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Compressed sensing is a signal processing method that acquires data directly in a compressed form. This allows one to make less measurements than what was considered necessary to record a signal, enabling faster or more precise measurement…

Statistical Mechanics · Physics 2012-08-20 Florent Krzakala , Marc Mézard , François Sausset , Yifan Sun , Lenka Zdeborová

Generalized approximate message passing (GAMP) is a computationally efficient algorithm for estimating an unknown signal $w_0\in\mathbb{R}^N$ from a random linear measurement $y= Xw_0 + \epsilon\in\mathbb{R}^M$, where…

Information Theory · Computer Science 2025-08-06 Takashi Takahashi

We consider the problem of recovering clustered sparse signals with no prior knowledge of the sparsity pattern. Beyond simple sparsity, signals of interest often exhibits an underlying sparsity pattern which, if leveraged, can improve the…

Information Theory · Computer Science 2016-01-05 Xiangming Meng , Sheng Wu , Linling Kuang , Defeng , Huang , Jianhua Lu

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

Functional Magnetic Resonance Imaging is a noninvasive tool for studying cerebral function. Many factors challenge activation detection, especially in low-signal scenarios that arise in the performance of high-level cognitive tasks. We…

Methodology · Statistics 2019-05-07 Israel Almodóvar-Rivera , Ranjan Maitra

In this paper, we consider a general form of noisy compressive sensing (CS) where the sensing matrix is not precisely known. Such cases exist when there are imperfections or unknown calibration parameters during the measurement process.…

Signal Processing · Electrical Eng. & Systems 2018-08-28 Jiang Zhu , Qi Zhang , Xiangming Meng , Zhiwei Xu

The denoising-based approximate message passing (D-AMP) methodology, recently proposed by Metzler, Maleki, and Baraniuk, allows one to plug in sophisticated denoisers like BM3D into the AMP algorithm to achieve state-of-the-art compressive…

Information Theory · Computer Science 2016-11-07 Philip Schniter , Sundeep Rangan , Alyson Fletcher

Orthogonal time frequency space (OTFS) modulation has emerged as a promising solution to support high-mobility wireless communications, for which, cost-effective data detectors are critical. Although graph neural network (GNN)-based data…

Signal Processing · Electrical Eng. & Systems 2024-04-16 Wenhao Zhuang , Yuyi Mao , Hengtao He , Lei Xie , Shenghui Song , Yao Ge , Zhi Ding

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

This paper considers a discrete-valued signal estimation scheme based on a low-complexity Bayesian optimal message passing algorithm (MPA) for solving massive linear inverse problems under highly correlated measurements. Gaussian belief…

Signal Processing · Electrical Eng. & Systems 2024-11-14 Tomoharu Furudoi , Takumi Takahashi , Shinsuke Ibi , Hideki Ochiai

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…

Information Theory · Computer Science 2015-04-30 Christophe Schülke , Francesco Caltagirone , Florent Krzakala , Lenka Zdeborová

Nonlinear function estimation is core to modern machine learning applications. In this paper, to perform nonlinear function estimation, we reduce a nonlinear inverse problem to a linear one using a polynomial kernel expansion. These kernels…

Information Theory · Computer Science 2019-10-02 Hangjin Liu , You , Zhou , Ahmad Beirami , Dror Baron

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

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…

Machine Learning · Statistics 2020-01-29 Jonathan Kadmon , Surya Ganguli

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

We consider sparse signal reconstruction via minimization of the smoothly clipped absolute deviation (SCAD) penalty, and develop one-step replica-symmetry-breaking (1RSB) extensions of approximate message passing (AMP), termed 1RSB-AMP.…

Machine Learning · Statistics 2025-12-22 Xiaosi Gu , Ayaka Sakata , Tomoyuki Obuchi

This paper proposes two distinct contributions to econometric analysis of large information sets and structural instabilities. First, it treats a regression model with time-varying coefficients, stochastic volatility and exogenous…

Methodology · Statistics 2020-04-27 Dimitris Korobilis

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

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

Compressed sensing posits that, within limits, one can undersample a sparse signal and yet reconstruct it accurately. Knowing the precise limits to such undersampling is important both for theory and practice. We present a formula that…

Information Theory · Computer Science 2013-01-09 David Donoho , Iain Johnstone , Andrea Montanari
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