Related papers: Elliptic Approximate Message Passing and an applic…
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…
This paper is divided into two parts. The first part is devoted to the study of a class of Approximate Message Passing (AMP) algorithms which are widely used in the fields of statistical physics, machine learning, or communication theory.…
Ecosystems with a large number of species are often modelled as Lotka-Volterra dynamical systems built around a large random interaction matrix. Under some known conditions, a global equilibrium exists and is unique. In this article, we…
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…
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…
Over the last decade or so, Approximate Message Passing (AMP) algorithms have become extremely popular in various structured high-dimensional statistical problems. The fact that the origins of these techniques can be traced back to notions…
We propose and analyze an approximate message passing (AMP) algorithm for the matrix tensor product model, which is a generalization of the standard spiked matrix models that allows for multiple types of pairwise observations over a…
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…
Ecological interaction networks are rarely homogeneous: species naturally form communities with distinct interaction structures, resulting in block-structured variance and correlation profiles in the interaction matrix. We study the…
Approximate Message Passing (AMP) algorithms have seen widespread use across a variety of applications. However, the precise forms for their Onsager corrections and state evolutions depend on properties of the underlying random matrix…
High-dimensional signal recovery of standard linear regression is a key challenge in many engineering fields, such as, communications, compressed sensing, and image processing. The approximate message passing (AMP) algorithm proposed by…
Gaussian and quadratic approximations of message passing algorithms on graphs have attracted considerable recent attention due to their computational simplicity, analytic tractability, and wide applicability in optimization and statistical…
We consider the problem of signal estimation in generalized linear models defined via rotationally invariant design matrices. Since these matrices can have an arbitrary spectral distribution, this model is well suited for capturing complex…
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…
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…
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…
Approximate Message Passing (AMP) is a class of iterative algorithms that have found applications in many problems in high-dimensional statistics and machine learning. In its general form, AMP can be formulated as an iterative procedure…
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…
Approximate Message Passing (AMP) is a general framework for iterative algorithms, originally developed for compressed sensing and later extended to a wide range of high-dimensional inference problems. Although recent work has advanced…
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…