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The adaptive Thouless--Anderson--Palmer (TAP) mean-field approximation is one of the advanced mean-field approaches, and it is known as a powerful accurate method for Markov random fields (MRFs) with quadratic interactions (pairwise MRFs).…

Disordered Systems and Neural Networks · Physics 2020-03-10 Chako Takahashi , Muneki Yasuda , Kazuyuki Tanaka

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

Compressed sensing, allows to acquire compressible signals with a small number of measurements. In applications, a hardware implementation often requires a calibration as the sensing process is not perfectly known. Blind calibration, that…

Statistical Mechanics · Physics 2021-03-22 Marylou Gabrié , Jean Barbier , Florent Krzakala , Lenka Zdeborová

In many contexts, there is interest in selecting the most important variables from a very large collection, commonly referred to as support recovery or variable, feature or subset selection. There is an enormous literature proposing a rich…

Computation · Statistics 2015-06-23 Willem van den Boom , Galen Reeves , David B. Dunson

In ill-posed dynamic inverse problems expected spatial features and temporal correlation between frames can be leveraged to improve the quality of the computed solution, in particular when the available data are limited and the…

Non-convex constraints have recently proven a valuable tool in many optimisation problems. In particular sparsity constraints have had a significant impact on sampling theory, where they are used in Compressed Sensing and allow structured…

Information Theory · Computer Science 2012-05-09 Thomas Blumensath

Compressed sensing is a technique to sample compressible signals below the Nyquist rate, whilst still allowing near optimal reconstruction of the signal. In this paper we present a theoretical analysis of the iterative hard thresholding…

Information Theory · Computer Science 2008-05-06 Thomas Blumensath , Mike E. Davies

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.…

Information Theory · Computer Science 2026-04-13 Keigo Takeuchi

Approximate Message Passing (AMP) algorithms enable precise characterization of certain classes of random objects in the high-dimensional limit, and have found widespread applications in fields such as signal processing, statistics, and…

Statistics Theory · Mathematics 2025-07-01 Longlin Wang , Yanke Song , Kuanhao Jiang , Pragya Sur

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

Particle dynamics and multi-agent systems provide accurate dynamical models for studying and forecasting the behavior of complex interacting systems. They often take the form of a high-dimensional system of differential equations…

Machine Learning · Computer Science 2023-08-09 Yuxuan Liu , Scott G. McCalla , Hayden Schaeffer

We describe a framework in which is possible to develop and implement algorithms for the approximation of invariant measures of dynamical systems with a given bound on the error of the approximation. Our approach is based on a general…

Dynamical Systems · Mathematics 2017-10-05 Stefano Galatolo , Isaia Nisoli

The problem of sparse approximation and the closely related compressed sensing have received tremendous attention in the past decade. Primarily studied from the viewpoint of applied harmonic analysis and signal processing, there have been…

Information Theory · Computer Science 2018-10-23 Ali Çivril

We consider iterative (`turbo') algorithms for compressed sensing. First, a unified exposition of the different approaches available in the literature is given, thereby enlightening the general principles and main differences. In particular…

Information Theory · Computer Science 2017-05-22 Robert F. H. Fischer , Susanne Sparrer

Compressed sensing theory indicates that selecting a few measurements independently at random is a near optimal strategy to sense sparse or compressible signals. This is infeasible in practice for many acquisition devices that acquire sam-…

Applications · Statistics 2013-07-26 Nicolas Chauffert , Philippe Ciuciu , Jonas Kahn , Pierre Weiss

In future wireless networks, one fundamental challenge for massive machine-type communications (mMTC) lies in the reliable support of massive connectivity with low latency. Against this background, this paper proposes a compressive sensing…

Information Theory · Computer Science 2018-09-13 Malong Ke , Zhen Gao , Yongpeng Wu , Xiangming Meng

In this manuscript, we analyze the sparse signal recovery (compressive sensing) problem from the perspective of convex optimization by stochastic proximal gradient descent. This view allows us to significantly simplify the recovery analysis…

Data Structures and Algorithms · Computer Science 2013-04-19 Rong Jin , Tianbao Yang , Shenghuo Zhu

We study the problem of regression in a generalized linear model (GLM) with multiple signals and latent variables. This model, which we call a matrix GLM, covers many widely studied problems in statistical learning, including mixed linear…

Machine Learning · Statistics 2024-04-10 Nelvin Tan , Ramji Venkataramanan

Sparse regression codes with approximate message passing (AMP) decoding have gained much attention in recent times. The concepts underlying this coding scheme extend to unsourced access with coded compressed sensing (CCS), as first pointed…

Information Theory · Computer Science 2020-01-14 Vamsi K. Amalladinne , Asit Kumar Pradhan , Cynthia Rush , Jean-Francois Chamberland , Krishna R. Narayanan

Compressed sensing theory indicates that selecting a few measurements independently at random is a near optimal strategy to sense sparse or compressible signals. This is infeasible in practice for many acquisition devices that acquire…

Statistics Theory · Mathematics 2013-03-14 Nicolas Chauffert , Philippe Ciuiu , Jonas Kahn , Pierre Weiss
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