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We consider the problem of signal estimation in a generalized linear model (GLM). GLMs include many canonical problems in statistical estimation, such as linear regression, phase retrieval, and 1-bit compressed sensing. Recent work has…

Information Theory · Computer Science 2024-10-29 Pablo Pascual Cobo , Kuan Hsieh , Ramji Venkataramanan

Gaussian and quadratic approximations of message passing algorithms on graphs have attracted considerable recent attention due to their computational simplicity, analytic tractability, and wide applicability in optimization and statistical…

Information Theory · Computer Science 2026-03-12 Sundeep Rangan , Alyson K. Fletcher , Vivek K. Goyal , Evan Byrne , Philip Schniter

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

We consider the estimation of an i.i.d.\ random vector observed through a linear transform followed by a componentwise, probabilistic (possibly nonlinear) measurement channel. A novel algorithm, called generalized approximate message…

Information Theory · Computer Science 2012-08-15 Sundeep Rangan

This paper addresses the reconstruction of an unknown signal vector with sublinear sparsity from generalized linear measurements. Generalized approximate message-passing (GAMP) is proposed via state evolution in the sublinear sparsity…

Information Theory · Computer Science 2025-02-21 Keigo Takeuchi

This paper addresses the reconstruction of sparse signals from generalized linear measurements. Signal sparsity is assumed to be sublinear in the signal dimension while it was proportional to the signal dimension in conventional research.…

Information Theory · Computer Science 2026-04-13 Keigo Takeuchi

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

Designing efficient sparse recovery algorithms that could handle noisy quantized measurements is important in a variety of applications -- from radar to source localization, spectrum sensing and wireless networking. We take advantage of the…

Signal Processing · Electrical Eng. & Systems 2022-05-24 Shuai Huang , Deqiang Qiu , Trac D. Tran

Generalised approximate message passing (GAMP) is an approximate Bayesian estimation algorithm for signals observed through a linear transform with a possibly non-linear subsequent measurement model. By leveraging prior information about…

Signal Processing · Electrical Eng. & Systems 2018-12-05 Christian Schou Oxvig , Thomas Arildsen

In cosparse analysis compressive sensing (CS), one seeks to estimate a non-sparse signal vector from noisy sub-Nyquist linear measurements by exploiting the knowledge that a given linear transform of the signal is cosparse, i.e., has…

Information Theory · Computer Science 2014-10-21 Mark Borgerding , Philip Schniter , Sundeep Rangan

In this paper we consider the generalized approximate message passing (GAMP) algorithm for recovering a sparse signal from modulo samples of randomized projections of the unknown signal. The modulo samples are obtained by a self-reset (SR)…

Signal Processing · Electrical Eng. & Systems 2018-07-10 Osman Musa , Peter Jung , Norbert Goertz

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…

Information Theory · Computer Science 2015-06-22 Chunli Guo , Mike E. Davies

X-ray Computed Tomography (CT) reconstruction from a sparse number of views is a useful way to reduce either the radiation dose or the acquisition time, for example in fixed-gantry CT systems, however this results in an ill-posed inverse…

Data Structures and Algorithms · Computer Science 2020-11-04 Alessandro Perelli , Michael Lexa , Ali Can , Mike E. Davies

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

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

Iterative thresholding algorithms are well-suited for high-dimensional problems in sparse recovery and compressive sensing. The performance of this class of algorithms depends heavily on the tuning of certain threshold parameters. In…

Information Theory · Computer Science 2013-11-04 Ali Mousavi , Arian Maleki , Richard G. Baraniuk

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…

Information Theory · Computer Science 2013-01-29 Justin Ziniel , Philip Schniter

Approximate Message Passing (AMP) has been shown to be a superior method for inference problems, such as the recovery of signals from sets of noisy, lower-dimensionality measurements, both in terms of reconstruction accuracy and in…

Information Theory · Computer Science 2015-06-10 Andre Manoel , Florent Krzakala , Eric W. Tramel , Lenka Zdeborová

In this work the dynamic compressive sensing (CS) problem of recovering sparse, correlated, time-varying signals from sub-Nyquist, non-adaptive, linear measurements is explored from a Bayesian perspective. While there has been a handful of…

Information Theory · Computer Science 2015-06-05 Justin Ziniel , Philip Schniter

Approximate message passing (AMP) is an efficient iterative signal recovery algorithm for compressed sensing (CS). For sensing matrices with independent and identically distributed (i.i.d.) Gaussian entries, the behavior of AMP can be…

Information Theory · Computer Science 2016-10-20 Zhipeng Xue , Junjie Ma , Xiaojun Yuan