Related papers: Generalised Approximate Message Passing for Non-I.…
Approximate message passing (AMP) is a low-cost iterative parameter-estimation technique for certain high-dimensional linear systems with non-Gaussian distributions. However, AMP only applies to independent identically distributed (IID)…
In Generalized Linear Estimation (GLE) problems, we seek to estimate a signal that is observed through a linear transform followed by a component-wise, possibly nonlinear and noisy, channel. In the Bayesian optimal setting, Generalized…
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…
The estimation of a random vector with independent components passed through a linear transform followed by a componentwise (possibly nonlinear) output map arises in a range of applications. Approximate message passing (AMP) methods, based…
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,…
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…
For the problem of binary linear classification and feature selection, we propose algorithmic approaches to classifier design based on the generalized approximate message passing (GAMP) algorithm, recently proposed in the context of…
A concise expectation propagation (EP) based message passing algorithm (MPA) is derived for the general measurement channel. By neglecting some high-order infinitesimal terms, the EP-MPA is proven to be equivalent to the Generalized…
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,…
In this paper, we study the compressed sensing reconstruction problem with generalized elastic net prior (GENP), where a sparse signal is sampled via a noisy underdetermined linear observation system, and an additional initial estimation of…
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…
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…
We consider the problem of signal estimation in generalized linear models defined via rotationally invariant design matrices. Since these matrices can have an arbitrary spectral distribution, this model is well suited for capturing complex…
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…
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…
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…
Approximate message passing (AMP) methods and their variants have attracted considerable recent attention for the problem of estimating a random vector $\mathbf{x}$ observed through a linear transform $\mathbf{A}$. In the case of large…
With a unified belief propagation (BP) and mean field (MF) framework, we propose an iterative message passing receiver, which performs joint channel state and noise precision (the reciprocal of noise variance) estimation and decoding for…
The ubiquity of approximately sparse data has led a variety of com- munities to great interest in compressed sensing algorithms. Although these are very successful and well understood for linear measurements with additive noise, applying…
High-dimensional signal recovery of standard linear regression is a key challenge in many engineering fields, such as, communications, compressed sensing, and image processing. The approximate message passing (AMP) algorithm proposed by…