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Approximate message passing algorithm enjoyed considerable attention in the last decade. In this paper we introduce a variant of the AMP algorithm that takes into account glassy nature of the system under consideration. We coin this…

Disordered Systems and Neural Networks · Physics 2019-02-07 Fabrizio Antenucci , Florent Krzakala , Pierfrancesco Urbani , Lenka Zdeborová

Characterizing the distribution of high-dimensional statistical estimators is a challenging task, due to the breakdown of classical asymptotic theory in high dimension. This paper makes progress towards this by developing non-asymptotic…

Statistics Theory · Mathematics 2024-01-09 Gen Li , Yuting Wei

In a recent paper, the authors proposed a new class of low-complexity iterative thresholding algorithms for reconstructing sparse signals from a small set of linear measurements \cite{DMM}. The new algorithms are broadly referred to as AMP,…

Information Theory · Computer Science 2009-11-24 David L. Donoho , Arian Maleki , Andrea Montanari

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…

Signal Processing · Electrical Eng. & Systems 2020-03-27 Hangjin Liu , Cynthia Rush , Dror Baron

Quantitative susceptibility mapping (QSM) estimates the underlying tissue magnetic susceptibility from MRI gradient-echo phase signal and typically requires several processing steps. These steps involve phase unwrapping, brain volume…

Image and Video Processing · Electrical Eng. & Systems 2019-05-16 Hongjiang Wei , Steven Cao , Yuyao Zhang , Xiaojun Guan , Fuhua Yan , Kristen W. Yeom , Chunlei Liu

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

Quantitative susceptibility mapping (QSM) aims to visualize the three dimensional susceptibility distribution by solving the field-to-source inverse problem using the phase data in magnetic resonance signal. However, the inverse problem is…

Numerical Analysis · Mathematics 2018-12-31 Chenglong Bao , Jae Kyu Choi , Bin Dong

Quantitative susceptibility mapping (QSM) utilizes MRI signal phase to infer estimates of local tissue magnetism (magnetic susceptibility), which has been shown useful to provide novel image contrast and as biomarkers of abnormal tissue.…

Medical Physics · Physics 2019-04-16 Juan Liu , Kevin M. Koch

This paper is concerned with the problem of reconstructing an unknown rank-one matrix with prior structural information from noisy observations. While computing the Bayes-optimal estimator seems intractable in general due to its nonconvex…

Statistics Theory · Mathematics 2023-02-08 Gen Li , Wei Fan , Yuting Wei

The sparse Beyesian learning (also referred to as Bayesian compressed sensing) algorithm is one of the most popular approaches for sparse signal recovery, and has demonstrated superior performance in a series of experiments. Nevertheless,…

Information Theory · Computer Science 2015-01-21 Fuwei Li , Jun Fang , Huiping Duan , Zhi Chen , Hongbin Li

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

Approximate message passing (AMP) is a low-cost iterative parameter-estimation technique for certain high-dimensional linear systems with non-Gaussian distributions. AMP only applies to independent identically distributed (IID) transform…

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

A learning-based posterior distribution estimation method, Probabilistic Dipole Inversion (PDI), is proposed to solve quantitative susceptibility mapping (QSM) inverse problem in MRI with uncertainty estimation. A deep convolutional neural…

Image and Video Processing · Electrical Eng. & Systems 2020-04-28 Jinwei Zhang , Hang Zhang , Mert Sabuncu , Pascal Spincemaille , Thanh Nguyen , Yi Wang

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

This paper considers a discrete-valued signal estimation scheme based on a low-complexity Bayesian optimal message passing algorithm (MPA) for solving massive linear inverse problems under highly correlated measurements. Gaussian belief…

Signal Processing · Electrical Eng. & Systems 2024-11-14 Tomoharu Furudoi , Takumi Takahashi , Shinsuke Ibi , Hideki Ochiai

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

We consider the problem of reconstructing a signal from multi-layered (possibly) non-linear measurements. Using non-rigorous but standard methods from statistical physics we present the Multi-Layer Approximate Message Passing (ML-AMP)…

Information Theory · Computer Science 2020-01-22 Andre Manoel , Florent Krzakala , Marc Mézard , Lenka Zdeborová

In this work the dynamic compressive sensing (CS) problem of recovering sparse, correlated, time-varying signals from sub-Nyquist, non-adaptive, linear measurements is explored from a Bayesian perspective. While there has been a handful of…

Information Theory · Computer Science 2015-06-05 Justin Ziniel , Philip Schniter

In this paper, an efficient distributed approach for implementing the approximate message passing (AMP) algorithm, named distributed AMP (DAMP), is developed for compressed sensing (CS) recovery in sensor networks with the sparsity K…

Distributed, Parallel, and Cluster Computing · Computer Science 2014-05-26 Puxiao Han , Ruixin Niu , Mengqi Ren

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