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Often, large, high dimensional datasets collected across multiple modalities can be organized as a higher order tensor. Low-rank tensor decomposition then arises as a powerful and widely used tool to discover simple low dimensional…

Machine Learning · Statistics 2020-01-29 Jonathan Kadmon , Surya Ganguli

We study the compressed sensing (CS) signal estimation problem where an input signal is measured via a linear matrix multiplication under additive noise. While this setup usually assumes sparsity or compressibility in the input signal…

Information Theory · Computer Science 2014-12-23 Junan Zhu , Dror Baron , Marco F. Duarte

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

We introduce the bilinear generalized vector approximate message passing (BiG-VAMP) algorithm which jointly recovers two matrices U and V from their noisy product through a probabilistic observation model. BiG-VAMP provides computationally…

Information Theory · Computer Science 2020-09-16 Mohamed Akrout , Anis Housseini , Faouzi Bellili , Amine Mezghani

We propose an Gaussian Mixture Model (GMM) learning algorithm, based on our previous work of GMM expansion idea. The new algorithm brings more robustness and simplicity than classic Expectation Maximization (EM) algorithm. It also improves…

Machine Learning · Computer Science 2023-09-07 Weiguo Lu , Xuan Wu , Deng Ding , Gangnan Yuan

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

Decentralized generalized approximate message-passing (GAMP) is proposed for compressed sensing from distributed generalized linear measurements in a tree-structured network. Consensus propagation is used to realize average consensus…

Information Theory · Computer Science 2024-06-05 Keigo Takeuchi

The generalized approximate message passing (GAMP) algorithm is an efficient method of MAP or approximate-MMSE estimation of $x$ observed from a noisy version of the transform coefficients $z = Ax$. In fact, for large zero-mean i.i.d…

Information Theory · Computer Science 2015-08-11 Jeremy Vila , Philip Schniter , Sundeep Rangan , Florent Krzakala , Lenka Zdeborova

We propose and analyze an approximate message passing (AMP) algorithm for the matrix tensor product model, which is a generalization of the standard spiked matrix models that allows for multiple types of pairwise observations over a…

Machine Learning · Statistics 2023-06-28 Riccardo Rossetti , Galen Reeves

The Anscombe transform offers an approximate conversion of a Poisson random variable into a Gaussian one. This transform is important and appealing, as it is easy to compute, and becomes handy in various inverse problems with Poisson noise…

Computer Vision and Pattern Recognition · Computer Science 2015-11-10 Arie Rond , Raja Giryes , Michael Elad

In this paper we consider the generalized approximate message passing (GAMP) algorithm for recovering a sparse signal from modulo samples of randomized projections of the unknown signal. The modulo samples are obtained by a self-reset (SR)…

Signal Processing · Electrical Eng. & Systems 2018-07-10 Osman Musa , Peter Jung , Norbert Goertz

Plug-and-play priors (PnP) is a methodology for regularized image reconstruction that specifies the prior through an image denoiser. While PnP algorithms are well understood for denoisers performing maximum a posteriori probability (MAP)…

Signal Processing · Electrical Eng. & Systems 2020-08-26 Xiaojian Xu , Yu Sun , Jiaming Liu , Brendt Wohlberg , Ulugbek S. Kamilov

Over the past decade, Plug-and-Play (PnP) has become a popular method for reconstructing images using a modular framework consisting of a forward and prior model. The great strength of PnP is that an image denoiser can be used as a prior…

Computer Vision and Pattern Recognition · Computer Science 2023-06-14 Charles A. Bouman , Gregery T. Buzzard

Plug & Play methods combine proximal algorithms with denoiser priors to solve inverse problems. These methods rely on the computability of the proximal operator of the data fidelity term. In this paper, we propose a Plug & Play framework…

Computer Vision and Pattern Recognition · Computer Science 2024-05-24 Charles Laroche , Andrés Almansa , Eva Coupeté , Matias Tassano

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

State-space models (SSM) are common in signal processing, where Kalman smoothing (KS) methods are state-of-the-art. However, traditional KS techniques lack expressivity as they do not incorporate spatial prior information. Recently, [1]…

Image and Video Processing · Electrical Eng. & Systems 2026-02-16 Benjamin Hawkes , Mike Davies , Victor Elvira , Audrey Repetti

The generalized approximate message passing (GAMP) algorithm under the Bayesian setting shows advantage in recovering under-sampled sparse signals from corrupted observations. Compared to conventional convex optimization methods, it has a…

Information Theory · Computer Science 2017-01-12 Shuai Huang , Trac D. Tran

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

This paper presents novel Gaussian process decentralized data fusion algorithms exploiting the notion of agent-centric support sets for distributed cooperative perception of large-scale environmental phenomena. To overcome the limitations…

Machine Learning · Statistics 2017-11-17 Ruofei Ouyang , Kian Hsiang Low

Approximate message passing (AMP) type algorithms have been widely used in the signal reconstruction of certain large random linear systems. A key feature of the AMP-type algorithms is that their dynamics can be correctly described by state…

Information Theory · Computer Science 2022-06-24 Lei Liu , Shunqi Huang , Brian M. Kurkoski