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Conformal prediction has emerged as a powerful tool for building prediction intervals that are valid in a distribution-free way. However, its evaluation may be computationally costly, especially in the high-dimensional setting where the…

Machine Learning · Statistics 2025-11-13 Lucas Clarté , Lenka Zdeborová

This paper introduces a framework for approximate message passing (AMP) in dynamic settings where the data at each iteration is passed through a linear operator. This framework is motivated in part by applications in large-scale,…

Statistics Theory · Mathematics 2026-01-19 Riccardo Rossetti , Bobak Nazer , Galen Reeves

Solving a large-scale regularized linear inverse problem using multiple processors is important in various real-world applications due to the limitations of individual processors and constraints on data sharing policies. This paper focuses…

Information Theory · Computer Science 2017-01-31 Yanting Ma , Yue M. Lu , Dror Baron

We consider the problem of reconstructing a signal from multi-layered (possibly) non-linear measurements. Using non-rigorous but standard methods from statistical physics we present the Multi-Layer Approximate Message Passing (ML-AMP)…

Information Theory · Computer Science 2020-01-22 Andre Manoel , Florent Krzakala , Marc Mézard , Lenka Zdeborová

A novel framework of compressed sensing, namely statistical compressed sensing (SCS), that aims at efficiently sampling a collection of signals that follow a statistical distribution, and achieving accurate reconstruction on average, is…

Computer Vision and Pattern Recognition · Computer Science 2015-05-27 Guoshen Yu , Guillermo Sapiro

In the context of the compressed sensing problem, we propose a new ensemble of sparse random matrices which allow one (i) to acquire and compress a {\rho}0-sparse signal of length N in a time linear in N and (ii) to perfectly recover the…

Information Theory · Computer Science 2013-04-15 Maria Chiara Angelini , Federico Ricci-Tersenghi , Yoshiyuki Kabashima

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…

Information Theory · Computer Science 2015-03-19 David L. Donoho , Adel Javanmard , Andrea Montanari

This paper proposes a low complexity precoding algorithm based on the recently proposed Generalized Least Square Error (GLSE) scheme with generic penalty and support. The algorithm iteratively constructs the transmit vector via Approximate…

Information Theory · Computer Science 2018-01-09 Ali Bereyhi , Mohammad Ali Sedaghat , Ralf R. Müller

Purpose: For quantitative susceptibility mapping (QSM), the lack of ground-truth in clinical settings makes it challenging to determine suitable parameters for the dipole inversion. We propose a probabilistic Bayesian approach for QSM with…

Image and Video Processing · Electrical Eng. & Systems 2023-06-01 Shuai Huang , James J. Lah , Jason W. Allen , Deqiang Qiu

We study the compressed sensing (CS) signal estimation problem where an input signal is measured via a linear matrix multiplication under additive noise. While this setup usually assumes sparsity or compressibility in the input signal…

Information Theory · Computer Science 2014-12-23 Junan Zhu , Dror Baron , Marco F. Duarte

Consider the problem of estimating a low-rank matrix when its entries are perturbed by Gaussian noise. If the empirical distribution of the entries of the spikes is known, optimal estimators that exploit this knowledge can substantially…

Statistics Theory · Mathematics 2019-08-08 Andrea Montanari , Ramji Venkataramanan

This paper tackles the problem of millimeter-Wave (mmWave) channel estimation in massive MIMO communication systems. A new Bayes-optimal channel estimator is derived using recent advances in the approximate belief propagation (BP) Bayesian…

Information Theory · Computer Science 2019-03-07 Faouzi Bellili , Foad Sohrabi , Wei Yu

Compressed sensing (CS) is a signal processing framework for efficiently reconstructing a signal from a small number of measurements, obtained by linear projections of the signal. In this paper we present an end-to-end deep learning…

Image and Video Processing · Electrical Eng. & Systems 2019-06-26 Yochai Zur , Amir Adler

We propose a new technique for adaptive identification of sparse systems based on the compressed sensing (CS) theory. We manipulate the transmitted pilot (input signal) and the received signal such that the weights of adaptive filter…

Information Theory · Computer Science 2012-04-05 Seyed Hossein Hosseini , Mahrokh G. Shayesteh

The standard linear regression (SLR) problem is to recover a vector $\mathbf{x}^0$ from noisy linear observations $\mathbf{y}=\mathbf{Ax}^0+\mathbf{w}$. The approximate message passing (AMP) algorithm recently proposed by Donoho, Maleki,…

Information Theory · Computer Science 2018-07-24 Sundeep Rangan , Philip Schniter , Alyson K. Fletcher

Compressive sensing aims to recover a high-dimensional sparse signal from a relatively small number of measurements. In this paper, a novel design of the measurement matrix is proposed. The design is inspired by the construction of…

Information Theory · Computer Science 2016-03-22 Xu Chen , Dongning Guo

Low-complexity Bayes-optimal memory approximate message passing (MAMP) is an efficient signal estimation algorithm in compressed sensing and multicarrier modulation. However, achieving replica Bayes optimality with MAMP necessitates a…

Information Theory · Computer Science 2024-07-19 Lei Liu , Ming Wang , Shufeng Li , Yuhao Chi , Ning Wei , ZhaoYang Zhang

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

Compressive sensing is a novel approach that linearly samples sparse or compressible signals at a rate much below the Nyquist-Shannon sampling rate and outperforms traditional signal processing techniques in acquiring and reconstructing…

Information Theory · Computer Science 2019-01-03 Ramin Ayanzadeh , Seyedahmad Mousavi , Milton Halem , Tim Finin

Generalized Linear Models (GLMs), where a random vector $\mathbf{x}$ is observed through a noisy, possibly nonlinear, function of a linear transform $\mathbf{z}=\mathbf{Ax}$ arise in a range of applications in nonlinear filtering and…

Information Theory · Computer Science 2016-05-03 Sundeep Rangan , Alyson K. Fletcher , Philip Schniter , Ulugbek Kamilov