Related papers: Bilinear Generalized Approximate Message Passing
Orthogonal/vector approximate message-passing (AMP) is a powerful message-passing (MP) algorithm for signal reconstruction in compressed sensing. This paper proves the convergence of Bayes-optimal orthogonal/vector AMP in the large system…
Approximate message passing (AMP) is a class of efficient algorithms for solving high-dimensional linear regression tasks where one wishes to recover an unknown signal \beta_0 from noisy, linear measurements y = A \beta_0 + w. When applying…
In many contexts, there is interest in selecting the most important variables from a very large collection, commonly referred to as support recovery or variable, feature or subset selection. There is an enormous literature proposing a rich…
We consider a hybrid FEM-BEM method to compute approximations of full-space linear elliptic transmission problems. First, we derive a priori and a posteriori error estimates. Then, building on the latter, we present an adaptive algorithm…
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…
In the problem of matrix compressed sensing we aim to recover a low-rank matrix from few of its element-wise linear projections. In this contribution we analyze the asymptotic performance of a Bayes-optimal inference procedure for a model…
The generalized linear system (GLS) has been widely used in wireless communications to evaluate the effect of nonlinear preprocessing on receiver performance. Generalized approximation message passing (AMP) is a state-of-the-art algorithm…
We consider a broad class of Approximate Message Passing (AMP) algorithms defined as a Lipschitzian functional iteration in terms of an $n\times n$ random symmetric matrix $A$. We establish universality in noise for this AMP in the…
We show how the notion of message passing can be used to streamline the algebra and computer coding for fast approximate inference in large Bayesian semiparametric regression models. In particular, this approach is amenable to handling…
Approximations of loopy belief propagation, including expectation propagation and approximate message passing, have attracted considerable attention for probabilistic inference problems. This paper proposes and analyzes a generalization of…
Heuristic tools from statistical physics have been used in the past to locate the phase transitions and compute the optimal learning and generalization errors in the teacher-student scenario in multi-layer neural networks. In this…
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…
Expectation-Maximization (EM) algorithm is a widely used iterative algorithm for computing maximum likelihood estimate when dealing with Gaussian Mixture Model (GMM). When the sample size is smaller than the data dimension, this could lead…
We study compressed sensing (CS) signal reconstruction problems where an input signal is measured via matrix multiplication under additive white Gaussian noise. Our signals are assumed to be stationary and ergodic, but the input statistics…
In this work, a Bayesian approximate message passing algorithm is proposed for solving the multiple measurement vector (MMV) problem in compressive sensing, in which a collection of sparse signal vectors that share a common support are…
Both theoretical analysis and empirical evidence confirm that the approximate message passing (AMP) algorithm can be interpreted as recursively solving a signal denoising problem: at each AMP iteration, one observes a Gaussian noise…
We study the compressed sensing reconstruction problem for a broad class of random, band-diagonal sensing matrices. This construction is inspired by the idea of spatial coupling in coding theory. As demonstrated heuristically and…
Approximate message passing (AMP) is a low-cost iterative signal recovery algorithm for linear system models. When the system transform matrix has independent identically distributed (IID) Gaussian entries, the performance of AMP can be…
We propose an orthogonal approximate message passing (OAMP) algorithm for signal estimation in the rectangular spiked matrix model with general rotationally invariant (RI) noise. We establish a rigorous state evolution that exactly…
Generalized linear models (GLMs) arise in high-dimensional machine learning, statistics, communications and signal processing. In this paper we analyze GLMs when the data matrix is random, as relevant in problems such as compressed sensing,…