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Approximate message passing (AMP) algorithms have shown great promise in sparse signal reconstruction due to their low computational requirements and fast convergence to an exact solution. Moreover, they provide a probabilistic framework…

Sound · Computer Science 2018-02-02 Turab Iqbal , Wenwu Wang

We study a class of Approximate Message Passing (AMP) algorithms for symmetric and rectangular spiked random matrix models with orthogonally invariant noise. The AMP iterates have fixed dimension $K \geq 1$, a multivariate non-linearity is…

Statistics Theory · Mathematics 2024-06-14 Xinyi Zhong , Tianhao Wang , Zhou Fan

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

The denoising-based approximate message passing (D-AMP) methodology, recently proposed by Metzler, Maleki, and Baraniuk, allows one to plug in sophisticated denoisers like BM3D into the AMP algorithm to achieve state-of-the-art compressive…

Information Theory · Computer Science 2016-11-07 Philip Schniter , Sundeep Rangan , Alyson Fletcher

The ubiquity of approximately sparse data has led a variety of com- munities to great interest in compressed sensing algorithms. Although these are very successful and well understood for linear measurements with additive noise, applying…

Information Theory · Computer Science 2016-07-27 Christophe Schülke , Francesco Caltagirone , Lenka Zdeborová

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

To solve inverse problems, plug-and-play (PnP) methods replace the proximal step in a convex optimization algorithm with a call to an application-specific denoiser, often implemented using a deep neural network (DNN). Although such methods…

Image and Video Processing · Electrical Eng. & Systems 2022-09-08 Saurav K. Shastri , Rizwan Ahmad , Christopher A. Metzler , Philip Schniter

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

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

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

We study sparse signal recovery from noisy linear observations using nonconvex log-sum regularization. The log-sum penalty reduces the shrinkage bias of $\ell_1$ regularization and more closely approximates the $\ell_0$ regularization, but…

Information Theory · Computer Science 2026-05-12 Keisuke Morita , Masayuki Ohzeki

We study the problem of estimating a rank one signal matrix from an observed matrix generated by corrupting the signal with additive rotationally invariant noise. We develop a new class of approximate message-passing algorithms for this…

Statistics Theory · Mathematics 2025-09-09 Rishabh Dudeja , Songbin Liu , Junjie Ma

Approximate message passing (AMP) is a scalable, iterative approach to signal recovery. For structured random measurement ensembles, including independent and identically distributed (i.i.d.) Gaussian and rotationally-invariant matrices,…

Information Theory · Computer Science 2023-06-27 Dang Qua Nguyen , Taejoon Kim

We consider the estimation of an i.i.d. (possibly non-Gaussian) vector $\xbf \in \R^n$ from measurements $\ybf \in \R^m$ obtained by a general cascade model consisting of a known linear transform followed by a probabilistic componentwise…

Information Theory · Computer Science 2012-12-04 Ulugbek S. Kamilov , Sundeep Rangan , Alyson K. Fletcher , Michael Unser

We consider the problem of recovering a block (or group) sparse signal from an underdetermined set of random linear measurements, which appear in compressed sensing applications such as radar and imaging. Recent results of Donoho,…

Information Theory · Computer Science 2013-03-12 Armeen Taeb , Arian Maleki , Christoph Studer , Richard Baraniuk

Approximate message passing (AMP) is an effective iterative sparse recovery algorithm for linear system models. Its performance is characterized by the state evolution (SE) which is a simple scalar recursion. However, depending on a…

Signal Processing · Electrical Eng. & Systems 2018-04-02 Kazushi Mimura

This paper is concerned with the problem of reconstructing an unknown rank-one matrix with prior structural information from noisy observations. While computing the Bayes-optimal estimator seems intractable in general due to its nonconvex…

Statistics Theory · Mathematics 2023-02-08 Gen Li , Wei Fan , Yuting Wei

The sparse Beyesian learning (also referred to as Bayesian compressed sensing) algorithm is one of the most popular approaches for sparse signal recovery, and has demonstrated superior performance in a series of experiments. Nevertheless,…

Information Theory · Computer Science 2015-01-21 Fuwei Li , Jun Fang , Huiping Duan , Zhi Chen , Hongbin Li

This paper concerns the performance of the LASSO (also knows as basis pursuit denoising) for recovering sparse signals from undersampled, randomized, noisy measurements. We consider the recovery of the signal $x_o \in \mathbb{R}^N$ from $n$…

Statistics Theory · Mathematics 2013-09-26 Ali Mousavi , Arian Maleki , Richard G. Baraniuk

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