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The estimation of a random vector with independent components passed through a linear transform followed by a componentwise (possibly nonlinear) output map arises in a range of applications. Approximate message passing (AMP) methods, based…

Information Theory · Computer Science 2016-05-03 Sundeep Rangan , Philip Schniter , Erwin Riegler , Alyson Fletcher , Volkan Cevher

We propose regularized approximate message passing (RAMP), a low-complexity algorithm for discrete signal detection in overloaded multiple-input multiple-output (MIMO) systems where the number of transmit antennas exceeds the number of…

Signal Processing · Electrical Eng. & Systems 2026-04-07 Shreesal Shrestha , Getuar Rexhepi , Kuranage Roche Rayan Ranasinghe , Hyeon Seok Rou , Giuseppe Thadeu Freitas de Abreu

This paper presents a unified framework to understand the dynamics of message-passing algorithms in compressed sensing. State evolution is rigorously analyzed for a general error model that contains the error model of approximate…

Information Theory · Computer Science 2019-01-17 Keigo Takeuchi

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

The orthogonal-time-frequency-space (OTFS) modulation has emerged as a promising modulation scheme for high mobility wireless communications. To harvest the time and frequency diversity promised by OTFS, some promising detectors, especially…

Information Theory · Computer Science 2021-02-17 Zhengdao Yuan , Fei Liu , Weijie Yuan , Qinghua Guo , Zhongyong Wang , Jinhong Yuan

Approximate message passing (AMP) is an efficient iterative signal recovery algorithm for compressed sensing (CS). For sensing matrices with independent and identically distributed (i.i.d.) Gaussian entries, the behavior of AMP can be…

Information Theory · Computer Science 2016-10-20 Zhipeng Xue , Junjie Ma , Xiaojun Yuan

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,…

Information Theory · Computer Science 2009-11-24 David L. Donoho , Arian Maleki , Andrea Montanari

We study the problem of estimating a rank-$1$ signal in the presence of rotationally invariant noise-a class of perturbations more general than Gaussian noise. Principal Component Analysis (PCA) provides a natural estimator, and sharp…

Machine Learning · Statistics 2021-10-15 Marco Mondelli , Ramji Venkataramanan

We consider the problem of estimating a signal from measurements obtained via a generalized linear model. We focus on estimators based on approximate message passing (AMP), a family of iterative algorithms with many appealing features: the…

Machine Learning · Statistics 2021-02-18 Marco Mondelli , Ramji Venkataramanan

Multiple-Input Multiple-Output (MIMO) systems are essential for wireless communications. Sinceclassical algorithms for symbol detection in MIMO setups require large computational resourcesor provide poor results, data-driven algorithms are…

Information Theory · Computer Science 2023-03-15 Alexander Fuchs , Christian Knoll , Nima N. Moghadam , Alexey Pak Jinliang Huang , Erik Leitinger , Franz Pernkopf

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,…

Information Theory · Computer Science 2009-11-24 David L. Donoho , Arian Maleki , Andrea Montanari

We consider a class of approximated message passing (AMP) algorithms and characterize their high-dimensional behavior in terms of a suitable state evolution recursion. Our proof applies to Gaussian matrices with independent but not…

Probability · Mathematics 2013-01-01 Adel Javanmard , Andrea Montanari

Iterative thresholding algorithms are well-suited for high-dimensional problems in sparse recovery and compressive sensing. The performance of this class of algorithms depends heavily on the tuning of certain threshold parameters. In…

Information Theory · Computer Science 2013-11-04 Ali Mousavi , Arian Maleki , Richard G. Baraniuk

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

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…

Statistics Theory · Mathematics 2023-02-08 Gen Li , Wei Fan , Yuting Wei

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

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

In this paper, we study a spiked Wigner problem with an inhomogeneous noise profile. Our aim in this problem is to recover the signal passed through an inhomogeneous low-rank matrix channel. While the information-theoretic performances are…

Machine Learning · Statistics 2023-02-15 Aleksandr Pak , Justin Ko , Florent Krzakala

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

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