Related papers: Approximate Message Passing for general non-Symmet…
High-dimensional time series appear in many scientific setups, demanding a nuanced approach to model and analyze the underlying dependence structure. Theoretical advancements so far often rely on stringent assumptions regarding the sparsity…
We study optimal estimation for sparse principal component analysis when the number of non-zero elements is small but on the same order as the dimension of the data. We employ approximate message passing (AMP) algorithm and its state…
This paper studies asynchronous message passing (AMP), a new paradigm for applying neural network based learning to graphs. Existing graph neural networks use the synchronous distributed computing model and aggregate their neighbors in each…
Optimal data detection in multiple-input multiple-output (MIMO) communication systems with a large number of antennas at both ends of the wireless link entails prohibitive computational complexity. In order to reduce the computational…
With a unified belief propagation (BP) and mean field (MF) framework, we propose an iterative message passing receiver, which performs joint channel state and noise precision (the reciprocal of noise variance) estimation and decoding for…
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…
SLOPE is a relatively new convex optimization procedure for high-dimensional linear regression via the sorted l1 penalty: the larger the rank of the fitted coefficient, the larger the penalty. This non-separable penalty renders many…
We study compressed sensing (CS) signal reconstruction problems where an input signal is measured via matrix multiplication under additive white Gaussian noise. Our signals are assumed to be stationary and ergodic, but the input statistics…
Generalized Linear Models (GLMs), where a random vector $\mathbf{x}$ is observed through a noisy, possibly nonlinear, function of a linear transform $\mathbf{z}=\mathbf{Ax}$ arise in a range of applications in nonlinear filtering and…
In this paper we consider the generalized approximate message passing (GAMP) algorithm for recovering a sparse signal from modulo samples of randomized projections of the unknown signal. The modulo samples are obtained by a self-reset (SR)…
In this paper, we present structured message passing (SMP), a unifying framework for approximate inference algorithms that take advantage of structured representations such as algebraic decision diagrams and sparse hash tables. These…
Maximum a posteriori (MAP) inference is a fundamental computational paradigm for statistical inference. In the setting of graphical models, MAP inference entails solving a combinatorial optimization problem to find the most likely…
We show how the notion of message passing can be used to streamline the algebra and computer coding for fast approximate inference in large Bayesian semiparametric regression models. In particular, this approach is amenable to handling…
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.…
Heuristic tools from statistical physics have been used in the past to locate the phase transitions and compute the optimal learning and generalization errors in the teacher-student scenario in multi-layer neural networks. In this…
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.…
Approximate Message Passing (AMP) type algorithms are widely used for signal recovery in high-dimensional noisy linear systems. Recently, a principle called Memory AMP (MAMP) was proposed. Leveraging this principle, the gradient descent…
We consider the problem of parameter estimation from a generalized linear model with a random design matrix that is orthogonally invariant in law. Such a model allows the design have an arbitrary distribution of singular values and only…
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…
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…