Adaptive damping and mean removal for the generalized approximate message passing algorithm

Jeremy Vila, Philip Schniter, Sundeep Rangan, Florent Krzakala, Lenka Zdeborova

Research output: Chapter in Book/Report/Conference proceedingConference contribution

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.

Original languageEnglish (US)
Title of host publication2015 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2015 - Proceedings
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages2021-2025
Number of pages5
Volume2015-August
ISBN (Print)9781467369978
DOIs
Publication statusPublished - Aug 4 2015
Event40th IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2015 - Brisbane, Australia
Duration: Apr 19 2014Apr 24 2014

Other

Other40th IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2015
CountryAustralia
CityBrisbane
Period4/19/144/24/14

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Keywords

  • Approximate message passing
  • belief propagation
  • compressed sensing

ASJC Scopus subject areas

  • Signal Processing
  • Software
  • Electrical and Electronic Engineering

Cite this

Vila, J., Schniter, P., Rangan, S., Krzakala, F., & Zdeborova, L. (2015). Adaptive damping and mean removal for the generalized approximate message passing algorithm. In 2015 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2015 - Proceedings (Vol. 2015-August, pp. 2021-2025). [7178325] Institute of Electrical and Electronics Engineers Inc.. https://doi.org/10.1109/ICASSP.2015.7178325