Related papers: Approximate message passing from random initializa…
This article addresses the problem of multiple preamble detection in random access systems based on orthogonal time frequency space (OTFS) signaling. This challenge is formulated as a structured sparse recovery problem in the complex…
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…
This paper presents a unified framework to understand the dynamics of message-passing algorithms in compressed sensing. State evolution is rigorously analyzed for a general error model that contains the error model of approximate…
In this paper, we propose a deep learning aided list approximate message passing (AMP) algorithm to further improve the user identification performance in massive machine type communications. A neural network is employed to identify a…
We consider matrix factorization (MF) with certain constraints, which finds wide applications in various areas. Leveraging variational inference (VI) and unitary approximate message passing (UAMP), we develop a Bayesian approach to MF with…
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…
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…
We consider an $\ell_2$-regularized non-convex optimization problem for recovering signals from their noisy phaseless observations. We design and study the performance of a message passing algorithm that aims to solve this optimization…
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,…
Nonlinear function estimation is core to modern machine learning applications. In this paper, to perform nonlinear function estimation, we reduce a nonlinear inverse problem to a linear one using a polynomial kernel expansion. These kernels…
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…
This paper considers probabilistic estimation of a low-rank matrix from non-linear element-wise measurements of its elements. We derive the corresponding approximate message passing (AMP) algorithm and its state evolution. Relying on…
Maximum a posteriori (MAP) inference in discrete-valued Markov random fields is a fundamental problem in machine learning that involves identifying the most likely configuration of random variables given a distribution. Due to the…
Understanding efficiency in high dimensional linear models is a longstanding problem of interest. Classical work with smaller dimensional problems dating back to Huber and Bickel has illustrated the benefits of efficient loss functions.…
We consider the problem of reconstructing rank-one matrices from random linear measurements, a task that appears in a variety of problems in signal processing, statistics, and machine learning. In this paper, we focus on the Alternating…
This paper proposes two distinct contributions to econometric analysis of large information sets and structural instabilities. First, it treats a regression model with time-varying coefficients, stochastic volatility and exogenous…
A common sparse linear regression formulation is the l1 regularized least squares, which is also known as least absolute shrinkage and selection operator (LASSO). Approximate message passing (AMP) has been proved to asymptotically achieve…
Approximate message passing (AMP) is an effective iterative sparse recovery algorithm for linear system models. Its performance is characterized by the state evolution (SE) which is a simple scalar recursion. However, depending on a…
We consider the problem of recovering an unknown signal ${\mathbf x}\in {\mathbb R}^n$ from general nonlinear measurements obtained through a generalized linear model (GLM), i.e., ${\mathbf y}= f\left({\mathbf A}{\mathbf x}+{\mathbf…
Given a high-dimensional data matrix ${\boldsymbol A}\in{\mathbb R}^{m\times n}$, Approximate Message Passing (AMP) algorithms construct sequences of vectors ${\boldsymbol u}^t\in{\mathbb R}^n$, ${\boldsymbol v}^t\in{\mathbb R}^m$, indexed…