Title
Adaptive Damping and Mean Removal for the Generalized Approximate Message Passing Algorithm.
Abstract
The generalized approximate message passing (GAMP) algorithm is an efficient method of MAP or approximate-MMSE estimation of x observed from a noisy version of the transform coefficients z = Ax. In fact, for large zero-mean i.i.d sub-Gaussian A, GAMP is characterized by a state evolution whose fixed points, when unique, are optimal. For generic A, however, GAMP may diverge. In this paper, we propose adaptive-damping and mean-removal strategies that aim to prevent divergence. Numerical results demonstrate significantly enhanced robustness to non-zero-mean, rank-deficient, column-correlated, and ill-conditioned A.
Year
DOI
Venue
2014
10.1109/ICASSP.2015.7178325
IEEE International Conference on Acoustics, Speech and SP
Keywords
Field
DocType
Gaussian distribution,least mean squares methods,message passing,GAMP algorithm,MAP estimation,adaptive damping,approximate-MMSE estimation,column-correlated A,generalized approximate message passing algorithm,ill-conditioned A,mean removal,nonzero-mean A,rank-deficient A,state evolution,transform coefficients,zero-mean i.i.d sub-Gaussian A,Approximate message passing,belief propagation,compressed sensing
Mathematical optimization,State evolution,Divergence,Computer science,Algorithm,Robustness (computer science),Fixed point,Additive white Gaussian noise,Compressed sensing,Message passing,Belief propagation
Journal
Volume
ISSN
Citations 
abs/1412.2005
Acoustics, Speech and Signal Processing (ICASSP), 2015 IEEE International Conference on Year: 2015 Pages: 2021 - 2025
34
PageRank 
References 
Authors
1.13
9
5
Name
Order
Citations
PageRank
Jeremy P. Vila11064.38
Philip Schniter2162093.74
Sundeep Rangan3351.49
Florent Krzakala497767.30
Lenka Zdeborová5119078.62