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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

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…

Statistics Theory · Mathematics 2023-02-08 Gen Li , Wei Fan , Yuting Wei

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

This paper introduces a framework for approximate message passing (AMP) in dynamic settings where the data at each iteration is passed through a linear operator. This framework is motivated in part by applications in large-scale,…

Statistics Theory · Mathematics 2026-01-19 Riccardo Rossetti , Bobak Nazer , Galen Reeves

Solving a large-scale regularized linear inverse problem using multiple processors is important in various real-world applications due to the limitations of individual processors and constraints on data sharing policies. This paper focuses…

Information Theory · Computer Science 2017-01-31 Yanting Ma , Yue M. Lu , Dror Baron

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

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

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

The Approximate Message Passing (AMP) algorithm efficiently reconstructs signals which have been sampled with large i.i.d. sub-Gaussian sensing matrices. Central to AMP is its "state evolution", which guarantees that the difference between…

Signal Processing · Electrical Eng. & Systems 2020-09-08 Charles Millard , Aaron T Hess , Boris Mailhé , Jared Tanner

Consider the problem of estimating a low-rank matrix when its entries are perturbed by Gaussian noise. If the empirical distribution of the entries of the spikes is known, optimal estimators that exploit this knowledge can substantially…

Statistics Theory · Mathematics 2019-08-08 Andrea Montanari , 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

In this paper we consider the generalized approximate message passing (GAMP) algorithm for recovering a sparse signal from modulo samples of randomized projections of the unknown signal. The modulo samples are obtained by a self-reset (SR)…

Signal Processing · Electrical Eng. & Systems 2018-07-10 Osman Musa , Peter Jung , Norbert Goertz

Iterative thresholding algorithms are well-suited for high-dimensional problems in sparse recovery and compressive sensing. The performance of this class of algorithms depends heavily on the tuning of certain threshold parameters. In…

Information Theory · Computer Science 2013-11-04 Ali Mousavi , Arian Maleki , Richard G. Baraniuk

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

In this paper, an efficient distributed approach for implementing the approximate message passing (AMP) algorithm, named distributed AMP (DAMP), is developed for compressed sensing (CS) recovery in sensor networks with the sparsity K…

Distributed, Parallel, and Cluster Computing · Computer Science 2014-05-26 Puxiao Han , Ruixin Niu , Mengqi Ren

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…

Statistics Theory · Mathematics 2023-03-20 Gen Li , Yuting Wei

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

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

Audio restoration is effectively achieved by using low complexity algorithm called AMP. This algorithm has fast convergence and has lower computation intensity making it suitable for audio recovery problems. This paper focuses on restoring…

Sound · Computer Science 2014-04-08 Swetha. R , Rukmani Devi. D

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