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We consider the problem of reconstructing the signal and the hidden variables from observations coming from a multi-layer network with rotationally invariant weight matrices. The multi-layer structure models inference from deep generative…

Machine Learning · Statistics 2022-12-06 Yizhou Xu , TianQi Hou , ShanSuo Liang , Marco Mondelli

Approximate Message Passing (AMP) algorithms are a family of iterative algorithms based on large random matrices with the special property of tracking the statistical properties of their iterates. They are used in various fields such as…

Probability · Mathematics 2025-03-27 Mohammed-Younes Gueddari , Walid Hachem , Jamal Najim

Mean-field characterizations of first-order iterative algorithms -- including Approximate Message Passing (AMP), stochastic and proximal gradient descent, and Langevin diffusions -- have enabled a precise understanding of learning dynamics…

Statistics Theory · Mathematics 2025-07-01 Max Lovig , Tianhao Wang , Zhou Fan

We propose a tensor generalized approximate message passing (TeG-AMP) algorithm for low-rank tensor inference, which can be used to solve tensor completion and decomposition problems. We derive TeG-AMP algorithm as an approximation of the…

Machine Learning · Computer Science 2025-04-02 Yinchuan Li , Guangchen Lan , Xiaodong Wang

We present a continual learning approach for generative adversarial networks (GANs), by designing and leveraging parameter-efficient feature map transformations. Our approach is based on learning a set of global and task-specific…

Machine Learning · Computer Science 2021-08-02 Sakshi Varshney , Vinay Kumar Verma , Srijith P K , Lawrence Carin , Piyush Rai

Approximate message passing (AMP) is a class of low-complexity, scalable algorithms for solving high-dimensional linear regression tasks where one wishes to recover an unknown signal from noisy, linear measurements. AMP is an iterative…

Information Theory · Computer Science 2019-08-27 Yanting Ma , Cynthia Rush , Dror Baron

In this paper, an efficient distributed approach for implementing the approximate message passing (AMP) algorithm, named distributed AMP (DAMP), is developed for compressed sensing (CS) recovery in sensor networks with the sparsity K…

Distributed, Parallel, and Cluster Computing · Computer Science 2014-05-26 Puxiao Han , Ruixin Niu , Mengqi Ren

Recently, several promising approximate message passing (AMP) based algorithms have been developed for bilinear recovery with model $\boldsymbol{Y}=\sum_{k=1}^K b_k \boldsymbol{A}_k \boldsymbol{C} +\boldsymbol{W} $, where $\{b_k\}$ and…

Information Theory · Computer Science 2021-02-24 Zhengdao Yuan , Qinghua Guo , Man Luo

Approximate message passing (AMP) type algorithms have been widely used in the signal reconstruction of certain large random linear systems. A key feature of the AMP-type algorithms is that their dynamics can be correctly described by state…

Information Theory · Computer Science 2022-06-24 Lei Liu , Shunqi Huang , Brian M. Kurkoski

Approximate message passing (AMP) is an algorithmic framework for solving linear inverse problems from noisy measurements, with exciting applications such as reconstructing images, audio, hyper spectral images, and various other signals,…

Information Theory · Computer Science 2017-02-13 Junan Zhu , Ryan Pilgrim , Dror Baron

Efficient massive/ultra-massive multiple-input multiple-output (MIMO) detection algorithms with satisfactory performance and low complexity are critical to meet the high throughput and ultra-low latency requirements in 5G and beyond…

Information Theory · Computer Science 2023-01-10 Hengtao He , Alva Kosasih , Xianghao Yu , Jun Zhang , S. H. Song , Wibowo Hardjawana , Khaled B. Letaief

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

The problem of estimating a random vector x from noisy linear measurements y = A x + w with unknown parameters on the distributions of x and w, which must also be learned, arises in a wide range of statistical learning and linear inverse…

Information Theory · Computer Science 2017-06-20 Alyson K. Fletcher , Mojtaba Sahraee-Ardakan , Philip Schniter , Sundeep Rangan

Motivated by the recent interest in approximate message passing (AMP) for matrix-valued linear observations with superposition of \emph{multiple statistically asymmetric signal sources}, we introduce a multi-source AMP framework in which…

Information Theory · Computer Science 2025-01-22 Burak Çakmak , Giuseppe Caire

Generalized Vector Approximate Message Passing (GVAMP) is an efficient iterative algorithm for approximately minimum-mean-squared-error estimation of a random vector $\mathbf{x}\sim p_{\mathbf{x}}(\mathbf{x})$ from generalized linear…

Information Theory · Computer Science 2018-06-27 Christopher A. Metzler , Philip Schniter , Richard G. Baraniuk

We consider the problem of parameter estimation from a generalized linear model with a random design matrix that is orthogonally invariant in law. Such a model allows the design have an arbitrary distribution of singular values and only…

Statistics Theory · Mathematics 2026-02-11 Yihan Zhang , Hong Chang Ji , Ramji Venkataramanan , Marco Mondelli

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

Deep learning has gained great popularity due to its widespread success on many inference problems. We consider the application of deep learning to the sparse linear inverse problem, where one seeks to recover a sparse signal from a few…

Information Theory · Computer Science 2017-08-02 Mark Borgerding , Philip Schniter , Sundeep Rangan

Vector approximate message passing (VAMP) is an efficient approximate inference algorithm used for generalized linear models. Although VAMP exhibits excellent performance, particularly when measurement matrices are sampled from rotationally…

Information Theory · Computer Science 2025-08-05 Takashi Takahashi , Yoshiyuki Kabashima

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 for efficiently solving such high-dimensional regression…

Information Theory · Computer Science 2019-05-07 Hangjin Liu , Cynthia Rush , Dror Baron