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The Recently proposed Vector Approximate Message Passing (VAMP) algorithm demonstrates a great reconstruction potential at solving compressed sensing related linear inverse problems. VAMP provides high per-iteration improvement, can utilize…

Information Theory · Computer Science 2024-10-30 Nikolajs Skuratovs , Michael Davies

This paper investigates the state estimation problem for a class of complex networks, in which the dynamics of each node is subject to Gaussian noise, system uncertainties and nonlinearities. Based on a regularized least-squares approach,…

Systems and Control · Electrical Eng. & Systems 2021-03-16 Peihu Duan , Qishao Wang , Zhisheng Duan , Guanrong Chen

Approximate Message Passing (AMP) algorithms enable precise characterization of certain classes of random objects in the high-dimensional limit, and have found widespread applications in fields such as signal processing, statistics, and…

Statistics Theory · Mathematics 2025-07-01 Longlin Wang , Yanke Song , Kuanhao Jiang , Pragya Sur

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

The increasing distributed and renewable energy resources and controllable devices in distribution systems make fast distribution system state estimation (DSSE) crucial in system monitoring and control. We consider a large multi-phase…

Optimization and Control · Mathematics 2020-05-22 Xinyang Zhou , Zhiyuan Liu , Yi Guo , Changhong Zhao , Jianqiao Huang , Lijun Chen

We propose a minimum distance estimation method for robust regression in sparse high-dimensional settings. The traditional likelihood-based estimators lack resilience against outliers, a critical issue when dealing with high-dimensional…

Methodology · Statistics 2013-07-12 Aurélie C. Lozano , Nicolai Meinshausen

This work presents an efficient approach for accelerating multilevel Markov Chain Monte Carlo (MCMC) sampling for large-scale problems using low-fidelity machine learning models. While conventional techniques for large-scale Bayesian…

Machine Learning · Statistics 2024-05-21 Sohail Reddy , Hillary Fairbanks

We consider the task of estimating a low-rank matrix from non-linear and noisy observations. We prove a strong universality result showing that Bayes-optimal performances are characterized by an equivalent Gaussian model with an effective…

Machine Learning · Statistics 2024-03-08 Pierre Mergny , Justin Ko , Florent Krzakala , Lenka Zdeborová

This work concerns the estimation of multidimensional nonlinear regression models using multilayer perceptrons (MLPs). The main problem with such models is that we need to know the covariance matrix of the noise to get an optimal estimator.…

Statistics Theory · Mathematics 2008-02-22 Joseph Rynkiewicz

Precoding design based on weighted sum-rate (WSR) maximization is a fundamental problem in downlink multi-user multiple-input multiple-output (MU-MIMO) systems. While the weighted minimum mean-square error (WMMSE) algorithm is a standard…

Signal Processing · Electrical Eng. & Systems 2025-10-24 Xi Gao , Akang Wang , Junkai Zhang , Qihong Duan , Jiang Xue

In this paper, we investigate the performance of cell-free massive MIMO systems with massive connectivity. With the generalized approximate message passing (GAMP) algorithm, we obtain the minimum mean-squared error (MMSE) estimate of the…

Information Theory · Computer Science 2021-05-17 Mangqing Guo , M. Cenk Gursoy

The linear minimum mean squared error (LMMSE) estimator is the best linear estimator for a Bayesian linear inverse problem with respect to the mean squared error. It arises as the solution operator to a Tikhonov-type regularized inverse…

Optimization and Control · Mathematics 2021-07-02 Gernot Holler

This work concerns estimation of multidimensional nonlinear regression models using multilayer perceptron (MLP). The main problem with such model is that we have to know the covariance matrix of the noise to get optimal estimator. however…

Statistics Theory · Mathematics 2008-02-22 Joseph Rynkiewicz

Generalized Linear Models (GLMs), where a random vector $\mathbf{x}$ is observed through a noisy, possibly nonlinear, function of a linear transform $\mathbf{z}=\mathbf{Ax}$ arise in a range of applications in nonlinear filtering and…

Information Theory · Computer Science 2016-05-03 Sundeep Rangan , Alyson K. Fletcher , Philip Schniter , Ulugbek Kamilov

Centrality measures for simple graphs/networks are well-defined and each has numerous main-memory algorithms. However, for modeling complex data sets with multiple types of entities and relationships, simple graphs are not ideal. Multilayer…

Information Theory · Computer Science 2023-08-15 Hamza Reza Pavel , Abhishek Santra , Sharma Chakravarthy

Mixture models with Gamma and or inverse-Gamma distributed mixture components are useful for medical image tissue segmentation or as post-hoc models for regression coefficients obtained from linear regression within a Generalised Linear…

Machine Learning · Statistics 2016-07-27 A. Llera , D. Vidaurre , R. H. R. Pruim , C. F. Beckmann

This paper considers a low-complexity Gaussian Message Passing (GMP) scheme for a coded massive Multiple-Input Multiple-Output (MIMO) systems with Non-Orthogonal Multiple Access (massive MIMO-NOMA), in which a base station with $N_s$…

Information Theory · Computer Science 2018-10-26 Lei Liu , Chau Yuen , Yong Liang Guan , Ying Li , Chongwen Huang

We propose a novel multi-dimensional integration algorithm using a machine learning (ML) technique. After training a ML regression model to mimic a target integrand, the regression model is used to evaluate an approximation of the integral.…

Computational Physics · Physics 2021-10-14 Boram Yoon

We address the problem of estimating a random vector X from two sets of measurements Y and Z, such that the estimator is linear in Y. We show that the partially linear minimum mean squared error (PLMMSE) estimator does not require knowing…

Information Theory · Computer Science 2015-05-27 Tomer Michaeli , Daniel Sigalov , Yonina C. Eldar

This paper is concerned with the modeling errors appeared in the numerical methods of inverse medium scattering problems (IMSP). Optimization based iterative methods are wildly employed to solve IMSP, which are computationally intensive due…

Numerical Analysis · Mathematics 2021-02-23 Junxiong Jia , Bangyu Wu , Jigen Peng , Jinghuai Gao
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