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We consider the problem of estimating an unknown parameter vector ${\boldsymbol \theta}\in{\mathbb R}^n$, given noisy observations ${\boldsymbol Y} = {\boldsymbol \theta}{\boldsymbol \theta}^{\top}/\sqrt{n}+{\boldsymbol Z}$ of the rank-one…

Statistics Theory · Mathematics 2024-10-11 Andrea Montanari , Alexander S. Wein

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

We develop a message-passing algorithm for noisy matrix completion problems based on matrix factorization. The algorithm is derived by approximating message distributions of belief propagation with Gaussian distributions that share the same…

Machine Learning · Statistics 2021-10-27 Koki Okajima , Yoshiyuki Kabashima

In wireless communication systems, Orthogonal Frequency-Division Multiplexing (OFDM) includes variants using either a cyclic prefix (CP) or a zero padding (ZP) as the guard interval to avoid inter-symbol interference. OFDM is ideally suited…

Signal Processing · Electrical Eng. & Systems 2020-08-18 Koosha Pourtahmasi Roshandeh , Mostafa Mohammadkarimi , Masoud Ardakani

We demonstrate a simple greedy algorithm that can reliably recover a d-dimensional vector v from incomplete and inaccurate measurements x. Here our measurement matrix is an N by d matrix with N much smaller than d. Our algorithm,…

Numerical Analysis · Mathematics 2007-12-11 Deanna Needell , Roman Vershynin

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

In this paper we present a new coherence-based performance guarantee for the Orthogonal Matching Pursuit (OMP) algorithm. A lower bound for the probability of correctly identifying the support of a sparse signal with additive white Gaussian…

Information Theory · Computer Science 2017-09-28 Ehsan Miandji , Mohammad Emadi , Jonas Unger , Ehsan Afshari

Approximate Message Passing (AMP), originally designed to solve high-dimensional linear inverse problems, has found broad applications in signal processing and statistical inference. Among its key variants, Vector Approximate Message…

Information Theory · Computer Science 2024-10-29 Qun Chen , Haochuan Zhang , Huimin Zhu

Future communication systems are anticipated to facilitate applications requiring high data transmission rates while maintaining energy efficiency. Hexagonal quadrature amplitude modulation (HQAM) offers this owing to its compact symbol…

Signal Processing · Electrical Eng. & Systems 2024-10-04 Sukhsagar , Nagendra Kumar , Vimal Bhatia

In Generalized Linear Estimation (GLE) problems, we seek to estimate a signal that is observed through a linear transform followed by a component-wise, possibly nonlinear and noisy, channel. In the Bayesian optimal setting, Generalized…

Disordered Systems and Neural Networks · Physics 2021-02-03 Luca Saglietti , Yue M. Lu , Carlo Lucibello

As a greedy algorithm to recover sparse signals from compressed measurements, orthogonal matching pursuit (OMP) algorithm has received much attention in recent years. In this paper, we introduce an extension of the OMP for pursuing…

Information Theory · Computer Science 2014-04-01 Jian Wang , Seokbeop Kwon , Byonghyo Shim

This paper proposes a fast approximate message-passing (AMP) algorithm for solving compressed sensing (CS) recovery problems with 1D-finite-difference sparsity in term of MMSE estimation. The proposed algorithm, named ssAMP-BGFD, is…

Information Theory · Computer Science 2015-09-07 Jaewook Kang , Hyoyoung Jung , Heung-No Lee , Kiseon Kim

We consider large-scale linear inverse problems in Bayesian settings. Our general approach follows a recent line of work that applies the approximate message passing (AMP) framework in multi-processor (MP) computational systems by storing…

Information Theory · Computer Science 2016-11-17 Junan Zhu , Ahmad Beirami , Dror Baron

Maximum a posteriori (MAP) inference in discrete-valued Markov random fields is a fundamental problem in machine learning that involves identifying the most likely configuration of random variables given a distribution. Due to the…

Machine Learning · Computer Science 2020-07-03 Jonathan N. Lee , Aldo Pacchiano , Peter Bartlett , Michael I. Jordan

Gradient-descent-based algorithms and their stochastic versions have widespread applications in machine learning and statistical inference. In this work we perform an analytic study of the performances of one of them, the Langevin…

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

The max-product algorithm, a local message-passing scheme that attempts to compute the most probable assignment (MAP) of a given probability distribution, has been successfully employed as a method of approximate inference for applications…

Information Theory · Computer Science 2014-01-07 Nicholas Ruozzi , Sekhar Tatikonda

Orthogonal Matching Pursuit (OMP) is the canonical greedy algorithm for sparse approximation. In this paper we demonstrate that the restricted isometry property (RIP) can be used for a very straightforward analysis of OMP. Our main…

Numerical Analysis · Mathematics 2009-09-02 Mark A. Davenport , Michael B. Wakin

This paper considers a discrete-valued signal estimation scheme based on a low-complexity Bayesian optimal message passing algorithm (MPA) for solving massive linear inverse problems under highly correlated measurements. Gaussian belief…

Signal Processing · Electrical Eng. & Systems 2024-11-14 Tomoharu Furudoi , Takumi Takahashi , Shinsuke Ibi , Hideki Ochiai

Radio orbital angular momentum (OAM) communications require accurate alignment between the transmit and receive beam directions. Accordingly, a key feature of OAM receivers is the ability to reliably estimate the angle of arrival (AoA) of…

Signal Processing · Electrical Eng. & Systems 2021-10-19 Wen-Xuan Long , Rui Chen , Marco Moretti , Jiandong Li
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