Bilinear Recovery using Adaptive Vector-AMP
arXiv:1809.00024 · doi:10.1109/TSP.2019.2916100
Abstract
We consider the problem of jointly recovering the vector and the matrix from noisy measurements , where is a known affine linear function of (i.e., with known matrices ). This problem has applications in matrix completion, robust PCA, dictionary learning, self-calibration, blind deconvolution, joint-channel/symbol estimation, compressive sensing with matrix uncertainty, and many other tasks. To solve this bilinear recovery problem, we propose the Bilinear Adaptive Vector Approximate Message Passing (BAd-VAMP) algorithm. We demonstrate numerically that the proposed approach is competitive with other state-of-the-art approaches to bilinear recovery, including lifted VAMP and Bilinear GAMP.
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