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We propose an orthogonal approximate message passing (OAMP) algorithm for signal estimation in the rectangular spiked matrix model with general rotationally invariant (RI) noise. We establish a rigorous state evolution that exactly…

Statistics Theory · Mathematics 2026-02-04 Haohua Chen , Songbin Liu , Junjie Ma

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

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

Characterizing the distribution of high-dimensional statistical estimators is a challenging task, due to the breakdown of classical asymptotic theory in high dimension. This paper makes progress towards this by developing non-asymptotic…

Statistics Theory · Mathematics 2024-01-09 Gen Li , Yuting Wei

In a recent paper, the authors proposed a new class of low-complexity iterative thresholding algorithms for reconstructing sparse signals from a small set of linear measurements \cite{DMM}. The new algorithms are broadly referred to as AMP,…

Information Theory · Computer Science 2009-11-24 David L. Donoho , Arian Maleki , Andrea Montanari

This paper is divided into two parts. The first part is devoted to the study of a class of Approximate Message Passing (AMP) algorithms which are widely used in the fields of statistical physics, machine learning, or communication theory.…

Probability · Mathematics 2024-06-13 Walid Hachem

Generalized approximate message passing (GAMP) is a promising technique for unknown signal reconstruction of generalized linear models (GLM). However, it requires that the transformation matrix has independent and identically distributed…

Information Theory · Computer Science 2021-10-18 Feiyan Tian , Lei Liu , Xiaoming Chen

Vector perturbation (VP) precoding is a promising technique for multiuser communication systems operating in the downlink. In this work, we introduce a hybrid framework to improve the performance of lattice reduction (LR) aided precoding in…

Information Theory · Computer Science 2018-06-11 Shanxiang Lyu , Cong Ling

Estimation of a vector from quantized linear measurements is a common problem for which simple linear techniques are suboptimal -- sometimes greatly so. This paper develops generalized approximate message passing (GAMP) algorithms for…

Information Theory · Computer Science 2015-03-24 Ulugbek Kamilov , Vivek K. Goyal , Sundeep Rangan

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

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

Approximate Message Passing (AMP) algorithms provide a valuable tool for studying mean-field approximations and dynamics in a variety of applications. Although these algorithms are often first derived for matrices having independent…

Probability · Mathematics 2024-09-10 Tianhao Wang , Xinyi Zhong , Zhou Fan

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

In this paper, we focus on the matching recovery problem between a pair of correlated Gaussian Wigner matrices with a latent vertex correspondence. We are particularly interested in a robust version of this problem such that our observation…

Machine Learning · Statistics 2025-06-02 Zhangsong Li

We study compressed sensing (CS) signal reconstruction problems where an input signal is measured via matrix multiplication under additive white Gaussian noise. Our signals are assumed to be stationary and ergodic, but the input statistics…

Information Theory · Computer Science 2016-11-03 Yanting Ma , Junan Zhu , Dror Baron

We propose score-based VAMP (SC-VAMP), a variant of vector approximate message passing (VAMP) in which the Onsager correction is expressed and computed via conditional Fisher information, thereby enabling a Jacobian-free implementation.…

Information Theory · Computer Science 2026-01-13 Tadashi Wadayama , Takumi Takahashi

In a recent paper, the authors proposed a new class of low-complexity iterative thresholding algorithms for reconstructing sparse signals from a small set of linear measurements \cite{DMM}. The new algorithms are broadly referred to as AMP,…

Information Theory · Computer Science 2009-11-24 David L. Donoho , Arian Maleki , Andrea Montanari

In this paper, we consider the problem of multi-resolution compressed sensing (MR-CS) reconstruction, which has received little attention in the literature. Instead of always reconstructing the signal at the original high resolution (HR),…

Information Theory · Computer Science 2016-01-21 Xing Wang , Jie Liang

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

Approximate Message Passing (AMP) is a general framework for iterative algorithms, originally developed for compressed sensing and later extended to a wide range of high-dimensional inference problems. Although recent work has advanced…

Signal Processing · Electrical Eng. & Systems 2026-04-24 Vishnu Teja Kunde , Alessandro Mirri , Jean-Francois Chamberland , Enrico Paolini