Related papers: Bayes-Optimal Convolutional AMP
Consider the problem of estimating a low-rank matrix when its entries are perturbed by Gaussian noise. If the empirical distribution of the entries of the spikes is known, optimal estimators that exploit this knowledge can substantially…
For the problem of binary linear classification and feature selection, we propose algorithmic approaches to classifier design based on the generalized approximate message passing (GAMP) algorithm, recently proposed in the context of…
Recovering a sparse signal from an undersampled set of random linear measurements is the main problem of interest in compressed sensing. In this paper, we consider the case where both the signal and the measurements are complex. We study…
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…
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…
This paper presents a unified framework for constructing Approximate Message Passing (AMP) algorithms for rotationally-invariant models. By employing a general iterative algorithm template and reducing it to long-memory Orthogonal AMP…
We consider a class of approximated message passing (AMP) algorithms and characterize their high-dimensional behavior in terms of a suitable state evolution recursion. Our proof applies to Gaussian matrices with independent but not…
This paper introduces a framework for approximate message passing (AMP) in dynamic settings where the data at each iteration is passed through a linear operator. This framework is motivated in part by applications in large-scale,…
A common goal in many research areas is to reconstruct an unknown signal x from noisy linear measurements. Approximate message passing (AMP) is a class of low-complexity algorithms that can be used for efficiently solving such…
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…
This paper presents a unified framework to understand the dynamics of message-passing algorithms in compressed sensing. State evolution is rigorously analyzed for a general error model that contains the error model of approximate…
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…
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…
We study the problem of estimating a rank-$1$ signal in the presence of rotationally invariant noise-a class of perturbations more general than Gaussian noise. Principal Component Analysis (PCA) provides a natural estimator, and sharp…
Vector approximate message passing (VAMP) is a computationally simple approach to the recovery of a signal $\mathbf{x}$ from noisy linear measurements $\mathbf{y}=\mathbf{Ax}+\mathbf{w}$. Like the AMP proposed by Donoho, Maleki, and…
This work explores multi-modal inference in a high-dimensional simplified model, analytically quantifying the performance gain of multi-modal inference over that of analyzing modalities in isolation. We present the Bayes-optimal performance…
The ubiquity of approximately sparse data has led a variety of com- munities to great interest in compressed sensing algorithms. Although these are very successful and well understood for linear measurements with additive noise, applying…
Recently, several promising approximate message passing (AMP) based algorithms have been developed for bilinear recovery with model $\boldsymbol{Y}=\sum_{k=1}^K b_k \boldsymbol{A}_k \boldsymbol{C} +\boldsymbol{W} $, where $\{b_k\}$ and…
Sparse Bayesian learning (SBL) can be implemented with low complexity based on the approximate message passing (AMP) algorithm. However, it is vulnerable to `difficult' measurement matrices as AMP can easily diverge. Damped AMP has been…
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…