Related papers: Approximate Message Passing for the Matrix Tensor …
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…
We analyse a linear regression problem with nonconvex regularization called smoothly clipped absolute deviation (SCAD) under an overcomplete Gaussian basis for Gaussian random data. We propose an approximate message passing (AMP) algorithm…
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 propose an estimator of prediction error using an approximate message passing (AMP) algorithm that can be applied to a broad range of sparse penalties. Following Stein's lemma, the estimator of the generalized degrees of freedom, which…
We consider the problem of signal estimation in a generalized linear model (GLM). GLMs include many canonical problems in statistical estimation, such as linear regression, phase retrieval, and 1-bit compressed sensing. Recent work has…
In this work we propose a novel iterative estimation algorithm for linear observation systems called S-AMP whose fixed points are the stationary points of the exact Gibbs free energy under a set of (first- and second-) moment consistency…
SLOPE is a relatively new convex optimization procedure for high-dimensional linear regression via the sorted l1 penalty: the larger the rank of the fitted coefficient, the larger the penalty. This non-separable penalty renders many…
Decentralized generalized approximate message-passing (GAMP) is proposed for compressed sensing from distributed generalized linear measurements in a tree-structured network. Consensus propagation is used to realize average consensus…
Message-passing (MP) is a powerful tool for finding an approximate solution in optimization. We generalize it to nonlinear product-sum form, and numerically show the fast convergence for the minimum feedback vertex set and the minimum…
We introduce an iterative optimization scheme for convex objectives consisting of a linear loss and a non-separable penalty, based on the expectation-consistent approximation and the vector approximate message-passing (VAMP) algorithm.…
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…
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…
This paper proposes a fast approximate message-passing (AMP) algorithm for solving compressed sensing (CS) recovery problems with 1D-finite-difference sparsity in term of MMSE estimation. The proposed algorithm, named ssAMP-BGFD, is…
This paper addresses the reconstruction of an unknown signal vector with sublinear sparsity from generalized linear measurements. Generalized approximate message-passing (GAMP) is proposed via state evolution in the sublinear sparsity…
This paper considers the massive connectivity problem in an asynchronous grant-free random access system, where a huge number of devices sporadically transmit data to a base station (BS) with imperfect synchronization. The goal is to design…
Vector Approximate Message Passing (VAMP) provides the means of solving a linear inverse problem in a Bayes-optimal way assuming the measurement operator is sufficiently random. However, VAMP requires implementing the linear minimum mean…
Both theoretical analysis and empirical evidence confirm that the approximate message passing (AMP) algorithm can be interpreted as recursively solving a signal denoising problem: at each AMP iteration, one observes a Gaussian noise…
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…
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…
In this paper, we consider the problem of multi-resolution compressed sensing (MR-CS) reconstruction, which has received little attention in the literature. Instead of always reconstructing the signal at the original high resolution (HR),…