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We introduce Tree-AMP, standing for Tree Approximate Message Passing, a python package for compositional inference in high-dimensional tree-structured models. The package provides a unifying framework to study several approximate message…

Machine Learning · Statistics 2023-04-19 Antoine Baker , Benjamin Aubin , Florent Krzakala , Lenka Zdeborová

We consider the problem of localizing change points in a generalized linear model (GLM), a model that covers many widely studied problems in statistical learning including linear, logistic, and rectified linear regression. We propose a…

Machine Learning · Statistics 2025-09-08 Gabriel Arpino , Xiaoqi Liu , Julia Gontarek , Ramji Venkataramanan

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

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

Approximate message passing (AMP) methods have gained recent traction in sparse signal recovery. Additional information about the signal, or \emph{side information} (SI), is commonly available and can aid in efficient signal recovery. This…

Information Theory · Computer Science 2019-05-06 Anna Ma , You , Zhou , Cynthia Rush , Dror Baron , Deanna Needell

In the pooled data problem, the goal is to identify the categories associated with a large collection of items via a sequence of pooled tests. Each pooled test reveals the number of items of each category within the pool. We study an…

Information Theory · Computer Science 2024-10-25 Nelvin Tan , Pablo Pascual Cobo , Jonathan Scarlett , Ramji Venkataramanan

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

Generalized approximate message passing (GAMP) is a computationally efficient algorithm for estimating an unknown signal $w_0\in\mathbb{R}^N$ from a random linear measurement $y= Xw_0 + \epsilon\in\mathbb{R}^M$, where…

Information Theory · Computer Science 2025-08-06 Takashi Takahashi

Approximate Message Passing (AMP) type algorithms are widely used for signal recovery in high-dimensional noisy linear systems. Recently, a principle called Memory AMP (MAMP) was proposed. Leveraging this principle, the gradient descent…

Information Theory · Computer Science 2026-01-01 Shunqi Huang , Lei Liu , Brian M. Kurkoski

Bayesian approximate message passing (BAMP) is an efficient method in compressed sensing that is nearly optimal in the minimum mean squared error (MMSE) sense. Bayesian approximate message passing (BAMP) performs joint recovery of multiple…

Information Theory · Computer Science 2019-01-30 Gabor Hannak , Alessandro Perelli , Norbert Goertz , Gerald Matz , Mike E. Davies

The orthogonal-time-frequency-space (OTFS) modulation has emerged as a promising modulation scheme for high mobility wireless communications. To harvest the time and frequency diversity promised by OTFS, some promising detectors, especially…

Information Theory · Computer Science 2021-02-17 Zhengdao Yuan , Fei Liu , Weijie Yuan , Qinghua Guo , Zhongyong Wang , Jinhong Yuan

This paper proves the convergence of Bayes-optimal orthogonal/vector approximate message-passing (AMP) to a fixed point in the large system limit. The proof is based on Bayes-optimal long-memory (LM) message-passing (MP) that is guaranteed…

Information Theory · Computer Science 2022-05-09 Keigo Takeuchi

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

Decentralized generalized approximate message-passing (GAMP) is proposed for compressed sensing from distributed generalized linear measurements in a tree-structured network. Consensus propagation is used to realize average consensus…

Information Theory · Computer Science 2024-06-05 Keigo Takeuchi

Continuous phase modulation (CPM) has extensive applications in wireless communications due to its high spectral and power efficiency. However, its nonlinear characteristics pose significant challenges for detection in frequency selective…

Information Theory · Computer Science 2024-08-15 Zilong Liu , Yi Song , Qinghua Guo , Peng Sun , Kexian Gong , Zhongyong Wang

In this letter, we present a unified Bayesian inference framework for generalized linear models (GLM) which iteratively reduces the GLM problem to a sequence of standard linear model (SLM) problems. This framework provides new perspectives…

Information Theory · Computer Science 2018-03-14 Xiangming Meng , Sheng Wu , Jiang Zhu

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

With a unified belief propagation (BP) and mean field (MF) framework, we propose an iterative message passing receiver, which performs joint channel state and noise precision (the reciprocal of noise variance) estimation and decoding for…

Information Theory · Computer Science 2017-11-13 Zhengdao Yuan , Chuanzong Zhang , Zhongyong Wang , Qinghua Guo , Sheng Wu , and Xingye Wang

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

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
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