruction quality is governed not just by the overall sparsity of the signal, but also on its structure. This paper is about understanding this phenomenon,…

Functional Analysis · Mathematics 2014-03-28 Ben Adcock , Anders C. Hansen , Bogdan Roman