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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…

Machine Learning · Statistics 2022-06-10 Ramji Venkataramanan , Kevin Kögler , Marco Mondelli

The ubiquity of approximately sparse data has led a variety of com- munities to great interest in compressed sensing algorithms. Although these are very successful and well understood for linear measurements with additive noise, applying…

Information Theory · Computer Science 2016-07-27 Christophe Schülke , Francesco Caltagirone , Lenka Zdeborová

Approximate Message Passing (AMP) has been shown to be a superior method for inference problems, such as the recovery of signals from sets of noisy, lower-dimensionality measurements, both in terms of reconstruction accuracy and in…

Information Theory · Computer Science 2015-06-10 Andre Manoel , Florent Krzakala , Eric W. Tramel , Lenka Zdeborová

The learned denoising-based approximate message passing (LDAMP) algorithm has attracted great attention for image compressed sensing (CS) tasks. However, it has two issues: first, its global measurement model severely restricts its…

Computer Vision and Pattern Recognition · Computer Science 2023-08-21 Junhui Li , Xingsong Hou , Huake Wang , Shuhao Bi

We study a class of Approximate Message Passing (AMP) algorithms for symmetric and rectangular spiked random matrix models with orthogonally invariant noise. The AMP iterates have fixed dimension $K \geq 1$, a multivariate non-linearity is…

Statistics Theory · Mathematics 2024-06-14 Xinyi Zhong , Tianhao Wang , Zhou Fan

We consider the estimation of an i.i.d.\ random vector observed through a linear transform followed by a componentwise, probabilistic (possibly nonlinear) measurement channel. A novel algorithm, called generalized approximate message…

Information Theory · Computer Science 2012-08-15 Sundeep Rangan

Efficient signal detectors are rather important yet challenging to achieve satisfactory performance for large-scale communication systems. This paper considers a non-orthogonal sparse code multiple access (SCMA) configuration for…

Signal Processing · Electrical Eng. & Systems 2023-03-16 Yao Ge , Lei Liu , Shunqi Huang , David González G. , Yong Liang Guan , Zhi Ding

This work explores multi-modal inference in a high-dimensional simplified model, analytically quantifying the performance gain of multi-modal inference over that of analyzing modalities in isolation. We present the Bayes-optimal performance…

Machine Learning · Statistics 2025-09-30 Christian Keup , Lenka Zdeborová

In this work, a Bayesian approximate message passing algorithm is proposed for solving the multiple measurement vector (MMV) problem in compressive sensing, in which a collection of sparse signal vectors that share a common support are…

Information Theory · Computer Science 2013-01-29 Justin Ziniel , Philip Schniter

We consider large-scale linear inverse problems in Bayesian settings. We follow a recent line of work that applies the approximate message passing (AMP) framework to multi-processor (MP) computational systems, where each processor node…

Information Theory · Computer Science 2016-11-09 Junan Zhu , Dror Baron , Ahmad Beirami

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…

Statistics Theory · Mathematics 2019-08-08 Andrea Montanari , Ramji Venkataramanan

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…

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

Approximate message-passing (AMP) method is a simple and efficient framework for the linear inverse problems. In this letter, we propose a faster AMP to solve the \emph{$L_1$-Split-Analysis} for the 2D sparsity separation, which is referred…

Information Theory · Computer Science 2015-07-13 Jaewook Kang , Hyoyoung Jung , Kiseon Kim

Approximate message passing (AMP) algorithms have shown great promise in sparse signal reconstruction due to their low computational requirements and fast convergence to an exact solution. Moreover, they provide a probabilistic framework…

Sound · Computer Science 2018-02-02 Turab Iqbal , Wenwu Wang

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…

Machine Learning · Statistics 2022-12-06 Yizhou Xu , TianQi Hou , ShanSuo Liang , Marco Mondelli

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…

Information Theory · Computer Science 2023-07-03 Lei Liu , Shunqi Huang , YuZhi Yang , Zhaoyang Zhang , Brian M. Kurkoski

Solving a large-scale regularized linear inverse problem using multiple processors is important in various real-world applications due to the limitations of individual processors and constraints on data sharing policies. This paper focuses…

Information Theory · Computer Science 2017-01-31 Yanting Ma , Yue M. Lu , Dror Baron

In cosparse analysis compressive sensing (CS), one seeks to estimate a non-sparse signal vector from noisy sub-Nyquist linear measurements by exploiting the knowledge that a given linear transform of the signal is cosparse, i.e., has…

Information Theory · Computer Science 2014-10-21 Mark Borgerding , Philip Schniter , Sundeep Rangan

To improve the convergence property of approximate message-passing (AMP), convolutional AMP (CAMP) has been proposed. CAMP replaces the Onsager correction in AMP with a convolution of messages in all preceding iterations while it uses the…

Information Theory · Computer Science 2021-05-11 Keigo Takeuchi

In this paper, the `Approximate Message Passing' (AMP) algorithm, initially developed for compressed sensing of signals under i.i.d. Gaussian measurement matrices, has been extended to a multi-terminal setting (MAMP algorithm). It has been…

Information Theory · Computer Science 2014-01-14 Saeid Haghighatshoar