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math.ST2023
Approximate message passing from random initialization with applications to synchronization
Gen Li, Wei Fan, Yuting Wei
This paper is concerned with the problem of reconstructing an unknown rank-one matrix with prior structural information from noisy observations. While computing the Bayes-optimal e…
math.ST2022★ 11 cited
A Non-Asymptotic Framework for Approximate Message Passing in Spiked Models
Gen Li, Yuting Wei
Approximate message passing (AMP) emerges as an effective iterative paradigm for solving high-dimensional statistical problems. However, prior AMP theory -- which focused mostly on…