Related papers: Approximate Message Passing for sparse matrices wi…
Ecosystems with a large number of species are often modelled as Lotka-Volterra dynamical systems built around a large random interaction matrix. Under some known conditions, a global equilibrium exists and is unique. In this article, we…
Approximate Message Passing (AMP) algorithmshave recently gathered significant attention across disciplines such as statistical physics, machine learning, and communication systems. This study aims to extend AMP algorithms to non-symmetric…
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…
Ecological interaction networks are rarely homogeneous: species naturally form communities with distinct interaction structures, resulting in block-structured variance and correlation profiles in the interaction matrix. We study the…
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…
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…
Vector approximate message passing (VAMP) is an efficient approximate inference algorithm used for generalized linear models. Although VAMP exhibits excellent performance, particularly when measurement matrices are sampled from rotationally…
The standard linear regression (SLR) problem is to recover a vector $\mathbf{x}^0$ from noisy linear observations $\mathbf{y}=\mathbf{Ax}^0+\mathbf{w}$. The approximate message passing (AMP) algorithm recently proposed by Donoho, Maleki,…
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…
Approximate Message Passing (AMP) has been shown to be a superior method for inference problems, such as the recovery of signals from sets of noisy, lower-dimensionality measurements, both in terms of reconstruction accuracy and in…
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…
Consider the problem of estimating a low-rank matrix when its entries are perturbed by Gaussian noise. If the empirical distribution of the entries of the spikes is known, optimal estimators that exploit this knowledge can substantially…
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…
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…
We study optimal estimation for sparse principal component analysis when the number of non-zero elements is small but on the same order as the dimension of the data. We employ approximate message passing (AMP) algorithm and its state…
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…
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…
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,…
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…
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…