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In this letter, we present a unified Bayesian inference framework for generalized linear models (GLM) which iteratively reduces the GLM problem to a sequence of standard linear model (SLM) problems. This framework provides new perspectives…

Information Theory · Computer Science 2018-03-14 Xiangming Meng , Sheng Wu , Jiang Zhu

Vector perturbation (VP) precoding is a promising technique for multiuser communication systems operating in the downlink. In this work, we introduce a hybrid framework to improve the performance of lattice reduction (LR) aided precoding in…

Information Theory · Computer Science 2018-06-11 Shanxiang Lyu , Cong Ling

We consider the problem of reconstructing a signal from multi-layered (possibly) non-linear measurements. Using non-rigorous but standard methods from statistical physics we present the Multi-Layer Approximate Message Passing (ML-AMP)…

Information Theory · Computer Science 2020-01-22 Andre Manoel , Florent Krzakala , Marc Mézard , Lenka Zdeborová

Symptom checkers have been widely adopted as an intelligent e-healthcare application during the ongoing pandemic crisis. Their performance have been limited by the fine-grained quality of the collected medical knowledge between symptom and…

Machine Learning · Computer Science 2021-11-02 Mohamed Akrout , Faouzi Bellili , Amine Mezghani , Hayet Amdouni

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…

Information Theory · Computer Science 2020-01-22 Thibault Lesieur , Florent Krzakala , Lenka Zdeborova

Sparse regression codes (SPARCs) are a promising coding scheme that can approach the Shannon limit over Additive White Gaussian Noise (AWGN) channels. Previous works have proven the capacity-achieving property of SPARCs with Gaussian design…

Information Theory · Computer Science 2023-03-16 Yizhou Xu , YuHao Liu , ShanSuo Liang , Tingyi Wu , Bo Bai , Jean Barbier , TianQi Hou

We consider the problem of recovering an unknown signal ${\mathbf x}\in {\mathbb R}^n$ from general nonlinear measurements obtained through a generalized linear model (GLM), i.e., ${\mathbf y}= f\left({\mathbf A}{\mathbf x}+{\mathbf…

Information Theory · Computer Science 2022-10-18 Jiang Zhu , Xiangming Meng , Xupeng Lei , Qinghua Guo

We consider the problem of estimating an unknown parameter vector ${\boldsymbol \theta}\in{\mathbb R}^n$, given noisy observations ${\boldsymbol Y} = {\boldsymbol \theta}{\boldsymbol \theta}^{\top}/\sqrt{n}+{\boldsymbol Z}$ of the rank-one…

Statistics Theory · Mathematics 2024-10-11 Andrea Montanari , Alexander S. Wein

We show how the notion of message passing can be used to streamline the algebra and computer coding for fast approximate inference in large Bayesian semiparametric regression models. In particular, this approach is amenable to handling…

Methodology · Statistics 2016-04-07 M. P. Wand

We introduce a theoretical approach for designing generalizations of the approximate message passing (AMP) algorithm for compressed sensing which are valid for large observation matrices that are drawn from an invariant random matrix…

Information Theory · Computer Science 2017-05-12 Burak Çakmak , Manfred Opper , Ole Winther , Bernard H. Fleury

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…

Information Theory · Computer Science 2016-10-20 Zhipeng Xue , Junjie Ma , Xiaojun Yuan

We extend the generalized approximate message passing (G-AMP) approach, originally proposed for high-dimensional generalized-linear regression in the context of compressive sensing, to the generalized-bilinear case, which enables its…

Information Theory · Computer Science 2015-06-17 Jason T. Parker , Philip Schniter , Volkan Cevher

One of the most challenging problems in kernel online learning is to bound the model size and to promote the model sparsity. Sparse models not only improve computation and memory usage, but also enhance the generalization capacity, a…

Machine Learning · Computer Science 2017-05-30 Trung Le , Tu Dinh Nguyen , Vu Nguyen , Dinh Phung

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…

Information Theory · Computer Science 2021-01-05 Weifeng Zhu , Meixia Tao , Xiaojun Yuan , Yunfeng Guan

We introduce Tree-AMP, standing for Tree Approximate Message Passing, a python package for compositional inference in high-dimensional tree-structured models. The package provides a unifying framework to study several approximate message…

Machine Learning · Statistics 2023-04-19 Antoine Baker , Benjamin Aubin , Florent Krzakala , Lenka Zdeborová

Recently, Approximate Message Passing (AMP) has been integrated with stochastic localization (diffusion model) by providing a computationally efficient estimator of the posterior mean. Existing (rigorous) analysis typically proves the…

Statistics Theory · Mathematics 2025-03-18 Han Cui , Zhiyuan Yu , Jingbo Liu

In this paper, we propose an information geometry (IG) framework to solve the standard linear regression problem. The proposed framework is an extension of the one for computing the mean of complex multivariate Gaussian distribution. By…

Information Theory · Computer Science 2024-08-14 Bingyan Liu , An-An Lu , Mingrui Fan , Jiyuan Yang , Xiqi Gao

Approximate message passing (AMP) is a scalable, iterative approach to signal recovery. For structured random measurement ensembles, including independent and identically distributed (i.i.d.) Gaussian and rotationally-invariant matrices,…

Information Theory · Computer Science 2023-06-27 Dang Qua Nguyen , Taejoon Kim

Real-world applications such as magnetic resonance imaging with multiple coils, multi-user communication, and diffuse optical tomography often assume a linear model where several sparse signals sharing common sparse supports are acquired by…

Information Theory · Computer Science 2018-10-17 Junan Zhu , Dror Baron

We study the performance of a Bayesian statistician who estimates a rank-one signal corrupted by non-symmetric rotationally invariant noise with a generic distribution of singular values. As the signal-to-noise ratio and the noise structure…

Information Theory · Computer Science 2023-02-09 Teng Fu , YuHao Liu , Jean Barbier , Marco Mondelli , ShanSuo Liang , TianQi Hou