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For certain sensing matrices, the Approximate Message Passing (AMP) algorithm efficiently reconstructs undersampled signals. However, in Magnetic Resonance Imaging (MRI), where Fourier coefficients of a natural image are sampled with…

Signal Processing · Electrical Eng. & Systems 2020-09-08 Charles Millard , Aaron T Hess , Boris Mailhé , Jared Tanner

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

The standard linear regression (SLR) problem is to recover a vector $\mathbf{x}^0$ from noisy linear observations $\mathbf{y}=\mathbf{Ax}^0+\mathbf{w}$. The approximate message passing (AMP) algorithm recently proposed by Donoho, Maleki,…

Information Theory · Computer Science 2018-07-24 Sundeep Rangan , Philip Schniter , Alyson K. Fletcher

High-dimensional signal recovery of standard linear regression is a key challenge in many engineering fields, such as, communications, compressed sensing, and image processing. The approximate message passing (AMP) algorithm proposed by…

Information Theory · Computer Science 2022-03-02 Qiuyun Zou , Hongwen Yang

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) is a class of low-complexity, scalable algorithms for solving high-dimensional linear regression tasks where one wishes to recover an unknown signal from noisy, linear measurements. AMP is an iterative…

Information Theory · Computer Science 2019-08-27 Yanting Ma , Cynthia Rush , Dror Baron

Approximate Message Passing (AMP) algorithms provide a valuable tool for studying mean-field approximations and dynamics in a variety of applications. Although these algorithms are often first derived for matrices having independent…

Probability · Mathematics 2024-09-10 Tianhao Wang , Xinyi Zhong , Zhou Fan

A common goal in many research areas is to reconstruct an unknown signal x from noisy linear measurements. Approximate message passing (AMP) is a class of low-complexity algorithms for efficiently solving such high-dimensional regression…

Information Theory · Computer Science 2019-05-07 Hangjin Liu , Cynthia Rush , Dror Baron

Approximate Message Passing (AMP) is a general framework for iterative algorithms, originally developed for compressed sensing and later extended to a wide range of high-dimensional inference problems. Although recent work has advanced…

Signal Processing · Electrical Eng. & Systems 2026-04-24 Vishnu Teja Kunde , Alessandro Mirri , Jean-Francois Chamberland , Enrico Paolini

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

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

We propose and analyze an approximate message passing (AMP) algorithm for the matrix tensor product model, which is a generalization of the standard spiked matrix models that allows for multiple types of pairwise observations over a…

Machine Learning · Statistics 2023-06-28 Riccardo Rossetti , Galen Reeves

Approximate message passing (AMP) is a low-cost iterative parameter-estimation technique for certain high-dimensional linear systems with non-Gaussian distributions. However, AMP only applies to independent identically distributed (IID)…

Information Theory · Computer Science 2021-06-07 Lei Liu , Shunqi Huang , Brian M. Kurkoski

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

A common goal in many research areas is to reconstruct an unknown signal x from noisy linear measurements. Approximate message passing (AMP) is a class of low-complexity algorithms that can be used for efficiently solving such…

Signal Processing · Electrical Eng. & Systems 2020-03-27 Hangjin Liu , Cynthia Rush , Dror Baron

The generalized approximate message passing (GAMP) algorithm is an efficient method of MAP or approximate-MMSE estimation of $x$ observed from a noisy version of the transform coefficients $z = Ax$. In fact, for large zero-mean i.i.d…

Information Theory · Computer Science 2015-08-11 Jeremy Vila , Philip Schniter , Sundeep Rangan , Florent Krzakala , Lenka Zdeborova

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

We study the problem of regression in a generalized linear model (GLM) with multiple signals and latent variables. This model, which we call a matrix GLM, covers many widely studied problems in statistical learning, including mixed linear…

Machine Learning · Statistics 2024-04-10 Nelvin Tan , Ramji Venkataramanan

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

We consider the problem of signal estimation in generalized linear models defined via rotationally invariant design matrices. Since these matrices can have an arbitrary spectral distribution, this model is well suited for capturing complex…

Machine Learning · Statistics 2022-06-10 Ramji Venkataramanan , Kevin Kögler , Marco Mondelli
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