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In this work the dynamic compressive sensing (CS) problem of recovering sparse, correlated, time-varying signals from sub-Nyquist, non-adaptive, linear measurements is explored from a Bayesian perspective. While there has been a handful of…
Orthogonal/vector approximate message-passing (AMP) is a powerful message-passing (MP) algorithm for signal reconstruction in compressed sensing. This paper proves the convergence of Bayes-optimal orthogonal/vector AMP in the large system…
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,…
We consider the problem of decoding a discrete signal of categorical variables from the observation of several histograms of pooled subsets of it. We present an Approximate Message Passing (AMP) algorithm for recovering the signal in the…
We consider the problem of reconstructing the signal and the hidden variables from observations coming from a multi-layer network with rotationally invariant weight matrices. The multi-layer structure models inference from deep generative…
In statistical learning for real-world large-scale data problems, one must often resort to "streaming" algorithms which operate sequentially on small batches of data. In this work, we present an analysis of the information-theoretic limits…
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…
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…
This paper proposes two distinct contributions to econometric analysis of large information sets and structural instabilities. First, it treats a regression model with time-varying coefficients, stochastic volatility and exogenous…
A common goal in many research areas is to reconstruct an unknown signal x from noisy linear measurements. Approximate message passing (AMP) is a class of low-complexity algorithms for efficiently solving such high-dimensional regression…
Low-complexity Bayes-optimal memory approximate message passing (MAMP) is an efficient signal estimation algorithm in compressed sensing and multicarrier modulation. However, achieving replica Bayes optimality with MAMP necessitates a…
We propose two novel approaches to the recovery of an (approximately) sparse signal from noisy linear measurements in the case that the signal is a priori known to be non-negative and obey given linear equality constraints, such as simplex…
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…
Approximate Message Passing (AMP) type algorithms are widely used for signal recovery in high-dimensional noisy linear systems. Recently, a principle called Memory AMP (MAMP) was proposed. Leveraging this principle, the gradient descent…
Gradient-descent-based algorithms and their stochastic versions have widespread applications in machine learning and statistical inference. In this work we perform an analytic study of the performances of one of them, the Langevin…
To model modern large-scale datasets, we need efficient algorithms to infer a set of $P$ unknown model parameters from $N$ noisy measurements. What are fundamental limits on the accuracy of parameter inference, given finite signal-to-noise…
In many real-world problems, recovering sparse signals from underdetermined linear systems remains a fundamental challenge. Although $\ell_1$ norm minimization is widely used, it suffers from estimation bias that prevents it from reaching…
We propose efficient and low-complexity multiuser detection (MUD) algorithms for Gaussian multiple access channel (G-MAC) for short-packet transmission in massive machine type communications. To do so, we first formulate the G-MAC MUD…
Approximate message passing (AMP) is a low-cost iterative signal recovery algorithm for linear system models. When the system transform matrix has independent identically distributed (IID) Gaussian entries, the performance of AMP can be…
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…