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In this work, a Bayesian approximate message passing algorithm is proposed for solving the multiple measurement vector (MMV) problem in compressive sensing, in which a collection of sparse signal vectors that share a common support are…

Information Theory · Computer Science 2013-01-29 Justin Ziniel , Philip Schniter

We consider the estimation of an i.i.d.\ random vector observed through a linear transform followed by a componentwise, probabilistic (possibly nonlinear) measurement channel. A novel algorithm, called generalized approximate message…

Information Theory · Computer Science 2012-08-15 Sundeep Rangan

Approximate message passing (AMP) algorithms are iterative methods for signal recovery in noisy linear systems. In some scenarios, AMP algorithms need to operate within a distributed network. To address this challenge, the distributed…

Signal Processing · Electrical Eng. & Systems 2024-07-26 Jun Lu , Lei Liu , Shunqi Huang , Ning Wei , Xiaoming Chen

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

Approximate Message Passing (AMP) algorithms are a class of iterative procedures for computationally-efficient estimation in high-dimensional inference and estimation tasks. Due to the presence of an 'Onsager' correction term in its…

Statistics Theory · Mathematics 2023-02-02 Collin Cademartori , Cynthia Rush

Deep generative priors are a powerful tool for reconstruction problems with complex data such as images and text. Inverse problems using such models require solving an inference problem of estimating the input and hidden units of the…

Information Theory · Computer Science 2019-03-05 Parthe Pandit , Mojtaba Sahraee , Sundeep Rangan , Alyson K. Fletcher

We consider the problem of signal estimation in generalized linear models defined via rotationally invariant design matrices. Since these matrices can have an arbitrary spectral distribution, this model is well suited for capturing complex…

Machine Learning · Statistics 2022-06-10 Ramji Venkataramanan , Kevin Kögler , Marco Mondelli

Approximate message passing (AMP) refers to a class of efficient algorithms for statistical estimation in high-dimensional problems such as compressed sensing and low-rank matrix estimation. This paper analyzes the performance of AMP in the…

Information Theory · Computer Science 2018-10-23 Cynthia Rush , Ramji Venkataramanan

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

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

Approximate Message Passing (AMP) algorithms are a family of iterative algorithms based on large random matrices with the special property of tracking the statistical properties of their iterates. They are used in various fields such as…

Probability · Mathematics 2025-03-27 Mohammed-Younes Gueddari , Walid Hachem , Jamal Najim

The generalized linear model (GLM), where a random vector $\boldsymbol{x}$ is observed through a noisy, possibly nonlinear, function of a linear transform output $\boldsymbol{z}=\boldsymbol{Ax}$, arises in a range of applications such as…

Information Theory · Computer Science 2016-12-06 Philip Schniter , Sundeep Rangan , Alyson K. Fletcher

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

We study a class of Approximate Message Passing (AMP) algorithms for symmetric and rectangular spiked random matrix models with orthogonally invariant noise. The AMP iterates have fixed dimension $K \geq 1$, a multivariate non-linearity is…

Statistics Theory · Mathematics 2024-06-14 Xinyi Zhong , Tianhao Wang , Zhou Fan

Deep generative networks provide a powerful tool for modeling complex data in a wide range of applications. In inverse problems that use these networks as generative priors on data, one must often perform inference of the inputs of the…

Machine Learning · Computer Science 2017-06-21 Alyson K. Fletcher , Sundeep Rangan

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 2023-07-03 Lei Liu , Shunqi Huang , YuZhi Yang , Zhaoyang Zhang , Brian M. Kurkoski

Approximate Message Passing (AMP) algorithms have seen widespread use across a variety of applications. However, the precise forms for their Onsager corrections and state evolutions depend on properties of the underlying random matrix…

Probability · Mathematics 2021-08-16 Zhou Fan

Approximate Message Passing (AMP) algorithms provide a valuable tool for studying mean-field approximations and dynamics in a variety of applications. Although these algorithms are often first derived for matrices having independent…

Probability · Mathematics 2024-09-10 Tianhao Wang , Xinyi Zhong , Zhou Fan

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

Approximate Message Passing (AMP) is an efficient iterative parameter-estimation technique for certain high-dimensional linear systems with non-Gaussian distributions, such as sparse systems. In AMP, a so-called Onsager term is added to…

Information Theory · Computer Science 2023-01-16 Lei Liu , Yiyao Cheng , Shansuo Liang , Jonathan H. Manton , Li Ping