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Motivated by the recent interest in approximate message passing (AMP) for matrix-valued linear observations with superposition of \emph{multiple statistically asymmetric signal sources}, we introduce a multi-source AMP framework in which…

Information Theory · Computer Science 2025-01-22 Burak Çakmak , Giuseppe Caire

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

The estimation of a random vector with independent components passed through a linear transform followed by a componentwise (possibly nonlinear) output map arises in a range of applications. Approximate message passing (AMP) methods, based…

Information Theory · Computer Science 2016-05-03 Sundeep Rangan , Philip Schniter , Erwin Riegler , Alyson Fletcher , Volkan Cevher

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

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

We consider a class of structured, nonconvex, nonsmooth optimization problems under orthogonality constraints, where the objectives combine a smooth function, a nonsmooth concave function, and a nonsmooth weakly convex function. This class…

Optimization and Control · Mathematics 2025-01-14 Ganzhao Yuan

We consider the problem of localizing change points in a generalized linear model (GLM), a model that covers many widely studied problems in statistical learning including linear, logistic, and rectified linear regression. We propose a…

Machine Learning · Statistics 2025-09-08 Gabriel Arpino , Xiaoqi Liu , Julia Gontarek , Ramji Venkataramanan

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

This paper considers the massive connectivity application in which a large number of potential devices communicate with a base-station (BS) in a sporadic fashion. The detection of device activity pattern together with the estimation of the…

Information Theory · Computer Science 2018-03-14 Zhilin Chen , Foad Sohrabi , Wei Yu

The orthogonal matching pursuit (OMP) is one of the mainstream algorithms for sparse data reconstruction or approximation. It acts as a driving force for the development of several other greedy methods for sparse data reconstruction, and it…

Information Theory · Computer Science 2023-03-31 Yun-Bin Zhao , Zhi-Quan Luo

In a recent article (Proc. Natl. Acad. Sci., 110(36), 14557-14562), El Karoui et al. study the distribution of robust regression estimators in the regime in which the number of parameters p is of the same order as the number of samples n.…

Statistics Theory · Mathematics 2013-11-18 David Donoho , Andrea Montanari

With a unified belief propagation (BP) and mean field (MF) framework, we propose an iterative message passing receiver, which performs joint channel state and noise precision (the reciprocal of noise variance) estimation and decoding for…

Information Theory · Computer Science 2017-11-13 Zhengdao Yuan , Chuanzong Zhang , Zhongyong Wang , Qinghua Guo , Sheng Wu , and Xingye Wang

We consider the high-dimensional sparse linear regression problem of accurately estimating a sparse vector using a small number of linear measurements that are contaminated by noise. It is well known that the standard cadre of…

Statistics Theory · Mathematics 2014-02-25 Divyanshu Vats , Richard G. Baraniuk

As one of the core technologies for 5G systems, massive multiple-input multiple-output (MIMO) introduces dramatic capacity improvements along with very high beamforming and spatial multiplexing gains. When developing efficient physical…

Information Theory · Computer Science 2023-11-01 Hengtao He , Xianghao Yu , Jun Zhang , Shenghui Song , Khaled B. Letaief

The Approximate Message Passing (AMP) algorithm efficiently reconstructs signals which have been sampled with large i.i.d. sub-Gaussian sensing matrices. Central to AMP is its "state evolution", which guarantees that the difference between…

Signal Processing · Electrical Eng. & Systems 2020-09-08 Charles Millard , Aaron T Hess , Boris Mailhé , Jared Tanner

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…

Statistics Theory · Mathematics 2019-08-08 Andrea Montanari , Ramji Venkataramanan

We propose regularized approximate message passing (RAMP), a low-complexity algorithm for discrete signal detection in overloaded multiple-input multiple-output (MIMO) systems where the number of transmit antennas exceeds the number of…

Signal Processing · Electrical Eng. & Systems 2026-04-07 Shreesal Shrestha , Getuar Rexhepi , Kuranage Roche Rayan Ranasinghe , Hyeon Seok Rou , Giuseppe Thadeu Freitas de Abreu

Message passing (MP) is a computational technique used to find approximate solutions to a variety of problems defined on networks. MP approximations are generally accurate in locally tree-like networks but require corrections to maintain…

Physics and Society · Physics 2023-09-27 George T. Cantwell , Alec Kirkley , Filippo Radicchi

The orthogonal multi-matching pursuit (OMMP) is a natural extension of orthogonal matching pursuit (OMP). We denote the OMMP with the parameter $M$ as OMMP(M) where $M\geq 1$ is an integer. The main difference between OMP and OMMP(M) is…

Information Theory · Computer Science 2013-07-18 Zhiqiang Xu

In this work we consider the multi-agent motion planning (MAMP) problem with the constraint that agents arrive at their respective goals at the same time. For the special case where all agents are initially at rest we propose a two-step…

Optimization and Control · Mathematics 2026-05-05 Anja Hellander , Daniel Axehill
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