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Approximate message passing (AMP) algorithms break a (high-dimensional) statistical problem into parts then repeatedly solve each part in turn, akin to alternating projections. A distinguishing feature is their asymptotic behaviours can be…

Information Theory · Computer Science 2023-04-18 Yiyao Cheng , Lei Liu , Shansuo Liang , Jonathan. H. Manton , Li Ping

Over the last decade or so, Approximate Message Passing (AMP) algorithms have become extremely popular in various structured high-dimensional statistical problems. The fact that the origins of these techniques can be traced back to notions…

Statistics Theory · Mathematics 2021-05-11 Oliver Y. Feng , Ramji Venkataramanan , Cynthia Rush , Richard J. Samworth

Vector approximate message passing (VAMP) is an efficient approximate inference algorithm used for generalized linear models. Although VAMP exhibits excellent performance, particularly when measurement matrices are sampled from rotationally…

Information Theory · Computer Science 2025-08-05 Takashi Takahashi , Yoshiyuki Kabashima

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

A common goal in many research areas is to reconstruct an unknown signal x from noisy linear measurements. Approximate message passing (AMP) is a class of low-complexity algorithms that can be used for efficiently solving such…

Signal Processing · Electrical Eng. & Systems 2020-03-27 Hangjin Liu , Cynthia Rush , Dror Baron

Message passing (MP) is a computational technique used to find approximate solutions to a variety of problems defined on networks. MP approximations are generally accurate in locally tree-like networks but require corrections to maintain…

Physics and Society · Physics 2023-09-27 George T. Cantwell , Alec Kirkley , Filippo Radicchi

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…

Signal Processing · Electrical Eng. & Systems 2018-12-05 Christian Schou Oxvig , Thomas Arildsen

We consider compressive imaging problems, where images are reconstructed from a reduced number of linear measurements. Our objective is to improve over existing compressive imaging algorithms in terms of both reconstruction error and…

Information Theory · Computer Science 2015-06-19 Jin Tan , Yanting Ma , Dror Baron

Approximate message passing (AMP) is a family of iterative algorithms that generalize matrix power iteration. AMP algorithms are known to optimally solve many average-case optimization problems. In this paper, we show that a large class of…

Data Structures and Algorithms · Computer Science 2023-11-16 Misha Ivkov , Tselil Schramm

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) 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…

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

Approximate Message Passing (AMP) type algorithms are widely used for signal recovery in high-dimensional noisy linear systems. Recently, a principle called Memory AMP (MAMP) was proposed. Leveraging this principle, the gradient descent…

Information Theory · Computer Science 2026-01-01 Shunqi Huang , Lei Liu , Brian M. Kurkoski

We consider the problem of estimating a signal from measurements obtained via a generalized linear model. We focus on estimators based on approximate message passing (AMP), a family of iterative algorithms with many appealing features: the…

Machine Learning · Statistics 2021-02-18 Marco Mondelli , Ramji Venkataramanan

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,…

Information Theory · Computer Science 2016-01-26 Xiangming Meng , Sheng Wu , Linling Kuang , Jianhua Lu

Approximate-message passing (AMP) algorithms have become an important element of high-dimensional statistical inference, mostly due to their adaptability and concentration properties, the state evolution (SE) equations. This is demonstrated…

Information Theory · Computer Science 2022-04-20 Cédric Gerbelot , Raphaël Berthier

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

Message-passing (MP) is a powerful tool for finding an approximate solution in optimization. We generalize it to nonlinear product-sum form, and numerically show the fast convergence for the minimum feedback vertex set and the minimum…

Physics and Society · Physics 2024-04-03 Yukio Hayashi

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…

Information Theory · Computer Science 2017-08-15 Yanting Ma , Cynthia Rush , Dror Baron

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

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