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Generalised approximate message passing (GAMP) is an approximate Bayesian estimation algorithm for signals observed through a linear transform with a possibly non-linear subsequent measurement model. By leveraging prior information about…

Signal Processing · Electrical Eng. & Systems 2018-12-05 Christian Schou Oxvig , Thomas Arildsen

With a unified belief propagation (BP) and mean field (MF) framework, we propose an iterative message passing receiver, which performs joint channel state and noise precision (the reciprocal of noise variance) estimation and decoding for…

Information Theory · Computer Science 2017-11-13 Zhengdao Yuan , Chuanzong Zhang , Zhongyong Wang , Qinghua Guo , Sheng Wu , and Xingye Wang

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

Bayesian approximate message passing (BAMP) is an efficient method in compressed sensing that is nearly optimal in the minimum mean squared error (MMSE) sense. Bayesian approximate message passing (BAMP) performs joint recovery of multiple…

Information Theory · Computer Science 2019-01-30 Gabor Hannak , Alessandro Perelli , Norbert Goertz , Gerald Matz , Mike E. Davies

Purpose: For quantitative susceptibility mapping (QSM), the lack of ground-truth in clinical settings makes it challenging to determine suitable parameters for the dipole inversion. We propose a probabilistic Bayesian approach for QSM with…

Image and Video Processing · Electrical Eng. & Systems 2023-06-01 Shuai Huang , James J. Lah , Jason W. Allen , Deqiang Qiu

1-bit compressive sensing aims to recover sparse signals from quantized 1-bit measurements. Designing efficient approaches that could handle noisy 1-bit measurements is important in a variety of applications. In this paper we use the…

Information Theory · Computer Science 2022-04-28 Shuai Huang , Trac D. Tran

Maximum a posteriori (MAP) inference in discrete-valued Markov random fields is a fundamental problem in machine learning that involves identifying the most likely configuration of random variables given a distribution. Due to the…

Machine Learning · Computer Science 2020-07-03 Jonathan N. Lee , Aldo Pacchiano , Peter Bartlett , Michael I. Jordan

This paper introduces a random modulation technique that is decoupled from the channel matrix, allowing it to be applied to arbitrary norm-bounded and spectrally convergent channel matrices. The proposed random modulation constructs an…

Information Theory · Computer Science 2026-01-01 Lei Liu , Yuhao Chi , Shunqi Huang

This paper considers probabilistic estimation of a low-rank matrix from non-linear element-wise measurements of its elements. We derive the corresponding approximate message passing (AMP) algorithm and its state evolution. Relying on…

Information Theory · Computer Science 2016-04-19 Thibault Lesieur , Florent Krzakala , Lenka Zdeborová

Conformal prediction has emerged as a powerful tool for building prediction intervals that are valid in a distribution-free way. However, its evaluation may be computationally costly, especially in the high-dimensional setting where the…

Machine Learning · Statistics 2025-11-13 Lucas Clarté , Lenka Zdeborová

We propose a tensor generalized approximate message passing (TeG-AMP) algorithm for low-rank tensor inference, which can be used to solve tensor completion and decomposition problems. We derive TeG-AMP algorithm as an approximation of the…

Machine Learning · Computer Science 2025-04-02 Yinchuan Li , Guangchen Lan , Xiaodong Wang

Motivated by the recent application of approximate message passing (AMP) to the analysis of convex optimizations in multi-class classifications [Loureiro, et. al., 2021], we present a convergence analysis of AMP dynamics with non-separable…

Machine Learning · Computer Science 2024-02-14 Burak Çakmak , Yue M. Lu , Manfred Opper

Nonlinear function estimation is core to modern machine learning applications. In this paper, to perform nonlinear function estimation, we reduce a nonlinear inverse problem to a linear one using a polynomial kernel expansion. These kernels…

Information Theory · Computer Science 2019-10-02 Hangjin Liu , You , Zhou , Ahmad Beirami , Dror Baron

In this paper, we focus on the matching recovery problem between a pair of correlated Gaussian Wigner matrices with a latent vertex correspondence. We are particularly interested in a robust version of this problem such that our observation…

Machine Learning · Statistics 2025-06-02 Zhangsong Li

This paper proves the convergence of Bayes-optimal orthogonal/vector approximate message-passing (AMP) to a fixed point in the large system limit. The proof is based on Bayes-optimal long-memory (LM) message-passing (MP) that is guaranteed…

Information Theory · Computer Science 2022-05-09 Keigo Takeuchi

Sparse regression codes with approximate message passing (AMP) decoding have gained much attention in recent times. The concepts underlying this coding scheme extend to unsourced access with coded compressed sensing (CCS), as first pointed…

Information Theory · Computer Science 2020-01-14 Vamsi K. Amalladinne , Asit Kumar Pradhan , Cynthia Rush , Jean-Francois Chamberland , Krishna R. Narayanan

In this paper, the `Approximate Message Passing' (AMP) algorithm, initially developed for compressed sensing of signals under i.i.d. Gaussian measurement matrices, has been extended to a multi-terminal setting (MAMP algorithm). It has been…

Information Theory · Computer Science 2014-01-14 Saeid Haghighatshoar

We study the problem of regression in a generalized linear model (GLM) with multiple signals and latent variables. This model, which we call a matrix GLM, covers many widely studied problems in statistical learning, including mixed linear…

Machine Learning · Statistics 2024-04-10 Nelvin Tan , Ramji Venkataramanan

Optimal data detection in multiple-input multiple-output (MIMO) communication systems with a large number of antennas at both ends of the wireless link entails prohibitive computational complexity. In order to reduce the computational…

Information Theory · Computer Science 2015-10-22 Charles Jeon , Ramina Ghods , Arian Maleki , Christoph Studer

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