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Approximate message passing (AMP) and its variants, developed based on loopy belief propagation, are attractive for estimating a vector x from a noisy version of z = Ax, which arises in many applications. For a large A with i. i. d.…

Information Theory · Computer Science 2015-04-21 Qinghua Guo , Jiangtao Xi

This paper is divided into two parts. The first part is devoted to the study of a class of Approximate Message Passing (AMP) algorithms which are widely used in the fields of statistical physics, machine learning, or communication theory.…

Probability · Mathematics 2024-06-13 Walid Hachem

Both theoretical analysis and empirical evidence confirm that the approximate message passing (AMP) algorithm can be interpreted as recursively solving a signal denoising problem: at each AMP iteration, one observes a Gaussian noise…

Information Theory · Computer Science 2015-06-22 Chunli Guo , Mike E. Davies

Approximate message passing (AMP) algorithms are iterative methods for signal recovery in noisy linear systems. In some scenarios, AMP algorithms need to operate within a distributed network. To address this challenge, the distributed…

Signal Processing · Electrical Eng. & Systems 2024-07-26 Jun Lu , Lei Liu , Shunqi Huang , Ning Wei , Xiaoming Chen

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

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

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…

Information Theory · Computer Science 2014-07-08 Yoshiyuki Kabashima , Mikko Vehkapera

We propose an estimator of prediction error using an approximate message passing (AMP) algorithm that can be applied to a broad range of sparse penalties. Following Stein's lemma, the estimator of the generalized degrees of freedom, which…

Machine Learning · Statistics 2018-08-01 Ayaka Sakata

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

We consider the design and analysis of spatially coupled sparse regression codes (SC-SPARCs), which were recently introduced by Barbier et al. for efficient communication over the additive white Gaussian noise channel. SC-SPARCs can be…

Information Theory · Computer Science 2018-04-27 Kuan Hsieh , Cynthia Rush , Ramji Venkataramanan

We study sparse signal recovery from noisy linear observations using nonconvex log-sum regularization. The log-sum penalty reduces the shrinkage bias of $\ell_1$ regularization and more closely approximates the $\ell_0$ regularization, but…

Information Theory · Computer Science 2026-05-12 Keisuke Morita , Masayuki Ohzeki

Vector approximate message passing (VAMP) is an efficient approximate inference algorithm used for generalized linear models. Although VAMP exhibits excellent performance, particularly when measurement matrices are sampled from rotationally…

Information Theory · Computer Science 2025-08-05 Takashi Takahashi , Yoshiyuki Kabashima

This work explores multi-modal inference in a high-dimensional simplified model, analytically quantifying the performance gain of multi-modal inference over that of analyzing modalities in isolation. We present the Bayes-optimal performance…

Machine Learning · Statistics 2025-09-30 Christian Keup , Lenka Zdeborová

In cosparse analysis compressive sensing (CS), one seeks to estimate a non-sparse signal vector from noisy sub-Nyquist linear measurements by exploiting the knowledge that a given linear transform of the signal is cosparse, i.e., has…

Information Theory · Computer Science 2014-10-21 Mark Borgerding , 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

Retraining a model using its own predictions together with the original, potentially noisy labels is a well-known strategy for improving the model performance. While prior works have demonstrated the benefits of specific heuristic…

Machine Learning · Computer Science 2025-05-22 Adel Javanmard , Rudrajit Das , Alessandro Epasto , Vahab Mirrokni

We study compressed sensing (CS) signal reconstruction problems where an input signal is measured via matrix multiplication under additive white Gaussian noise. Our signals are assumed to be stationary and ergodic, but the input statistics…

Information Theory · Computer Science 2016-11-03 Yanting Ma , Junan Zhu , Dror Baron

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

We propose an orthogonal approximate message passing (OAMP) algorithm for signal estimation in the rectangular spiked matrix model with general rotationally invariant (RI) noise. We establish a rigorous state evolution that exactly…

Statistics Theory · Mathematics 2026-02-04 Haohua Chen , Songbin Liu , Junjie Ma

This paper proposes a fast approximate message-passing (AMP) algorithm for solving compressed sensing (CS) recovery problems with 1D-finite-difference sparsity in term of MMSE estimation. The proposed algorithm, named ssAMP-BGFD, is…

Information Theory · Computer Science 2015-09-07 Jaewook Kang , Hyoyoung Jung , Heung-No Lee , Kiseon Kim
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