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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…

Information Theory · Computer Science 2016-09-21 Evan Byrne , Philip Schniter

This paper is concerned with the problem of reconstructing an unknown rank-one matrix with prior structural information from noisy observations. While computing the Bayes-optimal estimator seems intractable in general due to its nonconvex…

Statistics Theory · Mathematics 2023-02-08 Gen Li , Wei Fan , Yuting Wei

Universality, namely distributional invariance, is a well-known property for many random structures. For example, it is known to hold for a broad range of variational problems with random input. Much less is known about the algorithmic…

Data Structures and Algorithms · Computer Science 2025-12-25 Houssam El Cheairi , David Gamarnik

We study the algorithmic problem of finding a large independent set in the Erd{\"o}s-R\'{e}nyi random graph $G(n,p)$. For constant $p$ and $b=1/(1-p)$, the largest independent set has size $2\log_b n$, while a simple greedy algorithm -…

Data Structures and Algorithms · Computer Science 2026-02-03 David Gamarnik , Eren C. Kızıldağ , Lutz Warnke

Approximate message passing is an iterative algorithm for compressed sensing and related applications. A solid theory about the performance and convergence of the algorithm exists for measurement matrices having iid entries of zero mean.…

Information Theory · Computer Science 2014-10-03 Francesco Caltagirone , Florent Krzakala , Lenka Zdeborová

We show that in random $K$-uniform hypergraphs of constant average degree, for even $K \geq 4$, local algorithms defined as factors of i.i.d. can not find nearly maximal cuts, when the average degree is sufficiently large. These algorithms…

Probability · Mathematics 2019-11-05 Wei-Kuo Chen , David Gamarnik , Dmitry Panchenko , Mustazee Rahman

Approximate message passing (AMP) type algorithms have been widely used in the signal reconstruction of certain large random linear systems. A key feature of the AMP-type algorithms is that their dynamics can be correctly described by state…

Information Theory · Computer Science 2023-07-03 Lei Liu , Shunqi Huang , YuZhi Yang , Zhaoyang Zhang , Brian M. Kurkoski

Message-passing (MP) is a powerful tool for finding an approximate solution in optimization. We generalize it to nonlinear product-sum form, and numerically show the fast convergence for the minimum feedback vertex set and the minimum…

Physics and Society · Physics 2024-04-03 Yukio Hayashi

Approximate message passing (AMP) emerges as an effective iterative paradigm for solving high-dimensional statistical problems. However, prior AMP theory -- which focused mostly on high-dimensional asymptotics -- fell short of predicting…

Statistics Theory · Mathematics 2023-03-20 Gen Li , Yuting Wei

Generalized approximate message passing (GAMP) is a promising technique for unknown signal reconstruction of generalized linear models (GLM). However, it requires that the transformation matrix has independent and identically distributed…

Information Theory · Computer Science 2021-10-18 Feiyan Tian , Lei Liu , Xiaoming Chen

We develop and analyze methods for computing provably optimal {\em maximum a posteriori} (MAP) configurations for a subclass of Markov random fields defined on graphs with cycles. By decomposing the original distribution into a convex…

Information Theory · Computer Science 2007-07-13 Martin J. Wainwright , Tommi S. Jaakkola , Alan S. Willsky

Various alignment problems arising in cryo-electron microscopy, community detection, time synchronization, computer vision, and other fields fall into a common framework of synchronization problems over compact groups such as Z/L, U(1), or…

Information Theory · Computer Science 2018-09-14 Amelia Perry , Alexander S. Wein , Afonso S. Bandeira , Ankur Moitra

We consider the estimation of an i.i.d. (possibly non-Gaussian) vector $\xbf \in \R^n$ from measurements $\ybf \in \R^m$ obtained by a general cascade model consisting of a known linear transform followed by a probabilistic componentwise…

Information Theory · Computer Science 2012-12-04 Ulugbek S. Kamilov , Sundeep Rangan , Alyson K. Fletcher , Michael Unser

This paper considers the massive connectivity problem in an asynchronous grant-free random access system, where a huge number of devices sporadically transmit data to a base station (BS) with imperfect synchronization. The goal is to design…

Information Theory · Computer Science 2021-01-05 Weifeng Zhu , Meixia Tao , Xiaojun Yuan , Yunfeng Guan

The max-product algorithm, a local message-passing scheme that attempts to compute the most probable assignment (MAP) of a given probability distribution, has been successfully employed as a method of approximate inference for applications…

Information Theory · Computer Science 2014-01-07 Nicholas Ruozzi , Sekhar Tatikonda

Approximate message passing (AMP) is an effective iterative sparse recovery algorithm for linear system models. Its performance is characterized by the state evolution (SE) which is a simple scalar recursion. However, depending on a…

Signal Processing · Electrical Eng. & Systems 2018-04-02 Kazushi Mimura

In this paper, we study a problem of truthful mechanism design for a strategic variant of the generalized assignment problem (GAP) in a both payment-free and prior-free environment. In GAP, a set of items has to be optimally assigned to a…

Computer Science and Game Theory · Computer Science 2017-01-17 Salman Fadaei , Martin Bichler

Approximate message passing (AMP) methods have gained recent traction in sparse signal recovery. Additional information about the signal, or \emph{side information} (SI), is commonly available and can aid in efficient signal recovery. This…

Information Theory · Computer Science 2019-05-06 Anna Ma , You , Zhou , Cynthia Rush , Dror Baron , Deanna Needell

We study a notion analogous to the $p$-Approximation Property ($p$-AP) for Banach spaces, within the noncommutative context of operator spaces. Referred to as the $p$-Operator Approximation Property ($p$-OAP), this concept is linked to the…

Functional Analysis · Mathematics 2025-06-09 Javier Alejandro Chávez-Domínguez , Verónica Dimant , Daniel Galicer

We study the compressed sensing reconstruction problem for a broad class of random, band-diagonal sensing matrices. This construction is inspired by the idea of spatial coupling in coding theory. As demonstrated heuristically and…

Information Theory · Computer Science 2015-03-19 David L. Donoho , Adel Javanmard , Andrea Montanari
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