Finite Sample Analysis of Approximate Message Passing Algorithms

Approximate message passing (AMP) refers to a class of efficient algorithms for statistical estimation in high-dimensional problems such as compressed sensing and low-rank matrix estimation. This paper analyzes the performance of AMP in the regime where the problem dimension is large but finite. For...

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Bibliographic Details
Published in:	IEEE transactions on information theory Vol. 64; no. 11; pp. 7264 - 7286
Main Authors:	Rush, Cynthia, Venkataramanan, Ramji
Format:	Journal Article
Language:	English
Published:	New York IEEE 01.11.2018 The Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subjects:	Algorithms Approximate message passing Approximation algorithms Asymptotic properties compressed sensing concentration inequalities Empirical analysis Estimation Evolution Iterative methods large deviations Linear matrix inequalities Message passing Noise measurement non-asymptotic analysis Regression analysis Signal processing algorithms Sparse matrices state evolution Statistical analysis
ISSN:	0018-9448, 1557-9654
Online Access:	Get full text
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