Message Passing Algorithms for Compressed Sensing
arXiv:0907.3574 · doi:10.1073/pnas.0909892106
Abstract
Compressed sensing aims to undersample certain high-dimensional signals, yet accurately reconstruct them by exploiting signal characteristics. Accurate reconstruction is possible when the object to be recovered is sufficiently sparse in a known basis. Currently, the best known sparsity-undersampling tradeoff is achieved when reconstructing by convex optimization -- which is expensive in important large-scale applications. Fast iterative thresholding algorithms have been intensively studied as alternatives to convex optimization for large-scale problems. Unfortunately known fast algorithms offer substantially worse sparsity-undersampling tradeoffs than convex optimization. We introduce a simple costless modification to iterative thresholding making the sparsity-undersampling tradeoff of the new algorithms equivalent to that of the corresponding convex optimization procedures. The new iterative-thresholding algorithms are inspired by belief propagation in graphical models. Our empirical measurements of the sparsity-undersampling tradeoff for the new algorithms agree with theoretical calculations. We show that a state evolution formalism correctly derives the true sparsity-undersampling tradeoff. There is a surprising agreement between earlier calculations based on random convex polytopes and this new, apparently very different theoretical formalism.
6 pages paper + 9 pages supplementary information, 13 eps figure. Submitted to Proc. Natl. Acad. Sci. USA
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- Jointly Sparse Signal Recovery and Support Recovery via Deep Learning with Applications in MIMO-based Grant-Free Random Access
- Vector Approximate Message Passing Algorithm for Structured Perturbed Sensing Matrix
- Regularization by Denoising: Clarifications and New Interpretations
- A Unified Framework of State Evolution for Message-Passing Algorithms
- Online unsupervised deep unfolding for MIMO channel estimation
- An adaptive shortest-solution guided decimation approach to sparse high-dimensional linear regression
- Scalable Deep Compressive Sensing
- Structure Adaptive Elastic-Net
- The planted XY model: thermodynamics and inference
- Generalized Approximate Survey Propagation for High-Dimensional Estimation
- An Overview of Multi-Processor Approximate Message Passing
- Asymptotic MMSE Analysis Under Sparse Representation Modeling
- Generalization Error of Generalized Linear Models in High Dimensions
- Optimization of the Belief-Propagation Algorithm for Distributed Detection by Linear Data-Fusion Techniques
- Sparse Message Passing Based Preamble Estimation for Crowded M2M Communications
- Belief Propagation Methods for Intercell Interference Coordination
- Bilinear Sequence Regression: A Model for Learning from Long Sequences of High-dimensional Tokens
- Approximate Message Passing in Coded Aperture Snapshot Spectral Imaging
- Estimation for High-Dimensional Multi-Layer Generalized Linear Model -- Part I: The Exact MMSE Estimator
- Analysis of Approximate Message Passing with a Class of Non-Separable Denoisers
- Towards a better compressed sensing
- On Massive IoT Connectivity with Temporally-Correlated User Activity
- The Limiting Poisson Law of Massive MIMO Detection with Box Relaxation
- Optimal Number of Measurements in a Linear System with Quadratically Decreasing SNR
- Wiener Filters in Gaussian Mixture Signal Estimation with Infinity-Norm Error
- Multiprocessor Approximate Message Passing with Column-Wise Partitioning
- Learning Cluster Structured Sparsity by Reweighting
- Modified Hard Thresholding Pursuit with Regularization Assisted Support Identification
- Fully Convolutional Measurement Network for Compressive Sensing Image Reconstruction
- Sparsity/Undersampling Tradeoffs in Anisotropic Undersampling, with Applications in MR Imaging/Spectroscopy
- Blind calibration for compressed sensing: State evolution and an online algorithm
- Optimization for Compressed Sensing: the Simplex Method and Kronecker Sparsification
- Asymptotic Performance Prediction for ADMM-Based Compressed Sensing
- Scalable Uplink Signal Detection in C-RANs via Randomized Gaussian Message Passing
- Analysis of Sparse Representations Using Bi-Orthogonal Dictionaries
- Blind Signal Detection in Massive MIMO: Exploiting the Channel Sparsity
- Message Passing in C-RAN: Joint User Activity and Signal Detection
- Multi-Level Error-Resilient Neural Networks with Learning
- A Novel Sum-Product Detection Algorithm for Faster-than-Nyquist Signaling: A Deep Learning Approach
- Feature-Aided Adaptive-Tuning Deep Learning for Massive Device Detection
- Bayes-Optimal Convolutional AMP
- Deep-Learned Approximate Message Passing for Asynchronous Massive Connectivity
- Minimum Complexity Pursuit for Universal Compressed Sensing
- Orthogonal Sparse Superposition Codes for Ultra-Reliable Low-Latency Communications
- Block Compressed Sensing Based Distributed Device Detection for M2M Communications
- Replicated Vector Approximate Message Passing For Resampling Problem
- Mismatched Estimation in Large Linear Systems
- Bernoulli-Gaussian Approximate Message-Passing Algorithm for Compressed Sensing with 1D-Finite-Difference Sparsity
- The phase diagram of compressed sensing with -norm regularization
- Semi-Blind Channel-and-Signal Estimation for Uplink Massive MIMO With Channel Sparsity
- A Survey on Nonconvex Regularization Based Sparse and Low-Rank Recovery in Signal Processing, Statistics, and Machine Learning
- PIPO-Net: A Penalty-based Independent Parameters Optimization Deep Unfolding Network
- CS-VQA: Visual Question Answering with Compressively Sensed Images
- Fast Fourier-Based Generation of the Compression Matrix for Deterministic Compressed Sensing
- Accelerating Cross-Validation in Multinomial Logistic Regression with -Regularization
- A Covariance-based User Activity Detection and Channel Estimation Approach with Novel Pilot Design
- Decision Triggered Data Transmission and Collection in Industrial Internet of Things
- Distributed Video Adaptive Block Compressive Sensing
- Low noise sensitivity analysis of Lq-minimization in oversampled systems
- Generating Functional Analysis for Iterative CDMA Multiuser Detectors
- Precise Performance Analysis of the LASSO under Matrix Uncertainties
- Algorithm Unfolding for Block-sparse and MMV Problems with Reduced Training Overhead
- An Analysis of State Evolution for Approximate Message Passing with Side Information
- Belief-propagation-based joint channel estimation and decoding for spectrally efficient communication over unknown sparse channels
- Gaussian Message Passing for Overloaded Massive MIMO-NOMA
- Generalized Approximate Message Passing for Massive MIMO mmWave Channel Estimation with Laplacian Prior
- Random Access for Massive Machine-Type Communications
- Deep Learning Assisted User Identification in Massive Machine-Type Communications
- Precise Error Rates for Computationally Efficient Testing
- Meta Learning-based MIMO Detectors: Design, Simulation, and Experimental Test
- Sparse linear regression -- CLuP achieves the ideal \emph{exact} ML
- VLSI Friendly Framework for Scalable Video Coding based on Compressed Sensing
- Sparse Functional Identification of Complex Cells from Spike Times and the Decoding of Visual Stimuli
- Sparse Vector Recovery: Bernoulli-Gaussian Message Passing
- Analysis of Approximate Message Passing with Non-Separable Denoisers and Markov Random Field Priors
- AMPA-Net: Optimization-Inspired Attention Neural Network for Deep Compressed Sensing
- Nonlinear Function Estimation with Empirical Bayes and Approximate Message Passing
- VLSI Design of a Nonparametric Equalizer for Massive MU-MIMO
- An Approach to Complex Bayesian-optimal Approximate Message Passing
- Optimizing Binary Symptom Checkers via Approximate Message Passing
- Replica Analysis for Generalized Linear Regression with IID Row Prior
- Sharp global convergence guarantees for iterative nonconvex optimization: A Gaussian process perspective
- Structured sublinear compressive sensing via belief propagation
- Compressed Coding, AMP Based Decoding and Analog Spatial Coupling
- Universality of Approximate Message Passing Algorithms
- The Sampling Rate-Distortion Tradeoff for Sparsity Pattern Recovery in Compressed Sensing
- On the Minimax Risk of Dictionary Learning
- Rigorous State Evolution Analysis for Approximate Message Passing with Side Information
- Random linear systems with sparse solutions -- asymptotics and large deviations
- Efficient Minimization Algorithms for Compressive Sensing Based on Proximity Operator
- Symbol Detection for Massive MIMO AF Relays Using Approximate Bayesian Inference
- Box constrained optimization in random linear systems -- finite dimensions
- Box constrained optimization in random linear systems -- asymptotics
- Random linear under-determined systems with block-sparse solutions -- asymptotics, large deviations, and finite dimensions
- Partial optimization in random linear systems -- phase transitions and large deviations
- Compressed sensing and optimal denoising of monotone signals
- Planted matching problems on random hypergraphs
- Power Allocation in Compressed Sensing of Non-uniformly Sparse Signals
- Algebra of L-banded Matrices
- Insense: Incoherent Sensor Selection for Sparse Signals
- Denoising-based Turbo Compressed Sensing
- The Complete Lasso Tradeoff Diagram
- Efficient and Robust Recovery of Sparse Signal and Image Using Generalized Nonconvex Regularization
- Design and Analysis of a Greedy Pursuit for Distributed Compressed Sensing
- On Compressive Sensing in Coding Problems: A Rigorous Approach
- A Bayesian approach to sparse channel estimation in OFDM systems
- A Signal Processor for Gaussian Message Passing
- Bipartite Graph based Construction of Compressed Sensing Matrices
- Local Convergence of an AMP Variant to the LASSO Solution in Finite Dimensions
- Expectation propagation on the diluted Bayesian classifier
- SPARC-LDPC Coding for MIMO Massive Unsourced Random Access
- SUREMap: Predicting Uncertainty in CNN-based Image Reconstruction Using Stein's Unbiased Risk Estimate
- Universally Elevating the Phase Transition Performance of Compressed Sensing: Non-Isometric Matrices are Not Necessarily Bad Matrices
- Verification-Based Interval-Passing Algorithm for Compressed Sensing
- Many-User Multiple Access with Random User Activity: Achievability Bounds and Efficient Schemes
- Linear under-determined systems with sparse solutions: Redirecting a challenge?
- Fundamental limits and algorithms for sparse linear regression with sublinear sparsity
- On Simplicity and Complexity in the Brave New World of Large-Scale Neuroscience
- From compression to compressed sensing
- LASSO risk and phase transition under dependence
- Symbol Detection for Coarsely Quantized OTFS
- Optimal thresholds and algorithms for a model of multi-modal learning in high dimensions
- Characterizing the SLOPE Trade-off: A Variational Perspective and the Donoho-Tanner Limit
- Contact Tracing Information Improves the Performance of Group Testing Algorithms
- Subsampling at Information Theoretically Optimal Rates
- Asymptotic Statistical Analysis of Sparse Group LASSO via Approximate Message Passing Algorithm
- Towards Designing Optimal Sensing Matrices for Generalized Linear Inverse Problems
- Linear Operator Approximate Message Passing (OpAMP)
- Signal reconstruction in linear mixing systems with different error metrics
- Exact Sparse Recovery with L0 Projections
- Message Passing Algorithm for Distributed Downlink Regularized Zero-forcing Beamforming with Cooperative Base Stations
- Mixture Gaussian Signal Estimation with L_infty Error Metric
- JR2net: A Joint Non-Linear Representation and Recovery Network for Compressive Spectral Imaging
- RLS Recovery with Asymmetric Penalty: Fundamental Limits and Algorithmic Approaches