Related papers: Vector Approximate Message Passing With Arbitrary …
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…
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…
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,…
This paper tackles the problem of millimeter-Wave (mmWave) channel estimation in massive MIMO communication systems. A new Bayes-optimal channel estimator is derived using recent advances in the approximate belief propagation (BP) Bayesian…
We consider a broad class of Approximate Message Passing (AMP) algorithms defined as a Lipschitzian functional iteration in terms of an $n\times n$ random symmetric matrix $A$. We establish universality in noise for this AMP in the…
A concise expectation propagation (EP) based message passing algorithm (MPA) is derived for the general measurement channel. By neglecting some high-order infinitesimal terms, the EP-MPA is proven to be equivalent to the Generalized…
This paper proposes a low complexity precoding algorithm based on the recently proposed Generalized Least Square Error (GLSE) scheme with generic penalty and support. The algorithm iteratively constructs the transmit vector via Approximate…
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…
We consider the problem of estimating a signal from measurements obtained via a generalized linear model. We focus on estimators based on approximate message passing (AMP), a family of iterative algorithms with many appealing features: the…
We introduce the bilinear generalized vector approximate message passing (BiG-VAMP) algorithm which jointly recovers two matrices U and V from their noisy product through a probabilistic observation model. BiG-VAMP provides computationally…
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…
Purpose: For quantitative susceptibility mapping (QSM), the lack of ground-truth in clinical settings makes it challenging to determine suitable parameters for the dipole inversion. We propose a probabilistic Bayesian approach for QSM with…
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…
For certain sensing matrices, the Approximate Message Passing (AMP) algorithm efficiently reconstructs undersampled signals. However, in Magnetic Resonance Imaging (MRI), where Fourier coefficients of a natural image are sampled with…
Iterative thresholding algorithms are well-suited for high-dimensional problems in sparse recovery and compressive sensing. The performance of this class of algorithms depends heavily on the tuning of certain threshold parameters. In…
We consider the problem of parameter estimation from a generalized linear model with a random design matrix that is orthogonally invariant in law. Such a model allows the design have an arbitrary distribution of singular values and only…
This paper is concerned with the problem of reconstructing an unknown rank-one matrix with prior structural information from noisy observations. While computing the Bayes-optimal estimator seems intractable in general due to its nonconvex…
Deep learning has gained great popularity due to its widespread success on many inference problems. We consider the application of deep learning to the sparse linear inverse problem, where one seeks to recover a sparse signal from a few…
Deep generative priors offer powerful models for complex-structured data, such as images, audio, and text. Using these priors in inverse problems typically requires estimating the input and/or hidden signals in a multi-layer deep neural…
Approximate message passing (AMP) and its variants, developed based on loopy belief propagation, are attractive for estimating a vector x from a noisy version of z = Ax, which arises in many applications. For a large A with i. i. d.…