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Approximate Message Passing (AMP) algorithms are a class of iterative procedures for computationally-efficient estimation in high-dimensional inference and estimation tasks. Due to the presence of an 'Onsager' correction term in its…

Statistics Theory · Mathematics 2023-02-02 Collin Cademartori , Cynthia Rush

Bayesian approximate message passing (BAMP) is an efficient method in compressed sensing that is nearly optimal in the minimum mean squared error (MMSE) sense. Bayesian approximate message passing (BAMP) performs joint recovery of multiple…

Information Theory · Computer Science 2019-01-30 Gabor Hannak , Alessandro Perelli , Norbert Goertz , Gerald Matz , Mike E. Davies

The problem of estimating a random vector x from noisy linear measurements y = A x + w with unknown parameters on the distributions of x and w, which must also be learned, arises in a wide range of statistical learning and linear inverse…

Information Theory · Computer Science 2017-06-20 Alyson K. Fletcher , Mojtaba Sahraee-Ardakan , Philip Schniter , Sundeep Rangan

We introduce an iterative optimization scheme for convex objectives consisting of a linear loss and a non-separable penalty, based on the expectation-consistent approximation and the vector approximate message-passing (VAMP) algorithm.…

Machine Learning · Statistics 2018-09-18 Andre Manoel , Florent Krzakala , Gaël Varoquaux , Bertrand Thirion , Lenka Zdeborová

Symptom checkers have been widely adopted as an intelligent e-healthcare application during the ongoing pandemic crisis. Their performance have been limited by the fine-grained quality of the collected medical knowledge between symptom and…

Machine Learning · Computer Science 2021-11-02 Mohamed Akrout , Faouzi Bellili , Amine Mezghani , Hayet Amdouni

Approximate message passing (AMP) refers to a class of efficient algorithms for statistical estimation in high-dimensional problems such as compressed sensing and low-rank matrix estimation. This paper analyzes the performance of AMP in the…

Information Theory · Computer Science 2018-10-23 Cynthia Rush , Ramji Venkataramanan

Approximate Message Passing (AMP) has been shown to be a superior method for inference problems, such as the recovery of signals from sets of noisy, lower-dimensionality measurements, both in terms of reconstruction accuracy and in…

Information Theory · Computer Science 2015-06-10 Andre Manoel , Florent Krzakala , Eric W. Tramel , Lenka Zdeborová

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

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…

Information Theory · Computer Science 2015-06-17 Jeremy Vila , Philip Schniter

1-bit compressive sensing aims to recover sparse signals from quantized 1-bit measurements. Designing efficient approaches that could handle noisy 1-bit measurements is important in a variety of applications. In this paper we use the…

Information Theory · Computer Science 2022-04-28 Shuai Huang , Trac D. Tran

An estimation problem of fundamental interest is that of phase synchronization, in which the goal is to recover a collection of phases using noisy measurements of relative phases. It is known that in the Gaussian noise setting, the maximum…

Optimization and Control · Mathematics 2016-11-02 Huikang Liu , Man-Chung Yue , Anthony Man-Cho So

We consider the problem of reconstructing the signal and the hidden variables from observations coming from a multi-layer network with rotationally invariant weight matrices. The multi-layer structure models inference from deep generative…

Machine Learning · Statistics 2022-12-06 Yizhou Xu , TianQi Hou , ShanSuo Liang , Marco Mondelli

In this work we aim to solve the compressed sensing problem for the case of a complex unknown vector by utilizing the Bayesian-optimal structured signal approximate message passing (BOSSAMP) algorithm on the jointly sparse real and…

Information Theory · Computer Science 2015-11-30 Gabor Hannak , Martin Mayer , Gerald Matz , Norbert Goertz

This paper proposes Graph Signal Adaptive Message Passing (GSAMP), a novel message passing method that simultaneously conducts online prediction, missing data imputation, and noise removal on time-varying graph signals. Unlike conventional…

Signal Processing · Electrical Eng. & Systems 2024-11-26 Yi Yan , Changran Peng , Ercan Engin Kuruoglu

In phase retrieval, the goal is to recover a complex signal from the magnitude of its linear measurements. While many well-known algorithms guarantee deterministic recovery of the unknown signal using i.i.d. random measurement matrices,…

Information Theory · Computer Science 2017-03-24 Boshra Rajaei , Sylvain Gigan , Florent Krzakala , Laurent Daudet

We discuss the prediction accuracy of assumed statistical models in terms of prediction errors for the generalized linear model and penalized maximum likelihood methods. We derive the forms of estimators for the prediction errors, such as…

Machine Learning · Statistics 2023-02-22 Ayaka Sakata

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

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…

Information Theory · Computer Science 2026-03-12 Sundeep Rangan , Alyson K. Fletcher , Vivek K. Goyal , Evan Byrne , Philip Schniter

Accurate channel estimation is critical to the performance of orthogonal frequency-division multiplexing (OFDM) underwater acoustic (UWA) communications, especially under multiple-input multiple-output (MIMO) scenarios. In this paper, we…

Signal Processing · Electrical Eng. & Systems 2022-11-23 Wenxuan Chen , Jun Tao , Lu Ma , Gang Qiao

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