In compressed sensing one measures sparse signals directly in a compressed form via a linear transform and then reconstructs the original signal. However, it is often the case that the linear transform itself is known only approximately, a situation called matrix uncertainty, and that the measurement process is noisy. Here we present two contributions to this problem: first, we use the replica method to determine the mean-squared error of the Bayes-optimal reconstruction of sparse signals under matrix uncertainty. Second, we consider a robust variant of the approximate message passing algorithm and demonstrate numerically that in the limit of large systems, this algorithm matches the optimal performance in a large region of parameters.
École Normale Supérieure, PSL Research University（巴黎高等师范学院，PSL研究大学）；Université Pierre et Marie Curie, Sorbonne Universités（皮埃尔和玛丽·居里大学，索邦大学）；INRIA Paris（法国国家信息与自动化研究所巴黎中心）
In this work, we consider compressed sensing reconstruction from $M$ measurements of $K$-sparse structured signals which do not possess a writable correlation model. Assuming that a generative statistical model, such as a Boltzmann machine, can be trained in an unsupervised manner on example signals, we demonstrate how this signal model can be used within a Bayesian framework of signal reconstruction. By deriving a message-passing inference for general distribution restricted Boltzmann machines, we are able to integrate these inferred signal models into approximate message passing for compress…
Approximate Message Passing (AMP) has been shown to be an excellent statistical approach to signal inference and compressed sensing problem. The AMP framework provides modularity in the choice of signal prior; here we propose a hierarchical form of the Gauss-Bernouilli prior which utilizes a Restricted Boltzmann Machine (RBM) trained on the signal support to push reconstruction performance beyond that of simple iid priors for signals whose support can be well represented by a trained binary RBM. We present and analyze two methods of RBM factorization and demonstrate how these affect signal rec…
A denoising algorithm seeks to remove noise, errors, or perturbations from a signal. Extensive research has been devoted to this arena over the last several decades, and as a result, today's denoisers can effectively remove large amounts of additive white Gaussian noise. A compressed sensing (CS) reconstruction algorithm seeks to recover a structured signal acquired using a small number of randomized measurements. Typical CS reconstruction algorithms can be cast as iteratively estimating a signal from a perturbed observation. This paper answers a natural question: How can one effectively emplo…
In this work, we formulate the fixed-length distribution matching as a Bayesian inference problem. Our proposed solution is inspired from the compressed sensing paradigm and the sparse superposition (SS) codes. First, we introduce sparsity in the binary source via position modulation (PM). We then present a simple and exact matcher based on Gaussian signal quantization. At the receiver, the dematcher exploits the sparsity in the source and performs low-complexity dematching based on generalized approximate message-passing (GAMP). We show that GAMP dematcher and spatial coupling lead to asympto…
We study the behavior of Approximate Message-Passing, a solver for linear sparse estimation problems such as compressed sensing, when the i.i.d matrices -for which it has been specifically designed- are replaced by structured operators, such as Fourier and Hadamard ones. We show empirically that after proper randomization, the structure of the operators does not significantly affect the performances of the solver. Furthermore, for some specially designed spatially coupled operators, this allows a computationally fast and memory efficient reconstruction in compressed sensing up to the informati…
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 concreteness, we consider the setting of high-dimensional regression, where the goal is to estimate a high-dimensional vector $β_0$ from a noisy measurement $y=A β_0 + w$. AMP is a low-complexity, scalable algorithm for this problem. Under suitable assumptions on the measurement matrix $A$, AMP has…
Deep unfolding showed to be a very successful approach for accelerating and tuning classical signal processing algorithms. In this paper, we propose learned Gaussian-mixture AMP (L-GM-AMP) - a plug-and-play compressed sensing (CS) recovery algorithm suitable for any i.i.d. source prior. Our algorithm builds upon Borgerding's learned AMP (LAMP), yet significantly improves it by adopting a universal denoising function within the algorithm. The robust and flexible denoiser is a byproduct of modelling source prior with a Gaussian-mixture (GM), which can well approximate continuous, discrete, as we…
This paper proposes a fast approximate message-passing (AMP) algorithm for solving compressed sensing (CS) recovery problems with 1D-finite-difference sparsity in term of MMSE estimation. The proposed algorithm, named ssAMP-BGFD, is low-computational with its fast convergence and cheap per-iteration cost, providing phase transition nearly approaching to the state-of-the-art. The proposed algorithm is originated from a sum-product message-passing rule, applying a Bernoulli-Gaussian (BG) prior, seeking an MMSE solution. The algorithm construction includes not only the conventional AMP technique …
Sparse regression codes with approximate message passing (AMP) decoding have gained much attention in recent times. The concepts underlying this coding scheme extend to unsourced access with coded compressed sensing (CCS), as first pointed out by Fengler, Jung, and Caire. More specifically, their approach uses a concatenated coding framework with an inner AMP decoder followed by an outer tree decoder. In the original implementation, these two components work independently of each other, with the tree decoder acting on the static output of the AMP decoder. This article introduces a novel framew…
Bayesian approximate message passing (BAMP) is an efficient method in compressed sensing that is nearly optimal in the minimum mean squared error (MMSE) sense. Bayesian approximate message passing (BAMP) performs joint recovery of multiple vectors with identical support and accounts for correlations in the signal of interest and in the noise. In this paper, we show how to reduce the complexity of vector BAMP via a simple joint decorrelation diagonalization) transform of the signal and noise vectors, which also facilitates the subsequent performance analysis. We prove that BAMP and the correspo…
In this paper, we consider the problem of multi-resolution compressed sensing (MR-CS) reconstruction, which has received little attention in the literature. Instead of always reconstructing the signal at the original high resolution (HR), we enable the reconstruction of a low-resolution (LR) signal when there are not enough CS samples to recover a HR signal. We propose an approximate message passing (AMP)-based framework dubbed MR-AMP, and derive its state evolution, phase transition, and noise sensitivity, which show that in addition to reduced complexity, our method can recover a LR signal w…
Massachusetts Institute of Technology（麻省理工学院）；Courant Institute of Mathematical Sciences, New York University（纽约大学库朗数学科学研究所）
Various alignment problems arising in cryo-electron microscopy, community detection, time synchronization, computer vision, and other fields fall into a common framework of synchronization problems over compact groups such as Z/L, U(1), or SO(3). The goal of such problems is to estimate an unknown vector of group elements given noisy relative observations. We present an efficient iterative algorithm to solve a large class of these problems, allowing for any compact group, with measurements on multiple 'frequency channels' (Fourier modes, or more generally, irreducible representations of the gr…
In this paper, we study the compressed sensing reconstruction problem with generalized elastic net prior (GENP), where a sparse signal is sampled via a noisy underdetermined linear observation system, and an additional initial estimation of the signal (the GENP) is available during the reconstruction. We first incorporate the GENP into the LASSO and the approximate message passing (AMP) frameworks, denoted by GENP-LASSO and GENP-AMP respectively. We then investigate the parameter selection, state evolution, and noise-sensitivity analysis of GENP-AMP. We show that, thanks to the GENP, there is …
We propose an iterative decoding method, which we call turbo-CS, for the reception of concatenated source-channel encoded sparse signals transmitted over an AWGN channel. The turbo-CS encoder applies 1-bit compressed sensing as a source encoder concatenated serially with a convolutional channel encoder. At the turbo-CS decoder, an iterative joint source-channel decoding method is proposed for signal reconstruction. We analyze, for the first time, the convergence of turbo-CS decoder by determining an EXIT chart of the constituent decoders. We modify the soft-outputs of the decoder to improve th…
In this work, we analyze the failing sets of the interval-passing algorithm (IPA) for compressed sensing. The IPA is an efficient iterative algorithm for reconstructing a k-sparse nonnegative n-dimensional real signal x from a small number of linear measurements y. In particular, we show that the IPA fails to recover x from y if and only if it fails to recover a corresponding binary vector of the same support, and also that only positions of nonzero values in the measurement matrix are of importance for success of recovery. Based on this observation, we introduce termatiko sets and show that t…
For certain sensing matrices, the Approximate Message Passing (AMP) algorithm efficiently reconstructs undersampled signals. However, in Magnetic Resonance Imaging (MRI), where Fourier coefficients of a natural image are sampled with variable density, AMP encounters convergence problems. In response we present an algorithm based on Orthogonal AMP constructed specifically for variable density partial Fourier sensing matrices. For the first time in this setting a state evolution has been observed. A practical advantage of state evolution is that Stein's Unbiased Risk Estimate (SURE) can be effec…
We consider the problem of reconstructing a signal from multi-layered (possibly) non-linear measurements. Using non-rigorous but standard methods from statistical physics we present the Multi-Layer Approximate Message Passing (ML-AMP) algorithm for computing marginal probabilities of the corresponding estimation problem and derive the associated state evolution equations to analyze its performance. We also give the expression of the asymptotic free energy and the minimal information-theoretically achievable reconstruction error. Finally, we present some applications of this measurement model f…
We consider iterative (`turbo') algorithms for compressed sensing. First, a unified exposition of the different approaches available in the literature is given, thereby enlightening the general principles and main differences. In particular we discuss i) the estimation step (matched filter vs. optimum MMSE estimator), ii) the unbiasing operation (implicitly or explicitly done and equivalent to the calculation of extrinsic information), and iii) thresholding vs. the calculation of soft values. Based on these insights we propose a low-complexity but well-performing variant utilizing a Krylov spa…
We study compressed sensing (CS) signal reconstruction problems where an input signal is measured via matrix multiplication under additive white Gaussian noise. Our signals are assumed to be stationary and ergodic, but the input statistics are unknown; the goal is to provide reconstruction algorithms that are universal to the input statistics. We present a novel algorithm that combines: (i) the approximate message passing (AMP) CS reconstruction framework, which converts the matrix channel recovery problem into scalar channel denoising; (ii) a universal denoising scheme based on context quanti…
Both theoretical analysis and empirical evidence confirm that the approximate message passing (AMP) algorithm can be interpreted as recursively solving a signal denoising problem: at each AMP iteration, one observes a Gaussian noise perturbed original signal. Retrieving the signal amounts to a successive noise cancellation until the noise variance decreases to a satisfactory level. In this paper we incorporate the Stein's unbiased risk estimate (SURE) based parametric denoiser with the AMP framework and propose the novel parametric SURE-AMP algorithm. At each parametric SURE-AMP iteration, the…
We consider a broad class of Approximate Message Passing (AMP) algorithms defined as a Lipschitzian functional iteration in terms of an $n\times n$ random symmetric matrix $A$. We establish universality in noise for this AMP in the $n$-limit and validate this behavior in a number of AMPs popularly adapted in compressed sensing, statistical inferences, and optimizations in spin glasses.
In this work, we perform a complete failure analysis of the interval-passing algorithm (IPA) for compressed sensing, an efficient iterative algorithm for reconstructing a $k$-sparse nonnegative $n$-dimensional real signal $\boldsymbol{x}$ from a small number of linear measurements $\boldsymbol{y}$. In particular, we show that the IPA fails to recover $\boldsymbol{x}$ from $\boldsymbol{y}$ if and only if it fails to recover a corresponding binary vector of the same support, and also that only positions of nonzero values in the measurement matrix are of importance to the success of recovery. Bas…
In this letter, we propose a turbo compressed sensing algorithm with partial discrete Fourier transform (DFT) sensing matrices. Interestingly, the state evolution of the proposed algorithm is shown to be consistent with that derived using the replica method. Numerical results demonstrate that the proposed algorithm outperforms the well-known approximate message passing (AMP) algorithm when a partial DFT sensing matrix is involved.
In phase retrieval, the goal is to recover a complex signal from the magnitude of its linear measurements. While many well-known algorithms guarantee deterministic recovery of the unknown signal using i.i.d. random measurement matrices, they suffer serious convergence issues some ill-conditioned matrices. As an example, this happens in optical imagers using binary intensity-only spatial light modulators to shape the input wavefront. The problem of ill-conditioned measurement matrices has also been a topic of interest for compressed sensing researchers during the past decade. In this paper, usi…
Sparse regression codes with approximate message passing (AMP) decoding have gained much attention in recent times. The concepts underlying this coding scheme extend to unsourced random access with coded compressed sensing (CCS), as first demonstrated by Fengler, Jung, and Caire. Specifically, their approach employs a concatenated coding framework with an inner AMP decoder followed by an outer tree decoder. In their original implementation, these two components work independently of each other, with the tree decoder acting on the static output of the AMP decoder. This article introduces a nove…
This paper presents a unified framework to understand the dynamics of message-passing algorithms in compressed sensing. State evolution is rigorously analyzed for a general error model that contains the error model of approximate message-passing (AMP), as well as that of orthogonal AMP. As a by-product, AMP is proved to converge asymptotically if the sensing matrix is orthogonally invariant and if the moment sequence of its asymptotic singular-value distribution coincide with that of the Marchenko-Pastur distribution up to the order that is at most twice as large as the maximum number of itera…
In this work we aim to solve the compressed sensing problem for the case of a complex unknown vector by utilizing the Bayesian-optimal structured signal approximate message passing (BOSSAMP) algorithm on the jointly sparse real and imaginary parts of the unknown. By introducing a latent activity variable, BOSSAMP separates the tasks of activity detection and value estimation to overcome the problem of detecting different supports in the real and imaginary parts. We complement the recovery algorithm by two novel support detection schemes that utilize the updated auxiliary variables of BOSSAMP. …
In this paper, a communication-efficient multi-processor compressed sensing framework based on the approximate message passing algorithm is proposed. We perform lossy compression on the data being communicated between processors, resulting in a reduction in communication costs with a minor degradation in recovery quality. In the proposed framework, a new state evolution formulation takes the quantization error into account, and analytically determines the coding rate required in each iteration. Two approaches for allocating the coding rate, an online back-tracking heuristic and an optimal allo…
We introduce a theoretical approach for designing generalizations of the approximate message passing (AMP) algorithm for compressed sensing which are valid for large observation matrices that are drawn from an invariant random matrix ensemble. By design, the fixed points of the algorithm obey the Thouless-Anderson-Palmer (TAP) equations corresponding to the ensemble. Using a dynamical functional approach we are able to derive an effective stochastic process for the marginal statistics of a single component of the dynamics. This allows us to design memory terms in the algorithm in such a way th…
Coded compressed sensing is an algorithmic framework tailored to sparse recovery in very large dimensional spaces. This framework is originally envisioned for the unsourced multiple access channel, a wireless paradigm attuned to machine-type communications. Coded compressed sensing uses a divide-and-conquer approach to break the sparse recovery task into sub-components whose dimensions are amenable to conventional compressed sensing solvers. The recovered fragments are then stitched together using a low complexity decoder. This article introduces an enhanced decoding algorithm for coded compre…
Compressed sensing, allows to acquire compressible signals with a small number of measurements. In applications, a hardware implementation often requires a calibration as the sensing process is not perfectly known. Blind calibration, that is performing at the same time calibration and compressed sensing is thus particularly appealing. A potential approach was suggested by Schülke and collaborators in Schülke et al. 2013 and 2015, using approximate message passing (AMP) for blind calibration (cal-AMP). Here, the algorithm is extended from the already proposed offline case to the online case, wh…
Zhejiang University（浙江大学）；Ocean College, Zhejiang University（浙江大学海洋学院）；The University of Tokyo（东京大学）；Institute for Physics of Intelligence, The University of Tokyo（东京大学智能物理研究所）；University of Wollongong（伍伦贡大学）
We consider the problem of recovering an unknown signal ${\mathbf x}\in {\mathbb R}^n$ from general nonlinear measurements obtained through a generalized linear model (GLM), i.e., ${\mathbf y}= f\left({\mathbf A}{\mathbf x}+{\mathbf w}\right)$, where $f(\cdot)$ is a componentwise nonlinear function. Based on the unitary transform approximate message passing (UAMP) and expectation propagation, a unitary transform based generalized approximate message passing (GUAMP) algorithm is proposed for general measurement matrices $\bf{A}$, in particular highly correlated matrices. Experimental results on…
Asymptotic Analysis of Complex LASSO via Complex Approximate Message Passing (CAMP)
从一组欠采样的随机线性测量中恢复稀疏信号是压缩感知中的主要问题。在本文中，我们考虑的情况下，信号和测量都是复杂的。本文研究了$\ell_1$中常用的重建方法-正则化最小二乘法（Regularized Least Squares，LASSO）。虽然一些研究表明，LASSO算法在某些条件下提供了理想的解决方案，该算法在复杂的设置中的精确渐近性能尚不清楚。本文将近似消息传递（AMP）算法推广到复信号和复测量，得到复近似消息传递算法（CAMP）。然后，我们推广的状态演化框架最近推出的AMP的分析，复杂的设置。使用状态演化，我们推导出精确的LASSO和CAMP的相变和噪声灵敏度的公式。
