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The subspace approximation problem Subspace($k$,$p$) asks for a $k$-dimensional linear subspace that fits a given set of points optimally, where the error for fitting is a generalization of the least squares fit and uses the $\ell_{p}$ norm…

Data Structures and Algorithms · Computer Science 2011-01-04 Amit Deshpande , Kasturi Varadarajan , Madhur Tulsiani , Nisheeth K. Vishnoi

Approximate message passing (AMP) algorithms break a (high-dimensional) statistical problem into parts then repeatedly solve each part in turn, akin to alternating projections. A distinguishing feature is their asymptotic behaviours can be…

Information Theory · Computer Science 2023-04-18 Yiyao Cheng , Lei Liu , Shansuo Liang , Jonathan. H. Manton , Li Ping

We study optimal estimation for sparse principal component analysis when the number of non-zero elements is small but on the same order as the dimension of the data. We employ approximate message passing (AMP) algorithm and its state…

Information Theory · Computer Science 2020-01-22 Thibault Lesieur , Florent Krzakala , Lenka Zdeborova

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

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

Approximate Message Passing (AMP) type algorithms are widely used for signal recovery in high-dimensional noisy linear systems. Recently, a principle called Memory AMP (MAMP) was proposed. Leveraging this principle, the gradient descent…

Information Theory · Computer Science 2026-01-01 Shunqi Huang , Lei Liu , Brian M. Kurkoski

This paper presents a unified framework to understand the dynamics of message-passing algorithms in compressed sensing. State evolution is rigorously analyzed for a general error model that contains the error model of approximate…

Information Theory · Computer Science 2019-01-17 Keigo Takeuchi

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…

Machine Learning · Computer Science 2025-04-02 Yinchuan Li , Guangchen Lan , Xiaodong Wang

We show a relation between quantum learning theory and algorithmic hardness. We use the existence of efficient, local learning algorithms for energy estimation -- such as the classical shadows algorithm -- to prove that finding near-ground…

Quantum Physics · Physics 2026-04-28 Eric R. Anschuetz

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

Approximate message passing (AMP) is an algorithmic framework for solving linear inverse problems from noisy measurements, with exciting applications such as reconstructing images, audio, hyper spectral images, and various other signals,…

Information Theory · Computer Science 2017-02-13 Junan Zhu , Ryan Pilgrim , Dror Baron

Much effort has been directed at algorithms for obtaining the highest probability configuration in a probabilistic random field model known as the maximum a posteriori (MAP) inference problem. In many situations, one could benefit from…

Artificial Intelligence · Computer Science 2012-10-19 Dhruv Batra

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

In this paper, we study a spiked Wigner problem with an inhomogeneous noise profile. Our aim in this problem is to recover the signal passed through an inhomogeneous low-rank matrix channel. While the information-theoretic performances are…

Machine Learning · Statistics 2023-02-15 Aleksandr Pak , Justin Ko , Florent Krzakala

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 an efficient iterative signal recovery algorithm for compressed sensing (CS). For sensing matrices with independent and identically distributed (i.i.d.) Gaussian entries, the behavior of AMP can be…

Information Theory · Computer Science 2016-10-20 Zhipeng Xue , Junjie Ma , Xiaojun Yuan

Conformal prediction has emerged as a powerful tool for building prediction intervals that are valid in a distribution-free way. However, its evaluation may be computationally costly, especially in the high-dimensional setting where the…

Machine Learning · Statistics 2025-11-13 Lucas Clarté , Lenka Zdeborová

Approximate Message Passing (AMP), originally designed to solve high-dimensional linear inverse problems, has found broad applications in signal processing and statistical inference. Among its key variants, Vector Approximate Message…

Information Theory · Computer Science 2024-10-29 Qun Chen , Haochuan Zhang , Huimin Zhu

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

A fundamental problem in shape matching and geometric similarity is computing the maximum area overlap between two polygons under translation. For general simple polygons, the best-known algorithm runs in $O((nm)^2 \log(nm))$ time [Mount,…

Computational Geometry · Computer Science 2025-11-07 Mikkel Abrahamsen , Sujoy Bhore , Maike Buchin , Jacobus Conradi , Ce Jin , André Nusser , Carolin Rehs