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Related papers: A New Insight into GAMP and AMP

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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 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…

Disordered Systems and Neural Networks · Physics 2021-02-03 Luca Saglietti , Yue M. Lu , Carlo Lucibello

Approximate message passing (AMP) is a class of efficient algorithms for solving high-dimensional linear regression tasks where one wishes to recover an unknown signal \beta_0 from noisy, linear measurements y = A \beta_0 + w. When applying…

Information Theory · Computer Science 2017-08-15 Yanting Ma , Cynthia Rush , Dror Baron

Expectation Propagation (EP) is a widely used iterative message-passing algorithm that decomposes a global inference problem into multiple local ones. It approximates marginal distributions as ``beliefs'' using intermediate functions called…

Machine Learning · Statistics 2026-04-07 Zilu Zhao , Jichao Chen , Dirk Slock

Generalized Linear Models (GLMs), where a random vector $\mathbf{x}$ is observed through a noisy, possibly nonlinear, function of a linear transform $\mathbf{z}=\mathbf{Ax}$ arise in a range of applications in nonlinear filtering and…

Information Theory · Computer Science 2016-05-03 Sundeep Rangan , Alyson K. Fletcher , Philip Schniter , Ulugbek Kamilov

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

Approximate-message passing (AMP) algorithms have become an important element of high-dimensional statistical inference, mostly due to their adaptability and concentration properties, the state evolution (SE) equations. This is demonstrated…

Information Theory · Computer Science 2022-04-20 Cédric Gerbelot , Raphaël Berthier

In this work, with combined belief propagation (BP), mean field (MF) and expectation propagation (EP), an iterative receiver is designed for joint phase noise (PN) estimation, equalization and decoding in a coded communication system. The…

Information Theory · Computer Science 2016-09-07 Wei Wang , Zhongyong Wang , Chuanzong Zhang , Qinghua Guo , Peng Sun , Xingye Wang

In this work we propose a novel iterative estimation algorithm for linear observation systems called S-AMP whose fixed points are the stationary points of the exact Gibbs free energy under a set of (first- and second-) moment consistency…

Information Theory · Computer Science 2014-05-13 Burak Çakmak , Ole Winther , Bernard H. Fleury

Approximate Message Passing (AMP) is a class of iterative algorithms that have found applications in many problems in high-dimensional statistics and machine learning. In its general form, AMP can be formulated as an iterative procedure…

Probability · Mathematics 2023-05-02 Rishabh Dudeja , Yue M. Lu , Subhabrata Sen

The Message-Passing Approach (MPA) is the state-of-the-art technique to obtain quasi-analytical predictions for percolation on real complex networks. Besides being intuitive and straightforward, it has the advantage of being mathematically…

Physics and Society · Physics 2019-06-26 Antoine Allard , Laurent Hébert-Dufresne

Approximate message passing (AMP) is a scalable, iterative approach to signal recovery. For structured random measurement ensembles, including independent and identically distributed (i.i.d.) Gaussian and rotationally-invariant matrices,…

Information Theory · Computer Science 2023-06-27 Dang Qua Nguyen , Taejoon Kim

Approximate message passing (AMP) is a class of low-complexity, scalable algorithms for solving high-dimensional linear regression tasks where one wishes to recover an unknown signal from noisy, linear measurements. AMP is an iterative…

Information Theory · Computer Science 2019-08-27 Yanting Ma , Cynthia Rush , Dror Baron

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

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…

Signal Processing · Electrical Eng. & Systems 2024-11-26 Yi Yan , Changran Peng , Ercan Engin Kuruoglu

A common goal in many research areas is to reconstruct an unknown signal x from noisy linear measurements. Approximate message passing (AMP) is a class of low-complexity algorithms that can be used for efficiently solving such…

Signal Processing · Electrical Eng. & Systems 2020-03-27 Hangjin Liu , Cynthia Rush , Dror Baron

This paper considers a low-complexity Gaussian Message Passing (GMP) scheme for a coded massive Multiple-Input Multiple-Output (MIMO) systems with Non-Orthogonal Multiple Access (massive MIMO-NOMA), in which a base station with $N_s$…

Information Theory · Computer Science 2018-10-26 Lei Liu , Chau Yuen , Yong Liang Guan , Ying Li , Chongwen Huang

In this letter, we present a unified Bayesian inference framework for generalized linear models (GLM) which iteratively reduces the GLM problem to a sequence of standard linear model (SLM) problems. This framework provides new perspectives…

Information Theory · Computer Science 2018-03-14 Xiangming Meng , Sheng Wu , Jiang Zhu

Gaussian processes (GPs) are flexible distributions over functions that enable high-level assumptions about unknown functions to be encoded in a parsimonious, flexible and general way. Although elegant, the application of GPs is limited by…

Machine Learning · Statistics 2017-10-06 Thang D. Bui , Josiah Yan , Richard E. Turner

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
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