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The generalized linear model (GLM), where a random vector $\boldsymbol{x}$ is observed through a noisy, possibly nonlinear, function of a linear transform output $\boldsymbol{z}=\boldsymbol{Ax}$, arises in a range of applications such as…

Information Theory · Computer Science 2016-12-06 Philip Schniter , Sundeep Rangan , Alyson K. Fletcher

In the context of the compressed sensing problem, we propose a new ensemble of sparse random matrices which allow one (i) to acquire and compress a {\rho}0-sparse signal of length N in a time linear in N and (ii) to perfectly recover the…

Information Theory · Computer Science 2013-04-15 Maria Chiara Angelini , Federico Ricci-Tersenghi , Yoshiyuki Kabashima

The recent success of State-Space Models (SSMs) in sequence modeling has motivated their adaptation to graph learning, giving rise to Graph State-Space Models (GSSMs). However, existing GSSMs operate by applying SSM modules to sequences…

Machine Learning · Computer Science 2026-05-27 Andrea Ceni , Alessio Gravina , Claudio Gallicchio , Davide Bacciu , Carola-Bibiane Schonlieb , Moshe Eliasof

Approximate message passing (AMP) algorithms have shown great promise in sparse signal reconstruction due to their low computational requirements and fast convergence to an exact solution. Moreover, they provide a probabilistic framework…

Sound · Computer Science 2018-02-02 Turab Iqbal , Wenwu Wang

As one of the core technologies for 5G systems, massive multiple-input multiple-output (MIMO) introduces dramatic capacity improvements along with very high beamforming and spatial multiplexing gains. When developing efficient physical…

Information Theory · Computer Science 2023-11-01 Hengtao He , Xianghao Yu , Jun Zhang , Shenghui Song , Khaled B. Letaief

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

Maximum a posteriori (MAP) inference in discrete-valued Markov random fields is a fundamental problem in machine learning that involves identifying the most likely configuration of random variables given a distribution. Due to the…

Machine Learning · Computer Science 2020-07-03 Jonathan N. Lee , Aldo Pacchiano , Peter Bartlett , Michael I. Jordan

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…

Information Theory · Computer Science 2019-07-11 Lei Liu , Ying Li , Chongwen Huang , Chau Yuen , Yong Liang Guan

The generalized approximate message passing (GAMP) algorithm under the Bayesian setting shows advantage in recovering under-sampled sparse signals from corrupted observations. Compared to conventional convex optimization methods, it has a…

Information Theory · Computer Science 2017-01-12 Shuai Huang , Trac D. Tran

When recovering a sparse signal from noisy compressive linear measurements, the distribution of the signal's non-zero coefficients can have a profound effect on recovery mean-squared error (MSE). If this distribution was apriori known, then…

Information Theory · Computer Science 2015-06-05 Jeremy P. Vila , Philip Schniter

Vector Approximate Message Passing (VAMP) provides the means of solving a linear inverse problem in a Bayes-optimal way assuming the measurement operator is sufficiently random. However, VAMP requires implementing the linear minimum mean…

Information Theory · Computer Science 2022-06-23 Nikolajs Skuratovs , Mike E. Davies

In this paper, we consider linear state-space models with compressible innovations and convergent transition matrices in order to model spatiotemporally sparse transient events. We perform parameter and state estimation using a dynamic…

Machine Learning · Statistics 2016-10-21 Abbas Kazemipour , Ji Liu , Patrick Kanold , Min Wu , Behtash Babadi

We propose an estimator of prediction error using an approximate message passing (AMP) algorithm that can be applied to a broad range of sparse penalties. Following Stein's lemma, the estimator of the generalized degrees of freedom, which…

Machine Learning · Statistics 2018-08-01 Ayaka Sakata

Recently, Approximate Message Passing (AMP) has been integrated with stochastic localization (diffusion model) by providing a computationally efficient estimator of the posterior mean. Existing (rigorous) analysis typically proves the…

Statistics Theory · Mathematics 2025-03-18 Han Cui , Zhiyuan Yu , Jingbo Liu

We analyse a linear regression problem with nonconvex regularization called smoothly clipped absolute deviation (SCAD) under an overcomplete Gaussian basis for Gaussian random data. We propose an approximate message passing (AMP) algorithm…

Machine Learning · Statistics 2018-04-04 Ayaka Sakata , Yingying Xu

This paper considers a compressed-coding scheme that combines compressed sensing with forward error control coding. Approximate message passing (AMP) is used to decode the message. Based on the state evolution analysis of AMP, we derive the…

Information Theory · Computer Science 2024-10-30 Shansuo Liang , Chulong Liang , Junjie Ma , Li Ping

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

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) is an effective iterative sparse recovery algorithm for linear system models. Its performance is characterized by the state evolution (SE) which is a simple scalar recursion. However, depending on a…

Signal Processing · Electrical Eng. & Systems 2018-04-02 Kazushi Mimura

Vector approximate message passing (VAMP) is a computationally simple approach to the recovery of a signal $\mathbf{x}$ from noisy linear measurements $\mathbf{y}=\mathbf{Ax}+\mathbf{w}$. Like the AMP proposed by Donoho, Maleki, and…

Information Theory · Computer Science 2018-03-09 Alyson K. Fletcher , Philip Schniter