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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

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…

Statistics Theory · Mathematics 2023-02-02 Collin Cademartori , Cynthia Rush

This letter proposes a novel message-passing algorithm for signal recovery in compressed sensing. The proposed algorithm solves the disadvantages of approximate message-passing (AMP) and orthogonal/vector AMP, and realizes their advantages.…

Information Theory · Computer Science 2020-04-22 Keigo Takeuchi

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…

Information Theory · Computer Science 2015-06-10 Andre Manoel , Florent Krzakala , Eric W. Tramel , Lenka Zdeborová

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…

Probability · Mathematics 2025-03-27 Mohammed-Younes Gueddari , Walid Hachem , Jamal Najim

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…

Information Theory · Computer Science 2022-06-23 Nikolajs Skuratovs , Mike E. Davies

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…

Probability · Mathematics 2024-09-10 Tianhao Wang , Xinyi Zhong , Zhou Fan

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…

Information Theory · Computer Science 2018-10-23 Cynthia Rush , Ramji Venkataramanan

Phase retrieval refers to the problem of recovering a high-dimensional vector $\boldsymbol{x} \in \mathbb{C}^N$ from the magnitude of its linear transform $\boldsymbol{z} = A \boldsymbol{x}$, observed through a noisy channel. To improve the…

Computation · Statistics 2024-10-10 Hajime Ueda , Shun Katakami , Masato Okada

The Recently proposed Vector Approximate Message Passing (VAMP) algorithm demonstrates a great reconstruction potential at solving compressed sensing related linear inverse problems. VAMP provides high per-iteration improvement, can utilize…

Information Theory · Computer Science 2024-10-30 Nikolajs Skuratovs , Michael Davies

Generalised approximate message passing (GAMP) is an approximate Bayesian estimation algorithm for signals observed through a linear transform with a possibly non-linear subsequent measurement model. By leveraging prior information about…

Signal Processing · Electrical Eng. & Systems 2018-12-05 Christian Schou Oxvig , Thomas Arildsen

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

The problem of estimating a random vector x from noisy linear measurements y = A x + w with unknown parameters on the distributions of x and w, which must also be learned, arises in a wide range of statistical learning and linear inverse…

Information Theory · Computer Science 2017-06-20 Alyson K. Fletcher , Mojtaba Sahraee-Ardakan , Philip Schniter , Sundeep Rangan

Approximate message passing (AMP) methods and their variants have attracted considerable recent attention for the problem of estimating a random vector $\mathbf{x}$ observed through a linear transform $\mathbf{A}$. In the case of large…

Information Theory · Computer Science 2018-03-05 Sundeep Rangan , Philip Schniter , Alyson K. Fletcher , Subrata Sarkar

Deep generative priors are a powerful tool for reconstruction problems with complex data such as images and text. Inverse problems using such models require solving an inference problem of estimating the input and hidden units of the…

Information Theory · Computer Science 2019-03-05 Parthe Pandit , Mojtaba Sahraee , Sundeep Rangan , Alyson K. Fletcher

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

Approximate Message Passing (AMP) is an efficient iterative parameter-estimation technique for certain high-dimensional linear systems with non-Gaussian distributions, such as sparse systems. In AMP, a so-called Onsager term is added to…

Information Theory · Computer Science 2023-01-16 Lei Liu , Yiyao Cheng , Shansuo Liang , Jonathan H. Manton , Li Ping

This paper considers the generalized bilinear recovery problem which aims to jointly recover the vector $\mathbf b$ and the matrix $\mathbf X$ from componentwise nonlinear measurements ${\mathbf Y}\sim p({\mathbf Y}|{\mathbf…

Information Theory · Computer Science 2018-12-27 Xiangming Meng , Jiang Zhu

Approximate Message Passing (AMP) algorithms enable precise characterization of certain classes of random objects in the high-dimensional limit, and have found widespread applications in fields such as signal processing, statistics, and…

Statistics Theory · Mathematics 2025-07-01 Longlin Wang , Yanke Song , Kuanhao Jiang , Pragya Sur

Approximate-message passing (AMP) algorithms have become an important element of high-dimensional statistical inference, mostly due to their adaptability and concentration properties, the state evolution (SE) equations. This is demonstrated…

Information Theory · Computer Science 2022-04-20 Cédric Gerbelot , Raphaël Berthier