Related papers: Multi-Layer Generalized Linear Estimation
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…
Approximate message passing (AMP) type algorithms have been widely used in the signal reconstruction of certain large random linear systems. A key feature of the AMP-type algorithms is that their dynamics can be correctly described by state…
This two-part work considers the minimum means square error (MMSE) estimation problem for a high dimensional multi-layer generalized linear model (ML-GLM), which resembles a feed-forward fully connected deep learning network in that each of…
Approximate message passing (AMP) is a class of efficient algorithms for solving high-dimensional linear regression tasks where one wishes to recover an unknown signal \beta_0 from noisy, linear measurements y = A \beta_0 + w. When applying…
In this paper, we address the problem of recovering complex-valued signals from a set of complex-valued linear measurements. Approximate message passing (AMP) is one state-of-the-art algorithm to recover real-valued sparse signals. However,…
This work concerns the estimation of multidimensional nonlinear regression models using multilayer perceptrons (MLPs). The main problem with such models is that we need to know the covariance matrix of the noise to get an optimal estimator.…
There has been a recent surge of interest in the study of asymptotic reconstruction performance in various cases of generalized linear estimation problems in the teacher-student setting, especially for the case of i.i.d standard normal…
Gaussian and quadratic approximations of message passing algorithms on graphs have attracted considerable recent attention due to their computational simplicity, analytic tractability, and wide applicability in optimization and statistical…
This work concerns estimation of multidimensional nonlinear regression models using multilayer perceptron (MLP). The main problem with such model is that we have to know the covariance matrix of the noise to get optimal estimator. however…
We consider the problem of reconstructing a signal from noisy measurements in linear mixing systems. The reconstruction performance is usually quantified by standard error metrics such as squared error, whereas we consider any additive…
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…
Approximate Message Passing (AMP) has been shown to be an excellent statistical approach to signal inference and compressed sensing problem. The AMP framework provides modularity in the choice of signal prior; here we propose a hierarchical…
In Generalized Linear Estimation (GLE) problems, we seek to estimate a signal that is observed through a linear transform followed by a component-wise, possibly nonlinear and noisy, channel. In the Bayesian optimal setting, Generalized…
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…
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,…
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…
The generalized approximate message passing (GAMP) algorithm under the Bayesian setting shows advantage in recovering under-sampled sparse signals from corrupted observations. Compared to conventional convex optimization methods, it has a…
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…
The generalized linear model (GLM), where a random vector $\boldsymbol{x}$ is observed through a noisy, possibly nonlinear, function of a linear transform output $\boldsymbol{z}=\boldsymbol{Ax}$, arises in a range of applications such as…
Compressed sensing is a signal processing method that acquires data directly in a compressed form. This allows one to make less measurements than what was considered necessary to record a signal, enabling faster or more precise measurement…