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Generalized Vector Approximate Message Passing (GVAMP) is an efficient iterative algorithm for approximately minimum-mean-squared-error estimation of a random vector $\mathbf{x}\sim p_{\mathbf{x}}(\mathbf{x})$ from generalized linear…

Information Theory · Computer Science 2018-06-27 Christopher A. Metzler , Philip Schniter , Richard G. Baraniuk

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

For the problem of binary linear classification and feature selection, we propose algorithmic approaches to classifier design based on the generalized approximate message passing (GAMP) algorithm, recently proposed in the context of…

Information Theory · Computer Science 2015-06-18 Justin Ziniel , Philip Schniter , Per Sederberg

We consider the problem of recovering an unknown signal ${\mathbf x}\in {\mathbb R}^n$ from general nonlinear measurements obtained through a generalized linear model (GLM), i.e., ${\mathbf y}= f\left({\mathbf A}{\mathbf x}+{\mathbf…

Information Theory · Computer Science 2022-10-18 Jiang Zhu , Xiangming Meng , Xupeng Lei , Qinghua Guo

Approximate message passing algorithm enjoyed considerable attention in the last decade. In this paper we introduce a variant of the AMP algorithm that takes into account glassy nature of the system under consideration. We coin this…

Disordered Systems and Neural Networks · Physics 2019-02-07 Fabrizio Antenucci , Florent Krzakala , Pierfrancesco Urbani , Lenka Zdeborová

In this paper, we extend the bilinear generalized approximate message passing (BiG-AMP) approach, originally proposed for high-dimensional generalized bilinear regression, to the multi-layer case for the handling of cascaded problem such as…

Information Theory · Computer Science 2021-09-08 Qiuyun Zou , Haochuan Zhang , Hongwen Yang

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

We consider a compressive hyperspectral imaging reconstruction problem, where three-dimensional spatio-spectral information about a scene is sensed by a coded aperture snapshot spectral imager (CASSI). The CASSI imaging process can be…

Information Theory · Computer Science 2016-04-20 Jin Tan , Yanting Ma , Hoover Rueda , Dror Baron , Gonzalo Arce

We propose regularized approximate message passing (RAMP), a low-complexity algorithm for discrete signal detection in overloaded multiple-input multiple-output (MIMO) systems where the number of transmit antennas exceeds the number of…

Signal Processing · Electrical Eng. & Systems 2026-04-07 Shreesal Shrestha , Getuar Rexhepi , Kuranage Roche Rayan Ranasinghe , Hyeon Seok Rou , Giuseppe Thadeu Freitas de Abreu

This paper considers the generalized bilinear recovery problem which aims to jointly recover the vector $\mathbf b$ and the matrix $\mathbf X$ from componentwise nonlinear measurements ${\mathbf Y}\sim p({\mathbf Y}|{\mathbf…

Information Theory · Computer Science 2018-12-27 Xiangming Meng , Jiang Zhu

Approximate Message Passing (AMP) is a class of iterative algorithms that have found applications in many problems in high-dimensional statistics and machine learning. In its general form, AMP can be formulated as an iterative procedure…

Probability · Mathematics 2023-05-02 Rishabh Dudeja , Yue M. Lu , Subhabrata Sen

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

We give a fast, spectral procedure for implementing approximate-message passing (AMP) algorithms robustly. For any quadratic optimization problem over symmetric matrices $X$ with independent subgaussian entries, and any separable AMP…

Data Structures and Algorithms · Computer Science 2024-11-06 Misha Ivkov , Tselil Schramm

Plug and play (P&P) algorithms iteratively apply highly optimized image denoisers to impose priors and solve computational image reconstruction problems, to great effect. However, in general the "effective noise", that is the difference…

Signal Processing · Electrical Eng. & Systems 2020-10-27 Christopher A. Metzler , Gordon Wetzstein

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

Quantitative Acoustic Microscopy (QAM) is an imaging technology utilising high frequency ultrasound to produce quantitative two-dimensional (2D) maps of acoustical and mechanical properties of biological tissue at microscopy scale.…

Image and Video Processing · Electrical Eng. & Systems 2024-09-23 Odysseas Pappas , Jonathan Mamou , Adrian Basarab , Denis Kouame , Alin Achim

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

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

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

In a recent article (Proc. Natl. Acad. Sci., 110(36), 14557-14562), El Karoui et al. study the distribution of robust regression estimators in the regime in which the number of parameters p is of the same order as the number of samples n.…

Statistics Theory · Mathematics 2013-11-18 David Donoho , Andrea Montanari
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