S-AMP: Approximate Message Passing for General Matrix Ensembles

Burak Cakmak, Ole Winther, Bernard Henri Fleury

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38 Citationer (Scopus)
656 Downloads (Pure)

Abstrakt

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.
OriginalsprogEngelsk
TitelInformation Theory Workshop (ITW), 2014 IEEE
Antal sider5
ForlagIEEE Press
Publikationsdato2 nov. 2014
Sider192 - 196
ISBN (Elektronisk) 978-1-4799-5998-0
DOI
StatusUdgivet - 2 nov. 2014
Begivenhed2014 IEEE Information Theory Workshop - Hobart, Australien
Varighed: 2 nov. 20145 nov. 2014
Konferencens nummer: 32406

Konference

Konference2014 IEEE Information Theory Workshop
Nummer32406
LandAustralien
ByHobart
Periode02/11/201405/11/2014
NavnIEEE Information Theory Workshop
ISSN1662-9019

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