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Approximate message passing (AMP) methods have gained recent traction in sparse signal recovery. Additional information about the signal, or \emph{side information} (SI), is commonly available and can aid in efficient signal recovery. This…

Information Theory · Computer Science 2019-05-06 Anna Ma , You , Zhou , Cynthia Rush , Dror Baron , Deanna Needell

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…

Probability · Mathematics 2021-08-16 Zhou Fan

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

In many contexts, there is interest in selecting the most important variables from a very large collection, commonly referred to as support recovery or variable, feature or subset selection. There is an enormous literature proposing a rich…

Computation · Statistics 2015-06-23 Willem van den Boom , Galen Reeves , David B. Dunson

In this paper, an efficient distributed approach for implementing the approximate message passing (AMP) algorithm, named distributed AMP (DAMP), is developed for compressed sensing (CS) recovery in sensor networks with the sparsity K…

Distributed, Parallel, and Cluster Computing · Computer Science 2014-05-26 Puxiao Han , Ruixin Niu , Mengqi Ren

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

Recently we extended Approximate message passing (AMP) algorithm to be able to handle general invariant matrix ensembles. In this contribution we extend our S-AMP approach to non-linear observation models. We obtain generalized AMP (GAMP)…

Information Theory · Computer Science 2015-01-27 Burak Çakmak , Ole Winther , Bernard H. Fleury

This paper proposes and analyzes a communication-efficient distributed optimization framework for general nonconvex nonsmooth signal processing and machine learning problems under an asynchronous protocol. At each iteration, worker machines…

Optimization and Control · Mathematics 2020-07-15 Jineng Ren , Jarvis Haupt

The matrix low-rank approximation problem with additional convex constraints can find many applications and has been extensively studied before. However, this problem is shown to be nonconvex and NP-hard; most of the existing solutions are…

Numerical Analysis · Computer Science 2015-12-08 Ying Zhang

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

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…

Signal Processing · Electrical Eng. & Systems 2018-04-02 Kazushi Mimura

This article is an extended version of previous work of the authors [40, 41] on low-rank matrix estimation in the presence of constraints on the factors into which the matrix is factorized. Low-rank matrix factorization is one of the basic…

Statistics Theory · Mathematics 2017-08-28 Thibault Lesieur , Florent Krzakala , Lenka Zdeborová

Approximate message passing (AMP) is a low-cost iterative parameter-estimation technique for certain high-dimensional linear systems with non-Gaussian distributions. AMP only applies to independent identically distributed (IID) transform…

Information Theory · Computer Science 2022-06-24 Lei Liu , Shunqi Huang , Brian M. Kurkoski

The convergence analysis of optimization algorithms using continuous-time dynamical systems has received much attention in recent years. In this paper, we investigate applications of these systems to analyze the convergence of linearized…

Optimization and Control · Mathematics 2023-09-14 Jiahong Guo , Xiao Wang , Xiantao Xiao

Approximate message passing (AMP) has emerged both as a popular class of iterative algorithms and as a powerful analytic tool in a wide range of statistical estimation problems and statistical physics models. A well established line of AMP…

Statistics Theory · Mathematics 2025-07-22 Zhigang Bao , Qiyang Han , Xiaocong Xu

To design algorithms that reduce communication cost or meet rate constraints and are robust to communication noise, we study convex distributed optimization problems where a set of agents are interested in solving a separable optimization…

Optimization and Control · Mathematics 2023-05-02 Hadi Reisizadeh , Anand Gokhale , Behrouz Touri , Soheil Mohajer

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

Approximate message passing (AMP) algorithms are iterative methods for signal recovery in noisy linear systems. In some scenarios, AMP algorithms need to operate within a distributed network. To address this challenge, the distributed…

Signal Processing · Electrical Eng. & Systems 2024-07-26 Jun Lu , Lei Liu , Shunqi Huang , Ning Wei , Xiaoming Chen

We consider matrix factorization (MF) with certain constraints, which finds wide applications in various areas. Leveraging variational inference (VI) and unitary approximate message passing (UAMP), we develop a Bayesian approach to MF with…

Signal Processing · Electrical Eng. & Systems 2022-08-02 Zhengdao Yuan , Qinghua Guo , Yonina C. Eldar , Yonghui Li

Recovering a sparse signal from an undersampled set of random linear measurements is the main problem of interest in compressed sensing. In this paper, we consider the case where both the signal and the measurements are complex. We study…

Information Theory · Computer Science 2015-03-19 Arian Maleki , Laura Anitori , Zai Yang , Richard Baraniuk
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