Related papers: Expectation-Maximization Gaussian-Mixture Approxim…
In this paper, we consider the problem of recovering a sparse signal from noisy linear measurements using the so called LASSO formulation. We assume a correlated Gaussian design matrix with additive Gaussian noise. We precisely analyze the…
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,…
We study a class of Approximate Message Passing (AMP) algorithms for symmetric and rectangular spiked random matrix models with orthogonally invariant noise. The AMP iterates have fixed dimension $K \geq 1$, a multivariate non-linearity is…
In Generalized Linear Estimation (GLE) problems, we seek to estimate a signal that is observed through a linear transform followed by a component-wise, possibly nonlinear and noisy, channel. In the Bayesian optimal setting, Generalized…
We develop a Bayesian framework for sensing which adapts the sensing time and/or basis functions to the instantaneous sensing quality measured in terms of the expected posterior mean-squared error. For sparse Gaussian sources a significant…
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.…
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…
Approximate message passing (AMP) methods and their variants have attracted considerable recent attention for the problem of estimating a random vector $\mathbf{x}$ observed through a linear transform $\mathbf{A}$. In the case of large…
Compressed sensing posits that, within limits, one can undersample a sparse signal and yet reconstruct it accurately. Knowing the precise limits to such undersampling is important both for theory and practice. We present a formula that…
In this paper, we propose a novel channel estimation algorithm based on the Least Square Estimation (LSE) and Sparse Message Passing algorithm (SMP), which is of special interest for Millimeter Wave (mmWave) systems, since this algorithm…
Channel estimation problem is one of the key technical issues in time-variant multiple-input single-output (MSIO) communication systems. To estimate the MISO channel, least mean square (LMS) algorithm is applied to adaptive channel…
A common sparse linear regression formulation is the l1 regularized least squares, which is also known as least absolute shrinkage and selection operator (LASSO). Approximate message passing (AMP) has been proved to asymptotically achieve…
Compressed sensing (CS) demonstrates that sparse signals can be recovered from underdetermined linear measurements. We focus on the joint sparse recovery problem where multiple signals share the same common sparse support sets, and they are…
We study communication over a Gaussian multiple-access channel (MAC) with two types of transmitters: Digital transmitters hold a message from a discrete set that needs to be communicated to the receiver with vanishing error probability.…
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…
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…
We propose an iterative channel estimation algorithm based on the Least Square Estimation (LSE) and Sparse Message Passing (SMP) algorithm for the Millimeter Wave (mmWave) MIMO systems. The channel coefficients of the mmWave MIMO are…
Consider the minimum mean-square error (MMSE) of estimating an arbitrary random variable from its observation contaminated by Gaussian noise. The MMSE can be regarded as a function of the signal-to-noise ratio (SNR) as well as a functional…
A simple model to study subspace clustering is the high-dimensional $k$-Gaussian mixture model where the cluster means are sparse vectors. Here we provide an exact asymptotic characterization of the statistically optimal reconstruction…
Noiseless compressive sensing is a protocol that enables undersampling and later recovery of a signal without loss of information. This compression is possible because the signal is usually sufficiently sparse in a given basis. Currently,…