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The generalized approximate message passing (GAMP) algorithm is an efficient method of MAP or approximate-MMSE estimation of $x$ observed from a noisy version of the transform coefficients $z = Ax$. In fact, for large zero-mean i.i.d…

Information Theory · Computer Science 2015-08-11 Jeremy Vila , Philip Schniter , Sundeep Rangan , Florent Krzakala , Lenka Zdeborova

The Recently proposed Vector Approximate Message Passing (VAMP) algorithm demonstrates a great reconstruction potential at solving compressed sensing related linear inverse problems. VAMP provides high per-iteration improvement, can utilize…

Information Theory · Computer Science 2024-10-30 Nikolajs Skuratovs , Michael Davies

In a recent paper, the authors proposed a new class of low-complexity iterative thresholding algorithms for reconstructing sparse signals from a small set of linear measurements \cite{DMM}. The new algorithms are broadly referred to as AMP,…

Information Theory · Computer Science 2009-11-24 David L. Donoho , Arian Maleki , Andrea Montanari

Compressed sensing (CS) provides an elegant framework for recovering sparse signals from compressed measurements. For example, CS can exploit the structure of natural images and recover an image from only a few random measurements. CS is…

Machine Learning · Computer Science 2019-05-21 Yan Wu , Mihaela Rosca , Timothy Lillicrap

Generalized approximate message passing (GAMP) is a promising technique for unknown signal reconstruction of generalized linear models (GLM). However, it requires that the transformation matrix has independent and identically distributed…

Information Theory · Computer Science 2021-10-18 Feiyan Tian , Lei Liu , Xiaoming Chen

This paper considers the problem of optimum reconstruction in generalized sampling-reconstruction processes (GSRPs). We propose constrained GSRP, a novel framework that minimizes the reconstruction error for inputs in a subspace, subject to…

Signal Processing · Electrical Eng. & Systems 2019-10-23 Bashir Sadeghi , Runyi Yu , Vishnu Naresh Boddeti

Quantum state tomography (QST) is an indispensable tool for characterizing many-body quantum systems. However, due to the exponential scaling of the cost of the protocol with system size, many approaches have been developed for quantum…

We consider the problem of estimating a signal from measurements obtained via a generalized linear model. We focus on estimators based on approximate message passing (AMP), a family of iterative algorithms with many appealing features: the…

Machine Learning · Statistics 2021-02-18 Marco Mondelli , Ramji Venkataramanan

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…

Information Theory · Computer Science 2015-08-06 Martin Mayer , Norbert Goertz

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

Deep generative modeling has led to new and state of the art approaches for enforcing structural priors in a variety of inverse problems. In contrast to priors given by sparsity, deep models can provide direct low-dimensional…

Optimization and Control · Mathematics 2018-12-12 Wen Huang , Paul Hand , Reinhard Heckel , Vladislav Voroninski

In a recent article (Proc. Natl. Acad. Sci., 110(36), 14557-14562), El Karoui et al. study the distribution of robust regression estimators in the regime in which the number of parameters p is of the same order as the number of samples n.…

Statistics Theory · Mathematics 2013-11-18 David Donoho , Andrea Montanari

Compressed sensing aims to undersample certain high-dimensional signals, yet accurately reconstruct them by exploiting signal characteristics. Accurate reconstruction is possible when the object to be recovered is sufficiently sparse in a…

Information Theory · Computer Science 2015-05-13 David L. Donoho , Arian Maleki , Andrea Montanari

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

Approximate Message Passing (AMP) algorithms are a class of iterative procedures for computationally-efficient estimation in high-dimensional inference and estimation tasks. Due to the presence of an 'Onsager' correction term in its…

Statistics Theory · Mathematics 2023-02-02 Collin Cademartori , Cynthia Rush

This letter proposes a novel message-passing algorithm for signal recovery in compressed sensing. The proposed algorithm solves the disadvantages of approximate message-passing (AMP) and orthogonal/vector AMP, and realizes their advantages.…

Information Theory · Computer Science 2020-04-22 Keigo Takeuchi

We consider a multi-hop wireless sensor network that measures sparse events and propose a simple forwarding protocol based on Compressed Sensing (CS) which does not need any sophisticated Media Access Control (MAC) scheduling, neither a…

Other Computer Science · Computer Science 2012-08-08 Megumi Kaneko , Khaldoun Al Agha

We consider the problem of recovering clustered sparse signals with no prior knowledge of the sparsity pattern. Beyond simple sparsity, signals of interest often exhibits an underlying sparsity pattern which, if leveraged, can improve the…

Information Theory · Computer Science 2016-01-05 Xiangming Meng , Sheng Wu , Linling Kuang , Defeng , Huang , Jianhua Lu

The goal of compressed sensing is to estimate a vector from an underdetermined system of noisy linear measurements, by making use of prior knowledge on the structure of vectors in the relevant domain. For almost all results in this…

Machine Learning · Statistics 2017-03-10 Ashish Bora , Ajil Jalal , Eric Price , Alexandros G. Dimakis

Compressed sensing typically deals with the estimation of a system input from its noise-corrupted linear measurements, where the number of measurements is smaller than the number of input components. The performance of the estimation…

Information Theory · Computer Science 2016-11-17 Jin Tan , Danielle Carmon , Dror Baron