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We consider large-scale linear inverse problems in Bayesian settings. Our general approach follows a recent line of work that applies the approximate message passing (AMP) framework in multi-processor (MP) computational systems by storing…

Information Theory · Computer Science 2016-11-17 Junan Zhu , Ahmad Beirami , Dror Baron

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

When recovering a sparse signal from noisy compressive linear measurements, the distribution of the signal's non-zero coefficients can have a profound effect on recovery mean-squared error (MSE). If this distribution was apriori known, then…

Information Theory · Computer Science 2015-06-05 Jeremy P. Vila , Philip Schniter

Approximate message passing (AMP) is a low-cost iterative parameter-estimation technique for certain high-dimensional linear systems with non-Gaussian distributions. However, AMP only applies to independent identically distributed (IID)…

Information Theory · Computer Science 2021-06-07 Lei Liu , Shunqi Huang , Brian M. Kurkoski

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

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

High-dimensional signal recovery of standard linear regression is a key challenge in many engineering fields, such as, communications, compressed sensing, and image processing. The approximate message passing (AMP) algorithm proposed by…

Information Theory · Computer Science 2022-03-02 Qiuyun Zou , Hongwen Yang

In this paper, a communication-efficient multi-processor compressed sensing framework based on the approximate message passing algorithm is proposed. We perform lossy compression on the data being communicated between processors, resulting…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-01-19 Puxiao Han , Junan Zhu , Ruixin Niu , Dror Baron

We consider the problem of signal estimation in generalized linear models defined via rotationally invariant design matrices. Since these matrices can have an arbitrary spectral distribution, this model is well suited for capturing complex…

Machine Learning · Statistics 2022-06-10 Ramji Venkataramanan , Kevin Kögler , Marco Mondelli

This work explores multi-modal inference in a high-dimensional simplified model, analytically quantifying the performance gain of multi-modal inference over that of analyzing modalities in isolation. We present the Bayes-optimal performance…

Machine Learning · Statistics 2025-09-30 Christian Keup , Lenka Zdeborová

We consider tensor factorizations using a generative model and a Bayesian approach. We compute rigorously the mutual information, the Minimal Mean Squared Error (MMSE), and unveil information-theoretic phase transitions. In addition, we…

Statistics Theory · Mathematics 2020-01-22 Thibault Lesieur , Léo Miolane , Marc Lelarge , Florent Krzakala , Lenka Zdeborová

Iterative thresholding algorithms are well-suited for high-dimensional problems in sparse recovery and compressive sensing. The performance of this class of algorithms depends heavily on the tuning of certain threshold parameters. In…

Information Theory · Computer Science 2013-11-04 Ali Mousavi , Arian Maleki , Richard G. Baraniuk

We propose and analyze an approximate message passing (AMP) algorithm for the matrix tensor product model, which is a generalization of the standard spiked matrix models that allows for multiple types of pairwise observations over a…

Machine Learning · Statistics 2023-06-28 Riccardo Rossetti , Galen Reeves

This paper studies a large random matrix system (LRMS) model involving an arbitrary signal distribution and forward error control (FEC) coding. We establish an area property based on the approximate message passing (AMP) algorithm. Under…

Information Theory · Computer Science 2021-06-07 Lei Liu , Chulong Liang , Junjie Ma , Li Ping

Approximate message passing (AMP) is a low-cost iterative parameter-estimation technique for certain high-dimensional linear systems with non-Gaussian distributions. AMP only applies to independent identically distributed (IID) transform…

Information Theory · Computer Science 2022-06-24 Lei Liu , Shunqi Huang , Brian M. Kurkoski

Approximate message-passing (AMP) method is a simple and efficient framework for the linear inverse problems. In this letter, we propose a faster AMP to solve the \emph{$L_1$-Split-Analysis} for the 2D sparsity separation, which is referred…

Information Theory · Computer Science 2015-07-13 Jaewook Kang , Hyoyoung Jung , Kiseon Kim

We develop and analyze methods for computing provably optimal {\em maximum a posteriori} (MAP) configurations for a subclass of Markov random fields defined on graphs with cycles. By decomposing the original distribution into a convex…

Information Theory · Computer Science 2007-07-13 Martin J. Wainwright , Tommi S. Jaakkola , Alan S. Willsky

Maximum a posteriori (MAP) inference is a fundamental computational paradigm for statistical inference. In the setting of graphical models, MAP inference entails solving a combinatorial optimization problem to find the most likely…

Machine Learning · Computer Science 2020-03-03 Jonathan N. Lee , Aldo Pacchiano , Michael I. Jordan

Low-complexity Bayes-optimal memory approximate message passing (MAMP) is an efficient signal estimation algorithm in compressed sensing and multicarrier modulation. However, achieving replica Bayes optimality with MAMP necessitates a…

Information Theory · Computer Science 2024-07-19 Lei Liu , Ming Wang , Shufeng Li , Yuhao Chi , Ning Wei , ZhaoYang Zhang

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
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