Related papers: Information-theoretic limits and approximate messa…
Phase retrieval refers to the problem of recovering a high-dimensional vector $\boldsymbol{x} \in \mathbb{C}^N$ from the magnitude of its linear transform $\boldsymbol{z} = A \boldsymbol{x}$, observed through a noisy channel. To improve the…
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 that can be used for efficiently solving such…
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…
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…
We consider the estimation of a signal from the knowledge of its noisy linear random Gaussian projections. A few examples where this problem is relevant are compressed sensing, sparse superposition codes, and code division multiple access.…
Sparse linear regression is a central problem in high-dimensional statistics. We study the correlated random design setting, where the covariates are drawn from a multivariate Gaussian $N(0,\Sigma)$, and we seek an estimator with small…
The objective of transfer learning is to enhance estimation and inference in a target data by leveraging knowledge gained from additional sources. Recent studies have explored transfer learning for independent observations in complex,…
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…
To model modern large-scale datasets, we need efficient algorithms to infer a set of $P$ unknown model parameters from $N$ noisy measurements. What are fundamental limits on the accuracy of parameter inference, given finite signal-to-noise…
We consider the problem of localizing change points in a generalized linear model (GLM), a model that covers many widely studied problems in statistical learning including linear, logistic, and rectified linear regression. We propose a…
Approximate message passing (AMP) algorithms break a (high-dimensional) statistical problem into parts then repeatedly solve each part in turn, akin to alternating projections. A distinguishing feature is their asymptotic behaviours can be…
In this paper, we consider a general form of noisy compressive sensing (CS) where the sensing matrix is not precisely known. Such cases exist when there are imperfections or unknown calibration parameters during the measurement process.…
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…
Resampling techniques are widely used in statistical inference and ensemble learning, in which estimators' statistical properties are essential. However, existing methods are computationally demanding, because repetitions of…
Motivated by the recent interest in approximate message passing (AMP) for matrix-valued linear observations with superposition of \emph{multiple statistically asymmetric signal sources}, we introduce a multi-source AMP framework in which…
Vector autoregressive (VAR) models are popularly adopted for modelling high-dimensional time series, and their piecewise extensions allow for structural changes in the data. In VAR modelling, the number of parameters grow quadratically with…
High-dimensional vector autoregressive (VAR) models are important tools for the analysis of multivariate time series. This paper focuses on high-dimensional time series and on the different regularized estimation procedures proposed for…
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…
We consider the problem of recovering two-dimensional (2-D) block-sparse signals with \emph{unknown} cluster patterns. Two-dimensional block-sparse patterns arise naturally in many practical applications such as foreground detection and…
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…