Related papers: A Unified Framework of State Evolution for Message…
Sparse Group LASSO (SGL) is a regularized model for high-dimensional linear regression problems with grouped covariates. SGL applies $l_1$ and $l_2$ penalties on the individual predictors and group predictors, respectively, to guarantee…
We propose a tensor generalized approximate message passing (TeG-AMP) algorithm for low-rank tensor inference, which can be used to solve tensor completion and decomposition problems. We derive TeG-AMP algorithm as an approximation of the…
Variational message passing (VMP), belief propagation (BP) and expectation propagation (EP) have found their wide applications in complex statistical signal processing problems. In addition to viewing them as a class of algorithms operating…
In the problem of matrix compressed sensing we aim to recover a low-rank matrix from few of its element-wise linear projections. In this contribution we analyze the asymptotic performance of a Bayes-optimal inference procedure for a model…
The sum-product or belief propagation (BP) algorithm is a widely used message-passing technique for computing approximate marginals in graphical models. We introduce a new technique, called stochastic orthogonal series message-passing…
Often, large, high dimensional datasets collected across multiple modalities can be organized as a higher order tensor. Low-rank tensor decomposition then arises as a powerful and widely used tool to discover simple low dimensional…
The Orthogonal Matching Pursuit (OMP) for compressed sensing iterates over a scheme of support augmentation and signal estimation. We present two novel matching pursuit algorithms with intrinsic regularization of the signal estimation step…
Message passing (MP) is a computational technique used to find approximate solutions to a variety of problems defined on networks. MP approximations are generally accurate in locally tree-like networks but require corrections to maintain…
For the problem of multi-class linear classification and feature selection, we propose approximate message passing approaches to sparse multinomial logistic regression (MLR). First, we propose two algorithms based on the Hybrid Generalized…
Compressed sensing (CS) deals with the problem of reconstructing a sparse vector from an under-determined set of observations. Approximate message passing (AMP) is a technique used in CS based on iterative thresholding and inspired by…
Generative models provide a powerful framework for probabilistic reasoning. However, in many domains their use has been hampered by the practical difficulties of inference. This is particularly the case in computer vision, where models of…
In many real-world problems, recovering sparse signals from underdetermined linear systems remains a fundamental challenge. Although $\ell_1$ norm minimization is widely used, it suffers from estimation bias that prevents it from reaching…
Compressed sensing (CS) is a concept that allows to acquire compressible signals with a small number of measurements. As such it is very attractive for hardware implementations. Therefore, correct calibration of the hardware is a central…
Understanding efficiency in high dimensional linear models is a longstanding problem of interest. Classical work with smaller dimensional problems dating back to Huber and Bickel has illustrated the benefits of efficient loss functions.…
This paper considers probabilistic estimation of a low-rank matrix from non-linear element-wise measurements of its elements. We derive the corresponding approximate message passing (AMP) algorithm and its state evolution. Relying on…
The sparse Beyesian learning (also referred to as Bayesian compressed sensing) algorithm is one of the most popular approaches for sparse signal recovery, and has demonstrated superior performance in a series of experiments. Nevertheless,…
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)…
We introduce a message-passing-neural-network-based wave function Ansatz to simulate extended, strongly interacting fermions in continuous space. Symmetry constraints, such as continuous translation symmetries, can be readily embedded in…
While epidemiological modeling is pivotal for informing public health strategies, a fundamental trade-off limits its predictive fidelity: exact stochastic simulations are often computationally intractable for large-scale systems, whereas…
We consider the problem of learning a coefficient vector $x_{0}$ in $R^{N}$ from noisy linear observations $y=Fx_{0}+w$ in $R^{M}$ in the high dimensional limit $M,N$ to infinity with $\alpha=M/N$ fixed. We provide a rigorous derivation of…