3 papers
math.ST2025
On Universality of Non-Separable Approximate Message Passing Algorithms
Max Lovig, Tianhao Wang, Zhou Fan
Mean-field characterizations of first-order iterative algorithms -- including Approximate Message Passing (AMP), stochastic and proximal gradient descent, and Langevin diffusions -…
math.PR2024
Universality of Approximate Message Passing algorithms and tensor networks
Tianhao Wang, Xinyi Zhong, Zhou Fan
Approximate Message Passing (AMP) algorithms provide a valuable tool for studying mean-field approximations and dynamics in a variety of applications. Although these algorithms are…
math.ST2024
Approximate Message Passing for orthogonally invariant ensembles: Multivariate non-linearities and spectral initialization
Xinyi Zhong, Tianhao Wang, Zhou Fan
We study a class of Approximate Message Passing (AMP) algorithms for symmetric and rectangular spiked random matrix models with orthogonally invariant noise. The AMP iterates have…