Rigorous Dynamics of Expectation-Propagation-Based Signal Recovery from Unitarily Invariant Measurements

Abstract

This paper investigates sparse signal recovery based on expectation propagation (EP) from unitarily invariant measurements. A rigorous analysis is presented for the state evolution (SE) of an EP-based message-passing algorithm in the large system limit, where both input and output dimensions tend to infinity at an identical speed. The main result is the justification of an SE formula conjectured by Ma and Ping.

Accepted for presentation at ISIT2017. A short version of arXiv:1701.05284

References in corpus (4)

• Expectation Propagation for approximate Bayesian inference
• Turbo Compressed Sensing with Partial DFT Sensing Matrix
• Analysis of CDMA systems that are characterized by eigenvalue spectrum
• The Mutual Information in Random Linear Estimation

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