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Sparse coding refers to the pursuit of the sparsest representation of a signal in a typically overcomplete dictionary. From a Bayesian perspective, sparse coding provides a Maximum a Posteriori (MAP) estimate of the unknown vector under a…

Signal Processing · Electrical Eng. & Systems 2019-09-04 Dror Simon , Jeremias Sulam , Yaniv Romano , Yue M. Lu , Michael Elad

This paper considers probabilistic estimation of a low-rank matrix from non-linear element-wise measurements of its elements. We derive the corresponding approximate message passing (AMP) algorithm and its state evolution. Relying on…

Information Theory · Computer Science 2016-04-19 Thibault Lesieur , Florent Krzakala , Lenka Zdeborová

We propose an orthogonal approximate message passing (OAMP) algorithm for signal estimation in the rectangular spiked matrix model with general rotationally invariant (RI) noise. We establish a rigorous state evolution that precisely…

Information Theory · Computer Science 2025-12-23 Haohua Chen , Songbin Liu , Junjie Ma

This paper addresses the estimation of signals with sublinear sparsity sent over the additive white Gaussian noise channel. This fundamental problem arises in designing denoisers used in message-passing algorithms for sublinear sparsity.…

Information Theory · Computer Science 2026-04-28 Keigo Takeuchi

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

Compressed sensing (CS) deals with the problem of reconstructing a sparse vector from an under-determined set of observations. Approximate message passing (AMP) is a technique used in CS based on iterative thresholding and inspired by…

Signal Processing · Electrical Eng. & Systems 2019-07-12 Viktoria Schram , Ali Bereyhi , Jan-Nico Zaech , Ralf R. Müller , Wolfgang H. Gerstacker

Sparse Bayesian learning (SBL) can be implemented with low complexity based on the approximate message passing (AMP) algorithm. However, it is vulnerable to `difficult' measurement matrices as AMP can easily diverge. Damped AMP has been…

Information Theory · Computer Science 2019-08-20 Man Luo , Qinghua Guo

SLOPE is a relatively new convex optimization procedure for high-dimensional linear regression via the sorted l1 penalty: the larger the rank of the fitted coefficient, the larger the penalty. This non-separable penalty renders many…

Machine Learning · Statistics 2019-07-18 Zhiqi Bu , Jason Klusowski , Cynthia Rush , Weijie Su

We analyse a linear regression problem with nonconvex regularization called smoothly clipped absolute deviation (SCAD) under an overcomplete Gaussian basis for Gaussian random data. We propose an approximate message passing (AMP) algorithm…

Machine Learning · Statistics 2018-04-04 Ayaka Sakata , Yingying Xu

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

Recently, Approximate Message Passing (AMP) has been integrated with stochastic localization (diffusion model) by providing a computationally efficient estimator of the posterior mean. Existing (rigorous) analysis typically proves the…

Statistics Theory · Mathematics 2025-03-18 Han Cui , Zhiyuan Yu , Jingbo Liu

Motivated by recent work on atomic norms in inverse problems, we propose a new approach to line spectral estimation that provides theoretical guarantees for the mean-squared-error (MSE) performance in the presence of noise and without…

Information Theory · Computer Science 2013-02-19 Badri Narayan Bhaskar , Gongguo Tang , Benjamin Recht

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

We consider large-scale linear inverse problems in Bayesian settings. We follow a recent line of work that applies the approximate message passing (AMP) framework to multi-processor (MP) computational systems, where each processor node…

Information Theory · Computer Science 2016-11-09 Junan Zhu , Dror Baron , Ahmad Beirami

Sparse superposition codes, or sparse regression codes (SPARCs), are a recent class of codes for reliable communication over the AWGN channel at rates approaching the channel capacity. Approximate message passing (AMP) decoding, a…

Information Theory · Computer Science 2019-04-24 Cynthia Rush , Ramji Venkataramanan

This paper suggests a nonparametric scheme to find the sparse solution of the underdetermined system of linear equations in the presence of unknown impulsive or non-Gaussian noise. This approach is robust against any variations of the noise…

Computer Vision and Pattern Recognition · Computer Science 2012-01-16 Mahmoud Ramezani Mayiami , Babak Seyfe

As one of the core technologies for 5G systems, massive multiple-input multiple-output (MIMO) introduces dramatic capacity improvements along with very high beamforming and spatial multiplexing gains. When developing efficient physical…

Information Theory · Computer Science 2023-11-01 Hengtao He , Xianghao Yu , Jun Zhang , Shenghui Song , Khaled B. Letaief

Recovering a low-rank signal matrix from its noisy observation, commonly known as matrix denoising, is a fundamental inverse problem in statistical signal processing. Matrix denoising methods are generally based on shrinkage or thresholding…

Methodology · Statistics 2017-01-23 Santosh Kumar Yadav , Rohit Sinha , Prabin Kumar Bora

Graph sampling addresses the problem of selecting a node subset in a graph to collect samples, so that a K-bandlimited signal can be reconstructed in high fidelity. Assuming an independent and identically distributed (i.i.d.) noise model,…

Signal Processing · Electrical Eng. & Systems 2019-10-23 Fen Wang , Gene Cheung , Yongchao Wang

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