Related papers: Vector Approximate Message Passing
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…
Approximate message passing (AMP) emerges as an effective iterative paradigm for solving high-dimensional statistical problems. However, prior AMP theory -- which focused mostly on high-dimensional asymptotics -- fell short of predicting…
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…
Deep generative networks provide a powerful tool for modeling complex data in a wide range of applications. In inverse problems that use these networks as generative priors on data, one must often perform inference of the inputs of the…
Vector perturbation (VP) precoding is a promising technique for multiuser communication systems operating in the downlink. In this work, we introduce a hybrid framework to improve the performance of lattice reduction (LR) aided precoding in…
Approximate message passing (AMP) is an efficient iterative signal recovery algorithm for compressed sensing (CS). For sensing matrices with independent and identically distributed (i.i.d.) Gaussian entries, the behavior of AMP can be…
We propose a tensor generalized approximate message passing (TeG-AMP) algorithm for low-rank tensor inference, which can be used to solve tensor completion and decomposition problems. We derive TeG-AMP algorithm as an approximation of the…
This paper presents a unified framework for constructing Approximate Message Passing (AMP) algorithms for rotationally-invariant models. By employing a general iterative algorithm template and reducing it to long-memory Orthogonal AMP…
We consider the problem of learning a coefficient vector $x_{0}$ in $R^{N}$ from noisy linear observations $y=Fx_{0}+w$ in $R^{M}$ in the high dimensional limit $M,N$ to infinity with $\alpha=M/N$ fixed. We provide a rigorous derivation of…
We propose score-based VAMP (SC-VAMP), a variant of vector approximate message passing (VAMP) in which the Onsager correction is expressed and computed via conditional Fisher information, thereby enabling a Jacobian-free implementation.…
This paper addresses the reconstruction of sparse signals from generalized linear measurements. Signal sparsity is assumed to be sublinear in the signal dimension while it was proportional to the signal dimension in conventional research.…
Approximate Message Passing (AMP) algorithmshave recently gathered significant attention across disciplines such as statistical physics, machine learning, and communication systems. This study aims to extend AMP algorithms to non-symmetric…
Maximum a posteriori (MAP) inference in discrete-valued Markov random fields is a fundamental problem in machine learning that involves identifying the most likely configuration of random variables given a distribution. Due to the…
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…
Recently we extended Approximate message passing (AMP) algorithm to be able to handle general invariant matrix ensembles. In this contribution we extend our S-AMP approach to non-linear observation models. We obtain generalized AMP (GAMP)…
This paper proposes two distinct contributions to econometric analysis of large information sets and structural instabilities. First, it treats a regression model with time-varying coefficients, stochastic volatility and exogenous…
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…
Deep generative priors offer powerful models for complex-structured data, such as images, audio, and text. Using these priors in inverse problems typically requires estimating the input and/or hidden signals in a multi-layer deep neural…
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…
This paper is concerned with the problem of reconstructing an unknown rank-one matrix with prior structural information from noisy observations. While computing the Bayes-optimal estimator seems intractable in general due to its nonconvex…