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State evolution for general approximate message passing algorithms, with applications to spatial coupling
Open accessAbstract
We consider a class of approximated message passing (AMP) algorithms and characterize their high-dimensional behavior in terms of a suitable state evolution recursion. Our proof applies to Gaussian matrices with independent but not necessarily identically distributed entries. It covers—in particular—the analysis of generalized AMP, introduced by Rangan, and of AMP reconstruction in compressed sensing with spatially coupled sensing matrices. The proof technique builds on that of Bayati & Montanari [2], while simplifying and generalizing several steps.
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Cited by
Channel Estimation in Broadband Millimeter Wave MIMO Systems With Few-Bit ADCs
Mo, J., Schniter, P., & Heath, R. W. (2018) · IEEE Transactions on Signal Processing · doi:10.1109/tsp.2017.2781644 · Cited by 348
Bilinear Generalized Approximate Message Passing—Part I: Derivation
Parker, J. T., Schniter, P., & Cevher, V. (2014) · IEEE Transactions on Signal Processing · doi:10.1109/tsp.2014.2357776 · Cited by 281
On the convergence of approximate message passing with arbitrary matrices
Rangan, S., Schniter, P., & Fletcher, A. (2014) · 2014 IEEE International Symposium on Information Theory · doi:10.1109/isit.2014.6874830 · Cited by 279
Chang, X., Li, Y., Oymak, S., & Thrampoulidis, C. (2021) · Proceedings of the AAAI Conference on Artificial Intelligence · doi:10.1609/aaai.v35i8.16859 · Cited by 24
Metadata
- Authors
- Javanmard, A., & Montanari, A.
- Venue
- Information and Inference
- Publisher
- Oxford University Press (OUP)
- Published
- 2013-10-21
- Volume
- 2
- Issue
- 2
- Pages
- 115-144
- ISSN
- 2049-8764 (ISSN-L)
- 2049-8772
- OpenAlex
- W2118902885
- Cited by
- 236
- References
- 0
- FWCI
- 16.20
- Type
- journal article
- Language
- en
- Open access
- green
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