4 papers
Rigorous State Evolution Analysis for Approximate Message Passing with Side Information
Hangjin Liu, Cynthia Rush, Dror Baron
A common goal in many research areas is to reconstruct an unknown signal x from noisy linear measurements. Approximate message passing (AMP) is a class of low-complexity algorithms…
M-estimation in GARCH Models in the Absence of Higher-Order Moments
Marc Hallin, Hang Liu, Kanchan Mukherjee
We consider a class of M-estimators of the parameters of a GARCH (p,q) model. These estimators involve score functions and, for adequate choices of the score functions, are asympto…
Nonlinear Function Estimation with Empirical Bayes and Approximate Message Passing
Hangjin Liu, You, Zhou +2
Nonlinear function estimation is core to modern machine learning applications. In this paper, to perform nonlinear function estimation, we reduce a nonlinear inverse problem to a l…
An Analysis of State Evolution for Approximate Message Passing with Side Information
Hangjin Liu, Cynthia Rush, Dror Baron
A common goal in many research areas is to reconstruct an unknown signal x from noisy linear measurements. Approximate message passing (AMP) is a class of low-complexity algorithms…