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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…

Information Theory · Computer Science 2024-07-19 Lei Liu , Ming Wang , Shufeng Li , Yuhao Chi , Ning Wei , ZhaoYang Zhang

Designing efficient sparse recovery algorithms that could handle noisy quantized measurements is important in a variety of applications -- from radar to source localization, spectrum sensing and wireless networking. We take advantage of the…

Signal Processing · Electrical Eng. & Systems 2022-05-24 Shuai Huang , Deqiang Qiu , Trac D. Tran

We consider the estimation of an i.i.d. (possibly non-Gaussian) vector $\xbf \in \R^n$ from measurements $\ybf \in \R^m$ obtained by a general cascade model consisting of a known linear transform followed by a probabilistic componentwise…

Information Theory · Computer Science 2012-12-04 Ulugbek S. Kamilov , Sundeep Rangan , Alyson K. Fletcher , Michael Unser

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

Distributed optimization is a fundamental framework for collaborative inference and decision making in decentralized multi-agent systems. The operation is modeled as the joint minimization of a shared objective which typically depends on…

Optimization and Control · Mathematics 2024-08-21 Yoav Noah , Nir Shlezinger

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) 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…

Information Theory · Computer Science 2022-04-20 Cédric Gerbelot , Raphaël Berthier

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…

Statistics Theory · Mathematics 2021-05-11 Oliver Y. Feng , Ramji Venkataramanan , Cynthia Rush , Richard J. Samworth

Generalised approximate message passing (GAMP) is an approximate Bayesian estimation algorithm for signals observed through a linear transform with a possibly non-linear subsequent measurement model. By leveraging prior information about…

Signal Processing · Electrical Eng. & Systems 2018-12-05 Christian Schou Oxvig , Thomas Arildsen

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…

Signal Processing · Electrical Eng. & Systems 2020-09-08 Charles Millard , Aaron T Hess , Boris Mailhé , Jared Tanner

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

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…

Information Theory · Computer Science 2019-05-07 Hangjin Liu , Cynthia Rush , Dror Baron

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…

Information Theory · Computer Science 2022-04-26 Keigo Takeuchi

Vector Approximate Message Passing (VAMP) provides the means of solving a linear inverse problem in a Bayes-optimal way assuming the measurement operator is sufficiently random. However, VAMP requires implementing the linear minimum mean…

Information Theory · Computer Science 2022-06-23 Nikolajs Skuratovs , Mike E. Davies

The Approximate Message Passing (AMP) algorithm efficiently reconstructs signals which have been sampled with large i.i.d. sub-Gaussian sensing matrices. Central to AMP is its "state evolution", which guarantees that the difference between…

Signal Processing · Electrical Eng. & Systems 2020-09-08 Charles Millard , Aaron T Hess , Boris Mailhé , Jared Tanner

We introduce the bilinear generalized vector approximate message passing (BiG-VAMP) algorithm which jointly recovers two matrices U and V from their noisy product through a probabilistic observation model. BiG-VAMP provides computationally…

Information Theory · Computer Science 2020-09-16 Mohamed Akrout , Anis Housseini , Faouzi Bellili , Amine Mezghani

We propose an orthogonal approximate message passing (OAMP) algorithm for signal estimation in the rectangular spiked matrix model with general rotationally invariant (RI) noise. We establish a rigorous state evolution that precisely…

Information Theory · Computer Science 2025-12-23 Haohua Chen , Songbin Liu , Junjie Ma

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

With a unified belief propagation (BP) and mean field (MF) framework, we propose an iterative message passing receiver, which performs joint channel state and noise precision (the reciprocal of noise variance) estimation and decoding for…

Information Theory · Computer Science 2017-11-13 Zhengdao Yuan , Chuanzong Zhang , Zhongyong Wang , Qinghua Guo , Sheng Wu , and Xingye Wang

X-ray Computed Tomography (CT) reconstruction from a sparse number of views is a useful way to reduce either the radiation dose or the acquisition time, for example in fixed-gantry CT systems, however this results in an ill-posed inverse…

Data Structures and Algorithms · Computer Science 2020-11-04 Alessandro Perelli , Michael Lexa , Ali Can , Mike E. Davies