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Approximate Message Passing (AMP) has been shown to be a superior method for inference problems, such as the recovery of signals from sets of noisy, lower-dimensionality measurements, both in terms of reconstruction accuracy and in…

Information Theory · Computer Science 2015-06-10 Andre Manoel , Florent Krzakala , Eric W. Tramel , Lenka Zdeborová

Approximate message passing (AMP) refers to a class of efficient algorithms for statistical estimation in high-dimensional problems such as compressed sensing and low-rank matrix estimation. This paper analyzes the performance of AMP in the…

Information Theory · Computer Science 2018-10-23 Cynthia Rush , Ramji Venkataramanan

In this paper, we address the problem of recovering complex-valued signals from a set of complex-valued linear measurements. Approximate message passing (AMP) is one state-of-the-art algorithm to recover real-valued sparse signals. However,…

Information Theory · Computer Science 2016-01-26 Xiangming Meng , Sheng Wu , Linling Kuang , Jianhua Lu

Recently, several promising approximate message passing (AMP) based algorithms have been developed for bilinear recovery with model $\boldsymbol{Y}=\sum_{k=1}^K b_k \boldsymbol{A}_k \boldsymbol{C} +\boldsymbol{W} $, where $\{b_k\}$ and…

Information Theory · Computer Science 2021-02-24 Zhengdao Yuan , Qinghua Guo , Man Luo

We consider the problem of reconstructing the signal and the hidden variables from observations coming from a multi-layer network with rotationally invariant weight matrices. The multi-layer structure models inference from deep generative…

Machine Learning · Statistics 2022-12-06 Yizhou Xu , TianQi Hou , ShanSuo Liang , Marco Mondelli

Approximate Message Passing (AMP) algorithms are a class of iterative procedures for computationally-efficient estimation in high-dimensional inference and estimation tasks. Due to the presence of an 'Onsager' correction term in its…

Statistics Theory · Mathematics 2023-02-02 Collin Cademartori , Cynthia Rush

Vector approximate message passing (VAMP) is a computationally simple approach to the recovery of a signal $\mathbf{x}$ from noisy linear measurements $\mathbf{y}=\mathbf{Ax}+\mathbf{w}$. Like the AMP proposed by Donoho, Maleki, and…

Information Theory · Computer Science 2018-03-09 Alyson K. Fletcher , Philip Schniter

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

In this paper, we consider the problem of multi-resolution compressed sensing (MR-CS) reconstruction, which has received little attention in the literature. Instead of always reconstructing the signal at the original high resolution (HR),…

Information Theory · Computer Science 2016-01-21 Xing Wang , Jie Liang

Orthogonal approximate message-passing (OAMP) is proposed for signal recovery from right-orthogonally invariant linear measurements with spatial coupling. Conventional state evolution is generalized to a unified framework of state evolution…

Information Theory · Computer Science 2023-05-22 Keigo Takeuchi

This paper addresses the reconstruction of sparse signals from generalized linear measurements. Signal sparsity is assumed to be sublinear in the signal dimension while it was proportional to the signal dimension in conventional research.…

Information Theory · Computer Science 2026-04-13 Keigo Takeuchi

Approximate message passing (AMP) algorithms have shown great promise in sparse signal reconstruction due to their low computational requirements and fast convergence to an exact solution. Moreover, they provide a probabilistic framework…

Sound · Computer Science 2018-02-02 Turab Iqbal , Wenwu Wang

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…

Signal Processing · Electrical Eng. & Systems 2019-07-12 Viktoria Schram , Ali Bereyhi , Jan-Nico Zaech , Ralf R. Müller , Wolfgang H. Gerstacker

In a recent paper, the authors proposed a new class of low-complexity iterative thresholding algorithms for reconstructing sparse signals from a small set of linear measurements \cite{DMM}. The new algorithms are broadly referred to as AMP,…

Information Theory · Computer Science 2009-11-24 David L. Donoho , Arian Maleki , Andrea Montanari

Gaussian and quadratic approximations of message passing algorithms on graphs have attracted considerable recent attention due to their computational simplicity, analytic tractability, and wide applicability in optimization and statistical…

Information Theory · Computer Science 2026-03-12 Sundeep Rangan , Alyson K. Fletcher , Vivek K. Goyal , Evan Byrne , Philip Schniter

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

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

In a recent paper, the authors proposed a new class of low-complexity iterative thresholding algorithms for reconstructing sparse signals from a small set of linear measurements \cite{DMM}. The new algorithms are broadly referred to as AMP,…

Information Theory · Computer Science 2009-11-24 David L. Donoho , Arian Maleki , Andrea Montanari

Recovering a sparse signal from an undersampled set of random linear measurements is the main problem of interest in compressed sensing. In this paper, we consider the case where both the signal and the measurements are complex. We study…

Information Theory · Computer Science 2015-03-19 Arian Maleki , Laura Anitori , Zai Yang , Richard Baraniuk

We study a class of Approximate Message Passing (AMP) algorithms for symmetric and rectangular spiked random matrix models with orthogonally invariant noise. The AMP iterates have fixed dimension $K \geq 1$, a multivariate non-linearity is…

Statistics Theory · Mathematics 2024-06-14 Xinyi Zhong , Tianhao Wang , Zhou Fan