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Mean-field characterizations of first-order iterative algorithms -- including Approximate Message Passing (AMP), stochastic and proximal gradient descent, and Langevin diffusions -- have enabled a precise understanding of learning dynamics…

Statistics Theory · Mathematics 2025-07-01 Max Lovig , Tianhao Wang , Zhou Fan

For the problem of multi-class linear classification and feature selection, we propose approximate message passing approaches to sparse multinomial logistic regression (MLR). First, we propose two algorithms based on the Hybrid Generalized…

Information Theory · Computer Science 2016-09-21 Evan Byrne , Philip Schniter

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

Approximate message passing (AMP) is an efficient iterative signal recovery algorithm for compressed sensing (CS). For sensing matrices with independent and identically distributed (i.i.d.) Gaussian entries, the behavior of AMP can be…

Information Theory · Computer Science 2016-10-20 Zhipeng Xue , Junjie Ma , Xiaojun Yuan

Approximate message passing (AMP) algorithms have shown great promise in sparse signal reconstruction due to their low computational requirements and fast convergence to an exact solution. Moreover, they provide a probabilistic framework…

Sound · Computer Science 2018-02-02 Turab Iqbal , Wenwu Wang

Efficient massive/ultra-massive multiple-input multiple-output (MIMO) detection algorithms with satisfactory performance and low complexity are critical to meet the high throughput and ultra-low latency requirements in 5G and beyond…

Information Theory · Computer Science 2023-01-10 Hengtao He , Alva Kosasih , Xianghao Yu , Jun Zhang , S. H. Song , Wibowo Hardjawana , Khaled B. Letaief

In this paper, we study the compressed sensing reconstruction problem with generalized elastic net prior (GENP), where a sparse signal is sampled via a noisy underdetermined linear observation system, and an additional initial estimation of…

Information Theory · Computer Science 2015-02-19 Xing Wang , Jie Liang

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…

Machine Learning · Statistics 2025-09-30 Christian Keup , Lenka Zdeborová

High-dimensional time series appear in many scientific setups, demanding a nuanced approach to model and analyze the underlying dependence structure. Theoretical advancements so far often rely on stringent assumptions regarding the sparsity…

Information Theory · Computer Science 2025-03-20 Daria Tieplova , Samriddha Lahiry , Jean Barbier

Recently, Approximate Message Passing (AMP) has been integrated with stochastic localization (diffusion model) by providing a computationally efficient estimator of the posterior mean. Existing (rigorous) analysis typically proves the…

Statistics Theory · Mathematics 2025-03-18 Han Cui , Zhiyuan Yu , Jingbo Liu

To support complex communication scenarios in next-generation wireless communications, this paper focuses on a generalized MIMO (GMIMO) with practical assumptions, such as massive antennas, practical channel coding, arbitrary input…

Information Theory · Computer Science 2023-11-08 Yufei Chen , Lei Liu , Yuhao Chi , Ying Li , Zhaoyang Zhang

In this paper, we propose an information geometry (IG) framework to solve the standard linear regression problem. The proposed framework is an extension of the one for computing the mean of complex multivariate Gaussian distribution. By…

Information Theory · Computer Science 2024-08-14 Bingyan Liu , An-An Lu , Mingrui Fan , Jiyuan Yang , Xiqi Gao

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

Iterative thresholding algorithms are well-suited for high-dimensional problems in sparse recovery and compressive sensing. The performance of this class of algorithms depends heavily on the tuning of certain threshold parameters. In…

Information Theory · Computer Science 2013-11-04 Ali Mousavi , Arian Maleki , Richard G. Baraniuk

Reconstruction of images from noisy linear measurements is a core problem in image processing, for which convex optimization methods based on total variation (TV) minimization have been the long-standing state-of-the-art. We present an…

Information Theory · Computer Science 2016-08-31 Jean Barbier , Eric W. Tramel , Florent Krzakala

Approximate Message Passing (AMP), originally developed to address high-dimensional linear inverse problems, has found widespread applications in signal processing and statistical inference. Among its notable variants, Vector Approximate…

Information Theory · Computer Science 2024-10-29 Qun Chen , Haochuan Zhang , Huimin Zhu

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

We consider a compressive hyperspectral imaging reconstruction problem, where three-dimensional spatio-spectral information about a scene is sensed by a coded aperture snapshot spectral imager (CASSI). The CASSI imaging process can be…

Information Theory · Computer Science 2016-04-20 Jin Tan , Yanting Ma , Hoover Rueda , Dror Baron , Gonzalo Arce

Generalized Vector Approximate Message Passing (GVAMP) is an efficient iterative algorithm for approximately minimum-mean-squared-error estimation of a random vector $\mathbf{x}\sim p_{\mathbf{x}}(\mathbf{x})$ from generalized linear…

Information Theory · Computer Science 2018-06-27 Christopher A. Metzler , Philip Schniter , Richard G. Baraniuk

We give a fast, spectral procedure for implementing approximate-message passing (AMP) algorithms robustly. For any quadratic optimization problem over symmetric matrices $X$ with independent subgaussian entries, and any separable AMP…

Data Structures and Algorithms · Computer Science 2024-11-06 Misha Ivkov , Tselil Schramm