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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

Approximate message passing (AMP) refers to a class of efficient algorithms for statistical estimation in high-dimensional problems such as compressed sensing and low-rank matrix estimation. This paper analyzes the performance of AMP in the…

Information Theory · Computer Science 2018-10-23 Cynthia Rush , Ramji Venkataramanan

We study the problem of regression in a generalized linear model (GLM) with multiple signals and latent variables. This model, which we call a matrix GLM, covers many widely studied problems in statistical learning, including mixed linear…

Machine Learning · Statistics 2024-04-10 Nelvin Tan , Ramji Venkataramanan

We extend the generalized approximate message passing (G-AMP) approach, originally proposed for high-dimensional generalized-linear regression in the context of compressive sensing, to the generalized-bilinear case, which enables its…

Information Theory · Computer Science 2015-06-17 Jason T. Parker , Philip Schniter , Volkan Cevher

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

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

Approximate Message Passing (AMP) is a class of iterative algorithms that have found applications in many problems in high-dimensional statistics and machine learning. In its general form, AMP can be formulated as an iterative procedure…

Probability · Mathematics 2023-05-02 Rishabh Dudeja , Yue M. Lu , Subhabrata Sen

This article seeks to advance coded compressed sensing (CCS) as a practical scheme for unsourced random access. The original CCS algorithm features a concatenated structure where an inner code is tasked with support recovery, and an outer…

Information Theory · Computer Science 2020-10-23 Jamison R. Ebert , Vamsi K. Amalladinne , Jean-Francois Chamberland , Krishna R. Narayanan

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

Retraining a model using its own predictions together with the original, potentially noisy labels is a well-known strategy for improving the model performance. While prior works have demonstrated the benefits of specific heuristic…

Machine Learning · Computer Science 2025-05-22 Adel Javanmard , Rudrajit Das , Alessandro Epasto , Vahab Mirrokni

Various alignment problems arising in cryo-electron microscopy, community detection, time synchronization, computer vision, and other fields fall into a common framework of synchronization problems over compact groups such as Z/L, U(1), or…

Information Theory · Computer Science 2018-09-14 Amelia Perry , Alexander S. Wein , Afonso S. Bandeira , Ankur Moitra

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

The generalized approximate message passing (GAMP) algorithm is an efficient method of MAP or approximate-MMSE estimation of $x$ observed from a noisy version of the transform coefficients $z = Ax$. In fact, for large zero-mean i.i.d…

Information Theory · Computer Science 2015-08-11 Jeremy Vila , Philip Schniter , Sundeep Rangan , Florent Krzakala , Lenka Zdeborova

We propose two novel approaches to the recovery of an (approximately) sparse signal from noisy linear measurements in the case that the signal is a priori known to be non-negative and obey given linear equality constraints, such as simplex…

Information Theory · Computer Science 2015-06-17 Jeremy Vila , Philip Schniter

We consider the problem of recovering an unknown signal ${\mathbf x}\in {\mathbb R}^n$ from general nonlinear measurements obtained through a generalized linear model (GLM), i.e., ${\mathbf y}= f\left({\mathbf A}{\mathbf x}+{\mathbf…

Information Theory · Computer Science 2022-10-18 Jiang Zhu , Xiangming Meng , Xupeng Lei , Qinghua Guo

Turbo compressed sensing (Turbo-CS) is an efficient iterative algorithm for sparse signal recovery with partial orthogonal sensing matrices. In this paper, we extend the Turbo-CS algorithm to solve compressed sensing problems involving more…

Information Theory · Computer Science 2017-03-28 Zhipeng Xue , Junjie Ma , Xiaojun Yuan

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

Generalized approximate message passing (GAMP) is a promising technique for unknown signal reconstruction of generalized linear models (GLM). However, it requires that the transformation matrix has independent and identically distributed…

Information Theory · Computer Science 2021-10-18 Feiyan Tian , Lei Liu , Xiaoming Chen

A signal recovery scheme is developed for linear observation systems based on expectation consistent (EC) mean field approximation. Approximate message passing (AMP) is known to be consistent with the results obtained using the replica…

Information Theory · Computer Science 2014-07-08 Yoshiyuki Kabashima , Mikko Vehkapera

Plug and play (P&P) algorithms iteratively apply highly optimized image denoisers to impose priors and solve computational image reconstruction problems, to great effect. However, in general the "effective noise", that is the difference…

Signal Processing · Electrical Eng. & Systems 2020-10-27 Christopher A. Metzler , Gordon Wetzstein