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We consider large-scale linear inverse problems in Bayesian settings. We follow a recent line of work that applies the approximate message passing (AMP) framework to multi-processor (MP) computational systems, where each processor node…

Information Theory · Computer Science 2016-11-09 Junan Zhu , Dror Baron , Ahmad Beirami

We consider sparse signal reconstruction via minimization of the smoothly clipped absolute deviation (SCAD) penalty, and develop one-step replica-symmetry-breaking (1RSB) extensions of approximate message passing (AMP), termed 1RSB-AMP.…

Machine Learning · Statistics 2025-12-22 Xiaosi Gu , Ayaka Sakata , Tomoyuki Obuchi

This paper studies a large random matrix system (LRMS) model involving an arbitrary signal distribution and forward error control (FEC) coding. We establish an area property based on the approximate message passing (AMP) algorithm. Under…

Information Theory · Computer Science 2021-06-07 Lei Liu , Chulong Liang , Junjie Ma , Li Ping

Approximate message passing (AMP) methods and their variants have attracted considerable recent attention for the problem of estimating a random vector $\mathbf{x}$ observed through a linear transform $\mathbf{A}$. In the case of large…

Information Theory · Computer Science 2018-03-05 Sundeep Rangan , Philip Schniter , Alyson K. Fletcher , Subrata Sarkar

Natural signals and images are well-known to be approximately sparse in transform domains such as Wavelets and DCT. This property has been heavily exploited in various applications in image processing and medical imaging. Compressed sensing…

Machine Learning · Computer Science 2015-10-26 Saiprasad Ravishankar , Yoram Bresler

Approximate message passing is an iterative algorithm for compressed sensing and related applications. A solid theory about the performance and convergence of the algorithm exists for measurement matrices having iid entries of zero mean.…

Information Theory · Computer Science 2014-10-03 Francesco Caltagirone , Florent Krzakala , Lenka Zdeborová

In this paper, we consider a general form of noisy compressive sensing (CS) where the sensing matrix is not precisely known. Such cases exist when there are imperfections or unknown calibration parameters during the measurement process.…

Signal Processing · Electrical Eng. & Systems 2018-08-28 Jiang Zhu , Qi Zhang , Xiangming Meng , Zhiwei Xu

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

This paper studies a large random matrix system (LRMS) model involving an arbitrary signal distribution and forward error control (FEC) coding. We establish an area property based on the so-called Turbo approximate message passing…

Information Theory · Computer Science 2021-06-04 Lei Liu , Chulong Liang , Junjie Ma , Li Ping

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

We study mean-field variational Bayesian inference using the TAP approach, for Z2-synchronization as a prototypical example of a high-dimensional Bayesian model. We show that for any signal strength $\lambda > 1$ (the weak-recovery…

Statistics Theory · Mathematics 2023-04-18 Michael Celentano , Zhou Fan , Song Mei

The learned denoising-based approximate message passing (LDAMP) algorithm has attracted great attention for image compressed sensing (CS) tasks. However, it has two issues: first, its global measurement model severely restricts its…

Computer Vision and Pattern Recognition · Computer Science 2023-08-21 Junhui Li , Xingsong Hou , Huake Wang , Shuhao Bi

Computing maximum a posteriori (MAP) estimation in graphical models is an important inference problem with many applications. We present message-passing algorithms for quadratic programming (QP) formulations of MAP estimation for pairwise…

Artificial Intelligence · Computer Science 2012-02-20 Akshat Kumar , Shlomo Zilberstein

Sparse Bayesian learning (SBL) can be implemented with low complexity based on the approximate message passing (AMP) algorithm. However, it does not work well for a generic measurement matrix, which may cause AMP to diverge. Damped AMP has…

Signal Processing · Electrical Eng. & Systems 2021-11-24 Man Luo , Qinghua Guo , Ming Jin , Yonina C. Eldar , Defeng , Huang , Xiangming Meng

Previous partial permutation synchronization (PPS) algorithms, which are commonly used for multi-object matching, often involve computation-intensive and memory-demanding matrix operations. These operations become intractable for large…

Computer Vision and Pattern Recognition · Computer Science 2022-04-01 Shaohan Li , Yunpeng Shi , Gilad Lerman

In this paper, we bring together two trends that have recently emerged in sparse signal recovery: the problem of sparse signals that stem from finite alphabets and the techniques that introduce concave penalties. Specifically, we show that…

Optimization and Control · Mathematics 2018-12-04 Sophie M. Fosson

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

Spike and Slab priors have been of much recent interest in signal processing as a means of inducing sparsity in Bayesian inference. Applications domains that benefit from the use of these priors include sparse recovery, regression and…

Machine Learning · Computer Science 2016-10-27 Tiep H. Vu , Hojjat S. Mousavi , Vishal Monga

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

The Approximate Message Passing (AMP) algorithm efficiently reconstructs signals which have been sampled with large i.i.d. sub-Gaussian sensing matrices. Central to AMP is its "state evolution", which guarantees that the difference between…

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