Related papers: Macroscopic Analysis of Vector Approximate Message…
With a unified belief propagation (BP) and mean field (MF) framework, we propose an iterative message passing receiver, which performs joint channel state and noise precision (the reciprocal of noise variance) estimation and decoding for…
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…
Sparse regression codes (SPARCs) are a promising coding scheme that can approach the Shannon limit over Additive White Gaussian Noise (AWGN) channels. Previous works have proven the capacity-achieving property of SPARCs with Gaussian design…
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…
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…
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…
A signal recovery scheme is developed for linear observation systems based on expectation consistent (EC) mean field approximation. Approximate message passing (AMP) is known to be consistent with the results obtained using the replica…
Recently we extended Approximate message passing (AMP) algorithm to be able to handle general invariant matrix ensembles. In this contribution we extend our S-AMP approach to non-linear observation models. We obtain generalized AMP (GAMP)…
Estimating a vector $\mathbf{x}$ from noisy linear measurements $\mathbf{Ax}+\mathbf{w}$ often requires use of prior knowledge or structural constraints on $\mathbf{x}$ for accurate reconstruction. Several recent works have considered…
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…
There has been a recent surge of interest in the study of asymptotic reconstruction performance in various cases of generalized linear estimation problems in the teacher-student setting, especially for the case of i.i.d standard normal…
When recovering a sparse signal from noisy compressive linear measurements, the distribution of the signal's non-zero coefficients can have a profound effect on recovery mean-squared error (MSE). If this distribution was apriori known, then…
The sparse Beyesian learning (also referred to as Bayesian compressed sensing) algorithm is one of the most popular approaches for sparse signal recovery, and has demonstrated superior performance in a series of experiments. Nevertheless,…
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…
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…
We propose score-based VAMP (SC-VAMP), a variant of vector approximate message passing (VAMP) in which the Onsager correction is expressed and computed via conditional Fisher information, thereby enabling a Jacobian-free implementation.…
We consider the linear regression problem, where the goal is to recover the vector $\boldsymbol{x}\in\mathbb{R}^n$ from measurements $\boldsymbol{y}=\boldsymbol{A}\boldsymbol{x}+\boldsymbol{w}\in\mathbb{R}^m$ under known matrix…
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…
In statistical learning for real-world large-scale data problems, one must often resort to "streaming" algorithms which operate sequentially on small batches of data. In this work, we present an analysis of the information-theoretic limits…
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…