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Generalized linear models (GLMs) arise in high-dimensional machine learning, statistics, communications and signal processing. In this paper we analyze GLMs when the data matrix is random, as relevant in problems such as compressed sensing,…

Information Theory · Computer Science 2019-04-01 Jean Barbier , Florent Krzakala , Nicolas Macris , Léo Miolane , 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 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

A concise expectation propagation (EP) based message passing algorithm (MPA) is derived for the general measurement channel. By neglecting some high-order infinitesimal terms, the EP-MPA is proven to be equivalent to the Generalized…

Information Theory · Computer Science 2019-07-11 Lei Liu , Ying Li , Chongwen Huang , Chau Yuen , Yong Liang Guan

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

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

We study the Maximum Weight Matching (MWM) problem for general graphs through the max-product Belief Propagation (BP) and related Linear Programming (LP). The BP approach provides distributed heuristics for finding the Maximum A Posteriori…

Data Structures and Algorithms · Computer Science 2018-01-03 Sungsoo Ahn , Michael Chertkov , Andrew E. Gelfand , Sejun Park , Jinwoo Shin

Message-passing (MP) is a powerful tool for finding an approximate solution in optimization. We generalize it to nonlinear product-sum form, and numerically show the fast convergence for the minimum feedback vertex set and the minimum…

Physics and Society · Physics 2024-04-03 Yukio Hayashi

We consider tensor factorizations using a generative model and a Bayesian approach. We compute rigorously the mutual information, the Minimal Mean Squared Error (MMSE), and unveil information-theoretic phase transitions. In addition, we…

Statistics Theory · Mathematics 2020-01-22 Thibault Lesieur , Léo Miolane , Marc Lelarge , Florent Krzakala , Lenka Zdeborová

Recently we extended Approximate message passing (AMP) algorithm to be able to handle general invariant matrix ensembles. In this contribution we extend our S-AMP approach to non-linear observation models. We obtain generalized AMP (GAMP)…

Information Theory · Computer Science 2015-01-27 Burak Çakmak , Ole Winther , Bernard H. Fleury

This letter proposes a novel message-passing algorithm for signal recovery in compressed sensing. The proposed algorithm solves the disadvantages of approximate message-passing (AMP) and orthogonal/vector AMP, and realizes their advantages.…

Information Theory · Computer Science 2020-04-22 Keigo Takeuchi

In integrated sensing and communication (ISAC) networks, multiple base stations (BSs) collaboratively sense a common target, leveraging diversity from multiple observation perspectives and joint signal processing to enhance sensing…

Signal Processing · Electrical Eng. & Systems 2026-02-10 Xiaohan Lv , Rang Liu , Yi Chen , Qian Liu , Ming Li

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

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

Approximate message passing (AMP) is a class of efficient algorithms for solving high-dimensional linear regression tasks where one wishes to recover an unknown signal \beta_0 from noisy, linear measurements y = A \beta_0 + w. When applying…

Information Theory · Computer Science 2017-08-15 Yanting Ma , Cynthia Rush , Dror Baron

We consider the problem of decoding a discrete signal of categorical variables from the observation of several histograms of pooled subsets of it. We present an Approximate Message Passing (AMP) algorithm for recovering the signal in the…

Information Theory · Computer Science 2020-01-22 Ahmed El Alaoui , Aaditya Ramdas , Florent Krzakala , Lenka Zdeborova , Michael I. Jordan

The sum-product or belief propagation (BP) algorithm is a widely used message-passing technique for computing approximate marginals in graphical models. We introduce a new technique, called stochastic orthogonal series message-passing…

Information Theory · Computer Science 2012-12-18 Nima Noorshams , Martin J. Wainwright

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

Much effort has been directed at algorithms for obtaining the highest probability configuration in a probabilistic random field model known as the maximum a posteriori (MAP) inference problem. In many situations, one could benefit from…

Artificial Intelligence · Computer Science 2012-10-19 Dhruv Batra

We consider the problem of recovering two-dimensional (2-D) block-sparse signals with \emph{unknown} cluster patterns. Two-dimensional block-sparse patterns arise naturally in many practical applications such as foreground detection and…

Information Theory · Computer Science 2016-05-25 Jun Fang , Lizao Zhang , Hongbin Li