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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…

Statistics Theory · Mathematics 2019-08-08 Andrea Montanari , Ramji Venkataramanan

Phase retrieval refers to the problem of recovering a high-dimensional vector $\boldsymbol{x} \in \mathbb{C}^N$ from the magnitude of its linear transform $\boldsymbol{z} = A \boldsymbol{x}$, observed through a noisy channel. To improve the…

Computation · Statistics 2024-10-10 Hajime Ueda , Shun Katakami , Masato Okada

In phase retrieval, the goal is to recover a complex signal from the magnitude of its linear measurements. While many well-known algorithms guarantee deterministic recovery of the unknown signal using i.i.d. random measurement matrices,…

Information Theory · Computer Science 2017-03-24 Boshra Rajaei , Sylvain Gigan , Florent Krzakala , Laurent Daudet

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

The denoising-based approximate message passing (D-AMP) methodology, recently proposed by Metzler, Maleki, and Baraniuk, allows one to plug in sophisticated denoisers like BM3D into the AMP algorithm to achieve state-of-the-art compressive…

Information Theory · Computer Science 2016-11-07 Philip Schniter , Sundeep Rangan , Alyson Fletcher

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

Approximate Message Passing (AMP) has been shown to be a superior method for inference problems, such as the recovery of signals from sets of noisy, lower-dimensionality measurements, both in terms of reconstruction accuracy and in…

Information Theory · Computer Science 2015-06-10 Andre Manoel , Florent Krzakala , Eric W. Tramel , Lenka Zdeborová

Solving a large-scale regularized linear inverse problem using multiple processors is important in various real-world applications due to the limitations of individual processors and constraints on data sharing policies. This paper focuses…

Information Theory · Computer Science 2017-01-31 Yanting Ma , Yue M. Lu , Dror Baron

High-dimensional signal recovery of standard linear regression is a key challenge in many engineering fields, such as, communications, compressed sensing, and image processing. The approximate message passing (AMP) algorithm proposed by…

Information Theory · Computer Science 2022-03-02 Qiuyun Zou , Hongwen Yang

Gaussian and quadratic approximations of message passing algorithms on graphs have attracted considerable recent attention due to their computational simplicity, analytic tractability, and wide applicability in optimization and statistical…

Information Theory · Computer Science 2026-03-12 Sundeep Rangan , Alyson K. Fletcher , Vivek K. Goyal , Evan Byrne , Philip Schniter

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

The problem of estimating a random vector x from noisy linear measurements y = A x + w with unknown parameters on the distributions of x and w, which must also be learned, arises in a wide range of statistical learning and linear inverse…

Information Theory · Computer Science 2017-06-20 Alyson K. Fletcher , Mojtaba Sahraee-Ardakan , Philip Schniter , Sundeep Rangan

Diagnosing cognitive (mental health) disorders is a delicate and complex task. Identifying the next most informative symptoms to assess, in order to distinguish between possible disorders, presents an additional challenge. This process…

Information Retrieval · Computer Science 2025-11-25 Raoul H. Kutil , Georg Zimmermann , Christian Borgelt

Approximate message passing (AMP) is an algorithmic framework for solving linear inverse problems from noisy measurements, with exciting applications such as reconstructing images, audio, hyper spectral images, and various other signals,…

Information Theory · Computer Science 2017-02-13 Junan Zhu , Ryan Pilgrim , Dror Baron

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…

Information Theory · Computer Science 2021-02-24 Zhengdao Yuan , Qinghua Guo , Man Luo

The implementation of computational sensing strategies often faces calibration problems typically solved by means of multiple, accurately chosen training signals, an approach that can be resource-consuming and cumbersome. Conversely, blind…

Information Theory · Computer Science 2017-02-17 Valerio Cambareri , Laurent Jacques

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

The standard linear regression (SLR) problem is to recover a vector $\mathbf{x}^0$ from noisy linear observations $\mathbf{y}=\mathbf{Ax}^0+\mathbf{w}$. The approximate message passing (AMP) algorithm recently proposed by Donoho, Maleki,…

Information Theory · Computer Science 2018-07-24 Sundeep Rangan , Philip Schniter , Alyson K. Fletcher

Compressed sensing (CS) is a concept that allows to acquire compressible signals with a small number of measurements. As such it is very attractive for hardware implementations. Therefore, correct calibration of the hardware is a central…

Information Theory · Computer Science 2015-04-30 Christophe Schülke , Francesco Caltagirone , Florent Krzakala , Lenka Zdeborová

Resampling techniques are widely used in statistical inference and ensemble learning, in which estimators' statistical properties are essential. However, existing methods are computationally demanding, because repetitions of…

Machine Learning · Statistics 2019-05-24 Takashi Takahashi , Yoshiyuki Kabashima