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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

We introduce an iterative optimization scheme for convex objectives consisting of a linear loss and a non-separable penalty, based on the expectation-consistent approximation and the vector approximate message-passing (VAMP) algorithm.…

Machine Learning · Statistics 2018-09-18 Andre Manoel , Florent Krzakala , Gaël Varoquaux , Bertrand Thirion , Lenka Zdeborová

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…

Information Theory · Computer Science 2026-03-12 Sundeep Rangan , Alyson K. Fletcher , Vivek K. Goyal , Evan Byrne , Philip Schniter

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

Sparse Bayesian learning (SBL) can be implemented with low complexity based on the approximate message passing (AMP) algorithm. However, it does not work well for a generic measurement matrix, which may cause AMP to diverge. Damped AMP has…

Signal Processing · Electrical Eng. & Systems 2021-11-24 Man Luo , Qinghua Guo , Ming Jin , Yonina C. Eldar , Defeng , Huang , Xiangming Meng

When recovering a sparse signal from noisy compressive linear measurements, the distribution of the signal's non-zero coefficients can have a profound effect on recovery mean-squared error (MSE). If this distribution was apriori known, then…

Information Theory · Computer Science 2015-06-05 Jeremy P. Vila , Philip Schniter

In this work we propose a novel iterative estimation algorithm for linear observation systems called S-AMP whose fixed points are the stationary points of the exact Gibbs free energy under a set of (first- and second-) moment consistency…

Information Theory · Computer Science 2014-05-13 Burak Çakmak , Ole Winther , Bernard H. Fleury

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 a class of low-complexity, scalable algorithms for solving high-dimensional linear regression tasks where one wishes to recover an unknown signal from noisy, linear measurements. AMP is an iterative…

Information Theory · Computer Science 2019-08-27 Yanting Ma , Cynthia Rush , Dror Baron

In this paper, we extend the bilinear generalized approximate message passing (BiG-AMP) approach, originally proposed for high-dimensional generalized bilinear regression, to the multi-layer case for the handling of cascaded problem such as…

Information Theory · Computer Science 2021-09-08 Qiuyun Zou , Haochuan Zhang , Hongwen Yang

Compressed sensing (CS) deals with the problem of reconstructing a sparse vector from an under-determined set of observations. Approximate message passing (AMP) is a technique used in CS based on iterative thresholding and inspired by…

Signal Processing · Electrical Eng. & Systems 2019-07-12 Viktoria Schram , Ali Bereyhi , Jan-Nico Zaech , Ralf R. Müller , Wolfgang H. Gerstacker

We consider the problem of signal estimation in a generalized linear model (GLM). GLMs include many canonical problems in statistical estimation, such as linear regression, phase retrieval, and 1-bit compressed sensing. Recent work has…

Information Theory · Computer Science 2024-10-29 Pablo Pascual Cobo , Kuan Hsieh , Ramji Venkataramanan

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…

Information Theory · Computer Science 2017-01-25 Junjie Ma , Li Ping

In this paper, we study the compressed sensing reconstruction problem with generalized elastic net prior (GENP), where a sparse signal is sampled via a noisy underdetermined linear observation system, and an additional initial estimation of…

Information Theory · Computer Science 2015-02-19 Xing Wang , Jie Liang

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

Generalized approximate message passing (GAMP) is a computationally efficient algorithm for estimating an unknown signal $w_0\in\mathbb{R}^N$ from a random linear measurement $y= Xw_0 + \epsilon\in\mathbb{R}^M$, where…

Information Theory · Computer Science 2025-08-06 Takashi Takahashi

Deep generative priors are a powerful tool for reconstruction problems with complex data such as images and text. Inverse problems using such models require solving an inference problem of estimating the input and hidden units of the…

Information Theory · Computer Science 2019-03-05 Parthe Pandit , Mojtaba Sahraee , Sundeep Rangan , Alyson K. Fletcher

Visual and audio signals often coexist in natural environments, forming audio-visual events (AVEs). Given a video, we aim to localize video segments containing an AVE and identify its category. It is pivotal to learn the discriminative…

Computer Vision and Pattern Recognition · Computer Science 2022-11-21 Jinxing Zhou , Dan Guo , Meng Wang

This paper considers the massive connectivity problem in an asynchronous grant-free random access system, where a huge number of devices sporadically transmit data to a base station (BS) with imperfect synchronization. The goal is to design…

Information Theory · Computer Science 2021-01-05 Weifeng Zhu , Meixia Tao , Xiaojun Yuan , Yunfeng Guan

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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