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Generalized Vector Approximate Message Passing (GVAMP) is an efficient iterative algorithm for approximately minimum-mean-squared-error estimation of a random vector $\mathbf{x}\sim p_{\mathbf{x}}(\mathbf{x})$ from generalized linear…

Information Theory · Computer Science 2018-06-27 Christopher A. Metzler , Philip Schniter , Richard G. Baraniuk

Stochastic gradient descent type methods are ubiquitous in machine learning, but they are only applicable to the optimization of differentiable functions. Proximal algorithms are more general and applicable to nonsmooth functions. We…

Optimization and Control · Mathematics 2025-05-20 Laurent Condat , Elnur Gasanov , Peter Richtárik

We establish non-asymptotic bounds on the finite-sample behavior of generalized first-order iterative algorithms -- including gradient-based optimization methods and approximate message passing (AMP) -- with Gaussian data matrices and…

Machine Learning · Statistics 2025-08-15 Galen Reeves

We study the compressed sensing reconstruction problem for a broad class of random, band-diagonal sensing matrices. This construction is inspired by the idea of spatial coupling in coding theory. As demonstrated heuristically and…

Information Theory · Computer Science 2015-03-19 David L. Donoho , Adel Javanmard , Andrea Montanari

The Message-Passing Approach (MPA) is the state-of-the-art technique to obtain quasi-analytical predictions for percolation on real complex networks. Besides being intuitive and straightforward, it has the advantage of being mathematically…

Physics and Society · Physics 2019-06-26 Antoine Allard , Laurent Hébert-Dufresne

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…

Computation · Statistics 2024-10-10 Hajime Ueda , Shun Katakami , Masato Okada

We consider the algorithmic problem of finding a near ground state (near optimal solution) of a $p$-spin model. We show that for a class of algorithms broadly defined as Approximate Message Passing (AMP), the presence of the Overlap Gap…

Probability · Mathematics 2019-11-27 David Gamarnik , Aukosh Jagannath

In this paper, we investigate the joint device activity and data detection in massive machine-type communications (mMTC) with a one-phase non-coherent scheme, where data bits are embedded in the pilot sequences and the base station…

Information Theory · Computer Science 2023-01-03 Zhe Ma , Wen Wu , Feifei Gao , Xuemin , Shen

We study the problem of estimating a rank one signal matrix from an observed matrix generated by corrupting the signal with additive rotationally invariant noise. We develop a new class of approximate message-passing algorithms for this…

Statistics Theory · Mathematics 2025-09-09 Rishabh Dudeja , Songbin Liu , Junjie Ma

We propose an estimator of prediction error using an approximate message passing (AMP) algorithm that can be applied to a broad range of sparse penalties. Following Stein's lemma, the estimator of the generalized degrees of freedom, which…

Machine Learning · Statistics 2018-08-01 Ayaka Sakata

In this paper we develop proximal methods for statistical learning. Proximal point algorithms are useful in statistics and machine learning for obtaining optimization solutions for composite functions. Our approach exploits closed-form…

Machine Learning · Statistics 2015-06-02 Nicholas G. Polson , James G. Scott , Brandon T. Willard

We propose a novel algorithm for compressive imaging that exploits both the sparsity and persistence across scales found in the 2D wavelet transform coefficients of natural images. Like other recent works, we model wavelet structure using a…

Computer Vision and Pattern Recognition · Computer Science 2015-05-30 Subhojit Som , Philip Schniter

Understanding efficiency in high dimensional linear models is a longstanding problem of interest. Classical work with smaller dimensional problems dating back to Huber and Bickel has illustrated the benefits of efficient loss functions.…

Statistics Theory · Mathematics 2017-08-16 Jelena Bradic

In integrated sensing and communication (ISAC) networks, multiple base stations (BSs) collaboratively sense a common target, leveraging diversity from multiple observation perspectives and joint signal processing to enhance sensing…

Signal Processing · Electrical Eng. & Systems 2026-02-10 Xiaohan Lv , Rang Liu , Yi Chen , Qian Liu , Ming Li

This paper introduces a random modulation technique that is decoupled from the channel matrix, allowing it to be applied to arbitrary norm-bounded and spectrally convergent channel matrices. The proposed random modulation constructs an…

Information Theory · Computer Science 2026-01-01 Lei Liu , Yuhao Chi , Shunqi Huang

Iterative information processing, either based on heuristics or analytical frameworks, has been shown to be a very powerful tool for the design of efficient, yet feasible, wireless receiver architectures. Within this context, algorithms…

We consider a class of nonlinear mappings $\mathsf{F}_{A,N}$ in $\mathbb{R}^N$ indexed by symmetric random matrices $A\in\mathbb{R}^{N\times N}$ with independent entries. Within spin glass theory, special cases of these mappings correspond…

Probability · Mathematics 2015-03-18 Mohsen Bayati , Marc Lelarge , Andrea Montanari

In this work we aim to solve the compressed sensing problem for the case of a complex unknown vector by utilizing the Bayesian-optimal structured signal approximate message passing (BOSSAMP) algorithm on the jointly sparse real and…

Information Theory · Computer Science 2015-11-30 Gabor Hannak , Martin Mayer , Gerald Matz , Norbert Goertz

Non-asymptotic theory of random matrices strives to investigate the spectral properties of random matrices, which are valid with high probability for matrices of a large fixed size. Results obtained in this framework find their applications…

Probability · Mathematics 2013-08-02 Mark Rudelson

A unified linear algebraic approach to adaptive signal processing (ASP) is presented. Starting from just Ax=b, key ASP algorithms are derived in a simple, systematic, and integrated manner without requiring any background knowledge to the…

Systems and Control · Computer Science 2015-04-24 Muhammad Ali Raza Anjum
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