Related papers: Multi-Source Approximate Message Passing with Rand…
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…
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) is an algorithmic framework for solving linear inverse problems from noisy measurements, with exciting applications such as reconstructing images, audio, hyper spectral images, and various other signals,…
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…
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…
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…
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…
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…
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…
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,…
Approximate message passing (AMP) is a low-cost iterative parameter-estimation technique for certain high-dimensional linear systems with non-Gaussian distributions. However, AMP only applies to independent identically distributed (IID)…
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…
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…
Characterizing the distribution of high-dimensional statistical estimators is a challenging task, due to the breakdown of classical asymptotic theory in high dimension. This paper makes progress towards this by developing non-asymptotic…
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…
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…
We give a fast, spectral procedure for implementing approximate-message passing (AMP) algorithms robustly. For any quadratic optimization problem over symmetric matrices $X$ with independent subgaussian entries, and any separable AMP…
This paper is concerned with the problem of reconstructing an unknown rank-one matrix with prior structural information from noisy observations. While computing the Bayes-optimal estimator seems intractable in general due to its nonconvex…
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…
Vector approximate message passing (VAMP) is an efficient approximate inference algorithm used for generalized linear models. Although VAMP exhibits excellent performance, particularly when measurement matrices are sampled from rotationally…