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We give a fast, spectral procedure for implementing approximate-message passing (AMP) algorithms robustly. For any quadratic optimization problem over symmetric matrices $X$ with independent subgaussian entries, and any separable AMP…

Data Structures and Algorithms · Computer Science 2024-11-06 Misha Ivkov , Tselil Schramm

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

Compressed sensing aims to undersample certain high-dimensional signals, yet accurately reconstruct them by exploiting signal characteristics. Accurate reconstruction is possible when the object to be recovered is sufficiently sparse in a…

Information Theory · Computer Science 2015-05-13 David L. Donoho , Arian Maleki , Andrea Montanari

To improve the convergence property of approximate message-passing (AMP), convolutional AMP (CAMP) has been proposed. CAMP replaces the Onsager correction in AMP with a convolution of messages in all preceding iterations while it uses the…

Information Theory · Computer Science 2021-05-11 Keigo Takeuchi

Vector Approximate Message Passing (VAMP) provides the means of solving a linear inverse problem in a Bayes-optimal way assuming the measurement operator is sufficiently random. However, VAMP requires implementing the linear minimum mean…

Information Theory · Computer Science 2022-06-23 Nikolajs Skuratovs , Mike E. Davies

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

We study compressed sensing (CS) signal reconstruction problems where an input signal is measured via matrix multiplication under additive white Gaussian noise. Our signals are assumed to be stationary and ergodic, but the input statistics…

Information Theory · Computer Science 2016-11-03 Yanting Ma , Junan Zhu , Dror Baron

Orthogonal approximate message-passing (OAMP) is proposed for signal recovery from right-orthogonally invariant linear measurements with spatial coupling. Conventional state evolution is generalized to a unified framework of state evolution…

Information Theory · Computer Science 2023-05-22 Keigo Takeuchi

Purpose: Undersampling is used to reduce the scan time for high-resolution 3D magnetic resonance imaging. In order to achieve better image quality and avoid manual parameter tuning, we propose a probabilistic Bayesian approach to recover…

Image and Video Processing · Electrical Eng. & Systems 2022-10-20 Shuai Huang , James J. Lah , Jason W. Allen , Deqiang Qiu

Sparse regression codes with approximate message passing (AMP) decoding have gained much attention in recent times. The concepts underlying this coding scheme extend to unsourced access with coded compressed sensing (CCS), as first pointed…

Information Theory · Computer Science 2020-01-14 Vamsi K. Amalladinne , Asit Kumar Pradhan , Cynthia Rush , Jean-Francois Chamberland , Krishna R. Narayanan

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

Compressed sensing typically deals with the estimation of a system input from its noise-corrupted linear measurements, where the number of measurements is smaller than the number of input components. The performance of the estimation…

Information Theory · Computer Science 2016-11-17 Jin Tan , Danielle Carmon , Dror Baron

Compressive sampling offers a new paradigm for acquiring signals that are compressible with respect to an orthonormal basis. The major algorithmic challenge in compressive sampling is to approximate a compressible signal from noisy samples.…

Numerical Analysis · Mathematics 2014-04-29 D. Needell , J. A. Tropp

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

This article addresses the problem of multiple preamble detection in random access systems based on orthogonal time frequency space (OTFS) signaling. This challenge is formulated as a structured sparse recovery problem in the complex…

Signal Processing · Electrical Eng. & Systems 2025-09-05 Alessandro Mirri , Vishnu Teja Kunde , Enrico Paolini , Jean-Francois Chamberland

To infer the parameters of mechanistic models with intractable likelihoods, techniques such as approximate Bayesian computation (ABC) are increasingly being adopted. One of the main disadvantages of ABC in practical situations, however, is…

Computation · Statistics 2018-08-03 Jonathan U Harrison , Ruth E Baker

The standard linear regression (SLR) problem is to recover a vector $\mathbf{x}^0$ from noisy linear observations $\mathbf{y}=\mathbf{Ax}^0+\mathbf{w}$. The approximate message passing (AMP) algorithm recently proposed by Donoho, Maleki,…

Information Theory · Computer Science 2018-07-24 Sundeep Rangan , Philip Schniter , Alyson K. Fletcher

Resampling techniques are widely used in statistical inference and ensemble learning, in which estimators' statistical properties are essential. However, existing methods are computationally demanding, because repetitions of…

Machine Learning · Statistics 2019-05-24 Takashi Takahashi , Yoshiyuki Kabashima

Deep learning has gained great popularity due to its widespread success on many inference problems. We consider the application of deep learning to the sparse linear inverse problem, where one seeks to recover a sparse signal from a few…

Information Theory · Computer Science 2017-08-02 Mark Borgerding , Philip Schniter , Sundeep Rangan

Approximate Message Passing (AMP) is an efficient iterative parameter-estimation technique for certain high-dimensional linear systems with non-Gaussian distributions, such as sparse systems. In AMP, a so-called Onsager term is added to…

Information Theory · Computer Science 2023-01-16 Lei Liu , Yiyao Cheng , Shansuo Liang , Jonathan H. Manton , Li Ping
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