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Approximate message passing (AMP) is a scalable, iterative approach to signal recovery. For structured random measurement ensembles, including independent and identically distributed (i.i.d.) Gaussian and rotationally-invariant matrices,…

Information Theory · Computer Science 2023-06-27 Dang Qua Nguyen , Taejoon Kim

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…

Information Theory · Computer Science 2015-08-11 Jeremy Vila , Philip Schniter , Sundeep Rangan , Florent Krzakala , Lenka Zdeborova

We consider the problem of decoding a discrete signal of categorical variables from the observation of several histograms of pooled subsets of it. We present an Approximate Message Passing (AMP) algorithm for recovering the signal in the…

Information Theory · Computer Science 2020-01-22 Ahmed El Alaoui , Aaditya Ramdas , Florent Krzakala , Lenka Zdeborova , Michael I. Jordan

Various alignment problems arising in cryo-electron microscopy, community detection, time synchronization, computer vision, and other fields fall into a common framework of synchronization problems over compact groups such as Z/L, U(1), or…

Information Theory · Computer Science 2018-09-14 Amelia Perry , Alexander S. Wein , Afonso S. Bandeira , Ankur Moitra

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

Bayesian approximate message passing (BAMP) is an efficient method in compressed sensing that is nearly optimal in the minimum mean squared error (MMSE) sense. Bayesian approximate message passing (BAMP) performs joint recovery of multiple…

Information Theory · Computer Science 2019-01-30 Gabor Hannak , Alessandro Perelli , Norbert Goertz , Gerald Matz , Mike E. Davies

We consider the problem of estimating an unknown parameter vector ${\boldsymbol \theta}\in{\mathbb R}^n$, given noisy observations ${\boldsymbol Y} = {\boldsymbol \theta}{\boldsymbol \theta}^{\top}/\sqrt{n}+{\boldsymbol Z}$ of the rank-one…

Statistics Theory · Mathematics 2024-10-11 Andrea Montanari , Alexander S. Wein

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…

Probability · Mathematics 2013-01-01 Adel Javanmard , Andrea Montanari

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,…

Statistics Theory · Mathematics 2026-01-19 Riccardo Rossetti , Bobak Nazer , Galen Reeves

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

Approximate message passing (AMP) and its variants, developed based on loopy belief propagation, are attractive for estimating a vector x from a noisy version of z = Ax, which arises in many applications. For a large A with i. i. d.…

Information Theory · Computer Science 2015-04-21 Qinghua Guo , Jiangtao Xi

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) algorithms are devised under the Gaussianity assumption of the measurement noise vector. In this work, we relax this assumption within the vector AMP (VAMP) framework to arbitrary independent and…

Information Theory · Computer Science 2024-02-07 Mohamed Akrout , Tiancheng Gao , Faouzi Bellili , Amine Mezghani

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

1-bit compressive sensing aims to recover sparse signals from quantized 1-bit measurements. Designing efficient approaches that could handle noisy 1-bit measurements is important in a variety of applications. In this paper we use the…

Information Theory · Computer Science 2022-04-28 Shuai Huang , Trac D. Tran

We consider the problem of estimating the factors of a rank-$1$ matrix with i.i.d. Gaussian, rank-$1$ measurements that are nonlinearly transformed and corrupted by noise. Considering two prototypical choices for the nonlinearity, we study…

Optimization and Control · Mathematics 2024-10-02 Kabir Aladin Chandrasekher , Mengqi Lou , Ashwin Pananjady

In this paper, we address the problem of recovering complex-valued signals from a set of complex-valued linear measurements. Approximate message passing (AMP) is one state-of-the-art algorithm to recover real-valued sparse signals. However,…

Information Theory · Computer Science 2016-01-26 Xiangming Meng , Sheng Wu , Linling Kuang , Jianhua Lu

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

Approximate message passing (AMP) methods have gained recent traction in sparse signal recovery. Additional information about the signal, or \emph{side information} (SI), is commonly available and can aid in efficient signal recovery. This…

Information Theory · Computer Science 2019-05-06 Anna Ma , You , Zhou , Cynthia Rush , Dror Baron , Deanna Needell

In this work we aim to solve the compressed sensing problem for the case of a complex unknown vector by utilizing the Bayesian-optimal structured signal approximate message passing (BOSSAMP) algorithm on the jointly sparse real and…

Information Theory · Computer Science 2015-11-30 Gabor Hannak , Martin Mayer , Gerald Matz , Norbert Goertz