Abstract
We propose a novel iterative estimation algorithm for linear observation models called S-AMP. The fixed points of
S-AMP are the stationary points of the exact Gibbs free energy under a set of (first- and second-) moment consistency constraints
in the large system limit. S-AMP extends the approximate message-passing (AMP) algorithm to general matrix ensembles
with a well-defined large system size limit. The generalization is based on the S-transform (in free probability) of the spectrum
of the measurement matrix. Furthermore, we show that the optimality of S-AMP follows directly from its design rather than
from solving a separate optimization problem as done for AMP.
S-AMP are the stationary points of the exact Gibbs free energy under a set of (first- and second-) moment consistency constraints
in the large system limit. S-AMP extends the approximate message-passing (AMP) algorithm to general matrix ensembles
with a well-defined large system size limit. The generalization is based on the S-transform (in free probability) of the spectrum
of the measurement matrix. Furthermore, we show that the optimality of S-AMP follows directly from its design rather than
from solving a separate optimization problem as done for AMP.
| Originalsprog | Engelsk |
|---|---|
| Titel | Information Theory Workshop (ITW), 2014 IEEE |
| Antal sider | 5 |
| Forlag | IEEE Press |
| Publikationsdato | 2 nov. 2014 |
| Sider | 192 - 196 |
| ISBN (Elektronisk) | 978-1-4799-5998-0 |
| DOI | |
| Status | Udgivet - 2 nov. 2014 |
| Begivenhed | 2014 IEEE Information Theory Workshop - Hobart, Australien Varighed: 2 nov. 2014 → 5 nov. 2014 Konferencens nummer: 32406 |
Konference
| Konference | 2014 IEEE Information Theory Workshop |
|---|---|
| Nummer | 32406 |
| Land/Område | Australien |
| By | Hobart |
| Periode | 02/11/2014 → 05/11/2014 |
| Navn | IEEE Information Theory Workshop |
|---|---|
| ISSN | 1662-9019 |