Title
Plug-in Estimation in High-Dimensional Linear Inverse Problems: A Rigorous Analysis.
Abstract
Estimating a vector xfrom noisy linear measurements Ax+woften requires use of prior knowledge or structural constraints on xfor accurate reconstruction. Several recent works have considered combining linear least-squares estimation with a generic or plug-indenoiser function that can be designed in a modular manner based on the prior knowledge about x. While these methods have shown excellent performance, it has been difficult to obtain rigorous performance guarantees. This work considers plug-in denoising combined with the recently-developed Vector Approximate Message Passing (VAMP) algorithm, which is itself derived via Expectation Propagation techniques. It shown that the mean squared error of thisplug-in VAMP can be exactly predicted for a large class of high-dimensional random Abfand denoisers. The method is illustrated in image reconstruction and parametric bilinear estimation.
Year
Venue
Keywords
2018
NeurIPS
expectation propagation,mean squared error,structural constraints,image reconstruction,the method
DocType
Volume
Citations 
Conference
abs/1806.10466
4
PageRank 
References 
Authors
0.38
0
4
Name
Order
Citations
PageRank
Alyson K. Fletcher155241.10
Sundeep Rangan23101163.90
Subrata Sarkar372.78
Philip Schniter4162093.74