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The DOI matches its Crossref record; 37 of the 37 references it cites were found in a registry or an index.

Expectation-Maximization Gaussian-Mixture Approximate Message Passing

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Vila, Jeremy P., Schniter, Philip·2013·IEEE Transactions on Signal Processing

Abstract

When recovering a sparse signal from noisy compressive linear measurements, the distribution of the signal's non-zero coefficients can have a profound effect on recovery mean-squared error (MSE). If this distribution was a priori known, then one could use computationally efficient approximate message passing (AMP) techniques for nearly minimum MSE (MMSE) recovery. In practice, however, the distribution is unknown, motivating the use of robust algorithms like LASSO-which is nearly minimax optimal-at the cost of significantly larger MSE for non-least-favorable distributions. As an alternative, we propose an empirical-Bayesian technique that simultaneously learns the signal distribution while MMSE-recovering the signal-according to the learned distribution-using AMP. In particular, we model the non-zero distribution as a Gaussian mixture and learn its parameters through expectation maximization, using AMP to implement the expectation step. Numerical experiments on a wide range of signal classes confirm the state-of-the-art performance of our approach, in both reconstruction error and runtime, in the high-dimensional regime, for most (but not all) sensing operators.

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Metadata

Authors
Vila, J. P., & Schniter, P.
Venue
IEEE Transactions on Signal Processing
Published
2013-10
Volume
61
Issue
19
Pages
4658-4672
ISSN
  • 1053-587X (ISSN-L)
  • 1941-0476
OpenAlex
W2026933032
Cited by
501
References
37
FWCI
32.41
Type
journal article
Language
en
Open access
green

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Vila, J. P., & Schniter, P. (2013). Expectation-Maximization Gaussian-Mixture Approximate Message Passing. IEEE Transactions on Signal Processing. https://doi.org/10.1109/tsp.2013.2272287

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