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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…

Information Theory · Computer Science 2023-01-16 Lei Liu , Yiyao Cheng , Shansuo Liang , Jonathan H. Manton , Li Ping

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

This paper proposes Bayes-optimal convolutional approximate message-passing (CAMP) for signal recovery in compressed sensing. CAMP uses the same low-complexity matched filter (MF) for interference suppression as approximate message-passing…

Information Theory · Computer Science 2021-04-05 Keigo Takeuchi

Approximate message passing (AMP) algorithms are iterative methods for signal recovery in noisy linear systems. In some scenarios, AMP algorithms need to operate within a distributed network. To address this challenge, the distributed…

Signal Processing · Electrical Eng. & Systems 2024-07-26 Jun Lu , Lei Liu , Shunqi Huang , Ning Wei , Xiaoming Chen

Motivated by the recent interest in approximate message passing (AMP) for matrix-valued linear observations with superposition of \emph{multiple statistically asymmetric signal sources}, we introduce a multi-source AMP framework in which…

Information Theory · Computer Science 2025-01-22 Burak Çakmak , Giuseppe Caire

Approximate Message Passing (AMP) algorithms enable precise characterization of certain classes of random objects in the high-dimensional limit, and have found widespread applications in fields such as signal processing, statistics, and…

Statistics Theory · Mathematics 2025-07-01 Longlin Wang , Yanke Song , Kuanhao Jiang , Pragya Sur

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…

Signal Processing · Electrical Eng. & Systems 2019-07-12 Viktoria Schram , Ali Bereyhi , Jan-Nico Zaech , Ralf R. Müller , Wolfgang H. Gerstacker

We extend the generalized approximate message passing (G-AMP) approach, originally proposed for high-dimensional generalized-linear regression in the context of compressive sensing, to the generalized-bilinear case, which enables its…

Information Theory · Computer Science 2015-06-17 Jason T. Parker , Philip Schniter , Volkan Cevher

We study the problem of estimating a rank-$1$ signal in the presence of rotationally invariant noise-a class of perturbations more general than Gaussian noise. Principal Component Analysis (PCA) provides a natural estimator, and sharp…

Machine Learning · Statistics 2021-10-15 Marco Mondelli , Ramji Venkataramanan

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

Motivated by the recent application of approximate message passing (AMP) to the analysis of convex optimizations in multi-class classifications [Loureiro, et. al., 2021], we present a convergence analysis of AMP dynamics with non-separable…

Machine Learning · Computer Science 2024-02-14 Burak Çakmak , Yue M. Lu , Manfred Opper

We introduce Tree-AMP, standing for Tree Approximate Message Passing, a python package for compositional inference in high-dimensional tree-structured models. The package provides a unifying framework to study several approximate message…

Machine Learning · Statistics 2023-04-19 Antoine Baker , Benjamin Aubin , Florent Krzakala , Lenka Zdeborová

In cosparse analysis compressive sensing (CS), one seeks to estimate a non-sparse signal vector from noisy sub-Nyquist linear measurements by exploiting the knowledge that a given linear transform of the signal is cosparse, i.e., has…

Information Theory · Computer Science 2014-10-21 Mark Borgerding , Philip Schniter , Sundeep Rangan

In this paper, we extend the bilinear generalized approximate message passing (BiG-AMP) approach, originally proposed for high-dimensional generalized bilinear regression, to the multi-layer case for the handling of cascaded problem such as…

Information Theory · Computer Science 2021-09-08 Qiuyun Zou , Haochuan Zhang , Hongwen Yang

SLOPE is a relatively new convex optimization procedure for high-dimensional linear regression via the sorted l1 penalty: the larger the rank of the fitted coefficient, the larger the penalty. This non-separable penalty renders many…

Machine Learning · Statistics 2019-07-18 Zhiqi Bu , Jason Klusowski , Cynthia Rush , Weijie Su

Approximate Message Passing (AMP) algorithms have seen widespread use across a variety of applications. However, the precise forms for their Onsager corrections and state evolutions depend on properties of the underlying random matrix…

Probability · Mathematics 2021-08-16 Zhou Fan

X-ray Computed Tomography (CT) reconstruction from a sparse number of views is a useful way to reduce either the radiation dose or the acquisition time, for example in fixed-gantry CT systems, however this results in an ill-posed inverse…

Data Structures and Algorithms · Computer Science 2020-11-04 Alessandro Perelli , Michael Lexa , Ali Can , Mike E. Davies

Orthogonal/vector approximate message-passing (AMP) is a powerful message-passing (MP) algorithm for signal reconstruction in compressed sensing. This paper proves the convergence of Bayes-optimal orthogonal/vector AMP in the large system…

Information Theory · Computer Science 2022-04-26 Keigo Takeuchi

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

Decentralized generalized approximate message-passing (GAMP) is proposed for compressed sensing from distributed generalized linear measurements in a tree-structured network. Consensus propagation is used to realize average consensus…

Information Theory · Computer Science 2024-06-05 Keigo Takeuchi
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