REVIEW 3 cited by
A Concise Tutorial on Approximate Message Passing
Not yet reviewed by Pith; the record is open.
This paper has not been read by Pith yet. Machine review is queued; the pith claim, tier, and objections will appear here once it completes.
SPECIMEN: schema-true, not a live event
T0 review · schema-true
One-sentence machine reading of the paper's core claim.
pith:XXXXXXXX · record.json · timestamp
read the original abstract
High-dimensional signal recovery of standard linear regression is a key challenge in many engineering fields, such as, communications, compressed sensing, and image processing. The approximate message passing (AMP) algorithm proposed by Donoho \textit{et al} is a computational efficient method to such problems, which can attain Bayes-optimal performance in independent identical distributed (IID) sub-Gaussian random matrices region. A significant feature of AMP is that the dynamical behavior of AMP can be fully predicted by a scalar equation termed station evolution (SE). Although AMP is optimal in IID sub-Gaussian random matrices, AMP may fail to converge when measurement matrix is beyond IID sub-Gaussian. To extend the region of random measurement matrix, an expectation propagation (EP)-related algorithm orthogonal AMP (OAMP) was proposed, which shares the same algorithm with EP, expectation consistent (EC), and vector AMP (VAMP). This paper aims at giving a review for those algorithms. We begin with the worst case, i.e., least absolute shrinkage and selection operator (LASSO) inference problem, and then give the detailed derivation of AMP derived from message passing. Also, in the Bayes-optimal setting, we give the Bayes-optimal AMP which has a slight difference from AMP for LASSO. In addition, we review some AMP-related algorithms: OAMP, VAMP, and Memory AMP (MAMP), which can be applied to more general random matrices.
Forward citations
Cited by 3 Pith papers
-
Scaling Laws and Spectra of Shallow Neural Networks in the Feature Learning Regime
For diagonal and quadratic two-layer networks, training maps to LASSO and matrix compressed sensing, yielding a full phase diagram of excess-risk scaling exponents and a spectral characterization of the trained weights.
-
Learned Off-Grid Imager for Low-Altitude Economy with Cooperative ISAC Network
A physics-embedded neural network, fed with matched-filter images from a cooperative ISAC network, detects off-grid drones at a simulated 97.55% detection rate.
-
Computational Complexity of Statistics: New Insights from Low-Degree Polynomials
A survey of the low-degree polynomial framework for predicting statistical-computational gaps, covering definitions, evidence, connections to other methods, and open problems.
Discussion (0). Continue with ORCID to comment.