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We study the problem of estimating a rank-$1$ signal in the presence of rotationally invariant noise-a class of perturbations more general than Gaussian noise. Principal Component Analysis (PCA) provides a natural estimator, and sharp…

Machine Learning · Statistics 2021-10-15 Marco Mondelli , Ramji Venkataramanan

Approximate message-passing (AMP) method is a simple and efficient framework for the linear inverse problems. In this letter, we propose a faster AMP to solve the \emph{$L_1$-Split-Analysis} for the 2D sparsity separation, which is referred…

Information Theory · Computer Science 2015-07-13 Jaewook Kang , Hyoyoung Jung , Kiseon Kim

The estimation of a random vector with independent components passed through a linear transform followed by a componentwise (possibly nonlinear) output map arises in a range of applications. Approximate message passing (AMP) methods, based…

Information Theory · Computer Science 2016-05-03 Sundeep Rangan , Philip Schniter , Erwin Riegler , Alyson Fletcher , Volkan Cevher

In the problem of matrix compressed sensing we aim to recover a low-rank matrix from few of its element-wise linear projections. In this contribution we analyze the asymptotic performance of a Bayes-optimal inference procedure for a model…

Information Theory · Computer Science 2017-01-04 Christophe Schülke , Philip Schniter , Lenka Zdeborová

Estimation of a vector from quantized linear measurements is a common problem for which simple linear techniques are suboptimal -- sometimes greatly so. This paper develops generalized approximate message passing (GAMP) algorithms for…

Information Theory · Computer Science 2015-03-24 Ulugbek Kamilov , Vivek K. Goyal , Sundeep Rangan

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,…

Information Theory · Computer Science 2015-01-21 Fuwei Li , Jun Fang , Huiping Duan , Zhi Chen , Hongbin Li

The problem of estimating a random vector x from noisy linear measurements y = A x + w with unknown parameters on the distributions of x and w, which must also be learned, arises in a wide range of statistical learning and linear inverse…

Information Theory · Computer Science 2017-06-20 Alyson K. Fletcher , Mojtaba Sahraee-Ardakan , Philip Schniter , Sundeep Rangan

Compressed sensing, allows to acquire compressible signals with a small number of measurements. In applications, a hardware implementation often requires a calibration as the sensing process is not perfectly known. Blind calibration, that…

Statistical Mechanics · Physics 2021-03-22 Marylou Gabrié , Jean Barbier , Florent Krzakala , Lenka Zdeborová

In this paper, we consider the problem of compressed sensing where the goal is to recover almost all the sparse vectors using a small number of fixed linear measurements. For this problem, we propose a novel partial hard-thresholding…

Information Theory · Computer Science 2011-06-15 Prateek Jain , Ambuj Tewari , Inderjit S. Dhillon

This paper deals with the design of a sensing matrix along with a sparse recovery algorithm by utilizing the probability-based prior information for compressed sensing system. With the knowledge of the probability for each atom of the…

Machine Learning · Computer Science 2019-10-29 Q. Jiang , S. Li , Z. Zhu , H. Bai , X. He , R. C. de Lamare

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

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

Optimizing the acquisition matrix is useful for compressed sensing of signals that are sparse in overcomplete dictionaries, because the acquisition matrix can be adapted to the particular correlations of the dictionary atoms. In this paper…

Information Theory · Computer Science 2013-09-17 Nicolae Cleju

We introduce Tree-AMP, standing for Tree Approximate Message Passing, a python package for compositional inference in high-dimensional tree-structured models. The package provides a unifying framework to study several approximate message…

Machine Learning · Statistics 2023-04-19 Antoine Baker , Benjamin Aubin , Florent Krzakala , Lenka Zdeborová

This paper addresses the reconstruction of an unknown signal vector with sublinear sparsity from generalized linear measurements. Generalized approximate message-passing (GAMP) is proposed via state evolution in the sublinear sparsity…

Information Theory · Computer Science 2025-02-21 Keigo Takeuchi

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

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

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

Motivated by image recovery in magnetic resonance imaging (MRI), we propose a new approach to solving linear inverse problems based on iteratively calling a deep neural-network, sometimes referred to as plug-and-play recovery. Our approach…

Information Theory · Computer Science 2020-10-23 Subrata Sarkar , Rizwan Ahmad , Philip Schniter

We extend the generalized approximate message passing (G-AMP) approach, originally proposed for high-dimensional generalized-linear regression in the context of compressive sensing, to the generalized-bilinear case, which enables its…

Information Theory · Computer Science 2015-06-17 Jason T. Parker , Philip Schniter , Volkan Cevher