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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

Vector approximate message passing (VAMP) is a computationally simple approach to the recovery of a signal $\mathbf{x}$ from noisy linear measurements $\mathbf{y}=\mathbf{Ax}+\mathbf{w}$. Like the AMP proposed by Donoho, Maleki, and…

Information Theory · Computer Science 2018-03-09 Alyson K. Fletcher , Philip Schniter

Mean-field characterizations of first-order iterative algorithms -- including Approximate Message Passing (AMP), stochastic and proximal gradient descent, and Langevin diffusions -- have enabled a precise understanding of learning dynamics…

Statistics Theory · Mathematics 2025-07-01 Max Lovig , Tianhao Wang , Zhou Fan

Heuristic tools from statistical physics have been used in the past to locate the phase transitions and compute the optimal learning and generalization errors in the teacher-student scenario in multi-layer neural networks. In this…

Machine Learning · Computer Science 2024-03-01 Benjamin Aubin , Antoine Maillard , Jean Barbier , Florent Krzakala , Nicolas Macris , Lenka Zdeborová

Approximate message passing algorithm enjoyed considerable attention in the last decade. In this paper we introduce a variant of the AMP algorithm that takes into account glassy nature of the system under consideration. We coin this…

Disordered Systems and Neural Networks · Physics 2019-02-07 Fabrizio Antenucci , Florent Krzakala , Pierfrancesco Urbani , Lenka Zdeborová

Motivated by the recent application of approximate message passing (AMP) to the analysis of convex optimizations in multi-class classifications [Loureiro, et. al., 2021], we present a convergence analysis of AMP dynamics with non-separable…

Machine Learning · Computer Science 2024-02-14 Burak Çakmak , Yue M. Lu , Manfred Opper

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

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

Generalized Vector Approximate Message Passing (GVAMP) is an efficient iterative algorithm for approximately minimum-mean-squared-error estimation of a random vector $\mathbf{x}\sim p_{\mathbf{x}}(\mathbf{x})$ from generalized linear…

Information Theory · Computer Science 2018-06-27 Christopher A. Metzler , Philip Schniter , Richard G. Baraniuk

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

Reconstruction of images from noisy linear measurements is a core problem in image processing, for which convex optimization methods based on total variation (TV) minimization have been the long-standing state-of-the-art. We present an…

Information Theory · Computer Science 2016-08-31 Jean Barbier , Eric W. Tramel , Florent Krzakala

We propose a novel algorithm for compressive imaging that exploits both the sparsity and persistence across scales found in the 2D wavelet transform coefficients of natural images. Like other recent works, we model wavelet structure using a…

Computer Vision and Pattern Recognition · Computer Science 2015-05-30 Subhojit Som , Philip Schniter

The linear model uses the space defined by the input to project the target or desired signal and find the optimal set of model parameters. When the problem is nonlinear, the adaption requires nonlinear models for good performance, but it…

Machine Learning · Computer Science 2018-02-05 Zhengda Qin , Badong Chen , Nanning Zheng , Jose C. Principe

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

As one of the core technologies for 5G systems, massive multiple-input multiple-output (MIMO) introduces dramatic capacity improvements along with very high beamforming and spatial multiplexing gains. When developing efficient physical…

Information Theory · Computer Science 2023-11-01 Hengtao He , Xianghao Yu , Jun Zhang , Shenghui Song , Khaled B. Letaief

We consider the problem of learning mixtures of generalized linear models (GLM) which arise in classification and regression problems. Typical learning approaches such as expectation maximization (EM) or variational Bayes can get stuck in…

Machine Learning · Computer Science 2016-01-14 Hanie Sedghi , Majid Janzamin , Anima Anandkumar

Multiple matrix sampling is a survey methodology technique that randomly chooses a relatively small subset of items to be presented to survey respondents for the purpose of reducing respondent burden. The data produced are missing…

Methodology · Statistics 2017-10-03 Stanislav Kolenikov , Heather Hammer

Applications of structural equation models (SEMs) are often restricted to linear associations between variables. Maximum likelihood (ML) estimation in non-linear models may be complex and require numerical integration. Furthermore, ML…

Methodology · Statistics 2019-03-15 Klaus Kähler Holst , Esben Budtz-Jørgensen

An iterative method is derived for image reconstruction. Among other attributes, this method allows constraints unrelated to the radiation measurements to be incorporated into the reconstructed image. A comparison is made with the widely…

Computational Physics · Physics 2011-01-06 Clinton DeW. Van Siclen

In compressed sensing one measures sparse signals directly in a compressed form via a linear transform and then reconstructs the original signal. However, it is often the case that the linear transform itself is known only approximately, a…

Information Theory · Computer Science 2013-11-13 Florent Krzakala , Marc Mézard , Lenka Zdeborová