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math.ST2024
Unifying AMP Algorithms for Rotationally-Invariant Models
Songbin Liu, Junjie Ma
This paper presents a unified framework for constructing Approximate Message Passing (AMP) algorithms for rotationally-invariant models. By employing a general iterative algorithm…
math.ST2024
Optimality of Approximate Message Passing Algorithms for Spiked Matrix Models with Rotationally Invariant Noise
Rishabh Dudeja, Songbin Liu, Junjie Ma
We study the problem of estimating a rank one signal matrix from an observed matrix generated by corrupting the signal with additive rotationally invariant noise. We develop a new…