Compressed sensing (CS) is a concept that allows to acquire compressible signals with a small number of measurements. As such it is very attractive for hardware implementations. Therefore, correct calibration of the hardware is a central is- sue. In this paper we study the so-called blind calibration, i.e. when the training signals that are available to perform the calibration are sparse but unknown. We extend the approximate message passing (AMP) algorithm used in CS to the case of blind calibration. In the calibration-AMP, both the gains on the sensors and the elements of the signals are treated as unknowns. Our algorithm is also applica- ble to settings in which the sensors distort the measurements in other ways than multiplication by a gain, unlike previously suggested blind calibration algorithms based on convex relaxations. We study numerically the phase diagram of the blind calibration problem, and show that even in cases where convex relaxation is pos- sible, our algorithm requires a smaller number of measurements and/or signals in order to perform well.
In this paper, we address the theoretical limitations in reconstructing sparse signals (in a known complete basis) using compressed sensing framework. We also divide the CS to non-blind and blind cases. Then, we compute the Bayesian Cramer-Rao bound for estimating the sparse coefficients while the measurement matrix elements are independent zero mean random variables. Simulation results show a large gap between the lower bound and the performance of the practical algorithms when the number of measurements are low.
We consider dictionary learning and blind calibration for signals and matrices created from a random ensemble. We study the mean-squared error in the limit of large signal dimension using the replica method and unveil the appearance of phase transitions delimiting impossible, possible-but-hard and possible inference regions. We also introduce an approximate message passing algorithm that asymptotically matches the theoretical performance, and show through numerical tests that it performs very well, for the calibration problem, for tractable system sizes.
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…
This letter proposes a dictionary learning algorithm for blind one bit compressed sensing. In the blind one bit compressed sensing framework, the original signal to be reconstructed from one bit linear random measurements is sparse in an unknown domain. In this context, the multiplication of measurement matrix $\Ab$ and sparse domain matrix $Φ$, \ie $\Db=\AbΦ$, should be learned. Hence, we use dictionary learning to train this matrix. Towards that end, an appropriate continuous convex cost function is suggested for one bit compressed sensing and a simple steepest-descent method is exploited to…
The fundamental principle underlying compressed sensing is that a signal, which is sparse under some basis representation, can be recovered from a small number of linear measurements. However, prior knowledge of the sparsity basis is essential for the recovery process. This work introduces the concept of blind compressed sensing, which avoids the need to know the sparsity basis in both the sampling and the recovery process. We suggest three possible constraints on the sparsity basis that can be added to the problem in order to make its solution unique. For each constraint we prove conditions f…
We propose a verification-based Interval-Passing (IP) algorithm for iteratively reconstruction of nonnegative sparse signals using parity check matrices of low-density parity check (LDPC) codes as measurement matrices. The proposed algorithm can be considered as an improved IP algorithm by further incorporation of the mechanism of verification algorithm. It is proved that the proposed algorithm performs always better than either the IP algorithm or the verification algorithm. Simulation results are also given to demonstrate the superior performance of the proposed algorithm.
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 algorith…
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…
We consider the recovery of a nonnegative vector x from measurements y = Ax, where A is an m-by-n matrix whos entries are in {0, 1}. We establish that when A corresponds to the adjacency matrix of a bipartite graph with sufficient expansion, a simple message-passing algorithm produces an estimate \hat{x} of x satisfying ||x-\hat{x}||_1 \leq O(n/k) ||x-x(k)||_1, where x(k) is the best k-sparse approximation of x. The algorithm performs O(n (log(n/k))^2 log(k)) computation in total, and the number of measurements required is m = O(k log(n/k)). In the special case when x is k-sparse, the algorith…
In a recent paper, the authors proposed a new class of low-complexity iterative thresholding algorithms for reconstructing sparse signals from a small set of linear measurements \cite{DMM}. The new algorithms are broadly referred to as AMP, for approximate message passing. This is the first of two conference papers describing the derivation of these algorithms, connection with the related literature, extensions of the original framework, and new empirical evidence. In particular, the present paper outlines the derivation of AMP from standard sum-product belief propagation, and its extension in…
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…
In a recent paper, the authors proposed a new class of low-complexity iterative thresholding algorithms for reconstructing sparse signals from a small set of linear measurements \cite{DMM}. The new algorithms are broadly referred to as AMP, for approximate message passing. This is the second of two conference papers describing the derivation of these algorithms, connection with related literature, extensions of original framework, and new empirical evidence. This paper describes the state evolution formalism for analyzing these algorithms, and some of the conclusions that can be drawn from thi…
The ubiquity of approximately sparse data has led a variety of com- munities to great interest in compressed sensing algorithms. Although these are very successful and well understood for linear measurements with additive noise, applying them on real data can be problematic if imperfect sensing devices introduce deviations from this ideal signal ac- quisition process, caused by sensor decalibration or failure. We propose a message passing algorithm called calibration approximate message passing (Cal-AMP) that can treat a variety of such sensor-induced imperfections. In addition to deriving the…
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…
Blind Compressed Sensing (BCS) is an extension of Compressed Sensing (CS) where the optimal sparsifying dictionary is assumed to be unknown and subject to estimation (in addition to the CS sparse coefficients). Since the emergence of BCS, dictionary learning, a.k.a. sparse coding, has been studied as a matrix factorization problem where its sample complexity, uniqueness and identifiability have been addressed thoroughly. However, in spite of the strong connections between BCS and sparse coding, recent results from the sparse coding problem area have not been exploited within the context of BCS…
This paper addresses the problem of simultaneous signal recovery and dictionary learning based on compressive measurements. Multiple signals are analyzed jointly, with multiple sensing matrices, under the assumption that the unknown signals come from a union of a small number of disjoint subspaces. This problem is important, for instance, in image inpainting applications, in which the multiple signals are constituted by (incomplete) image patches taken from the overall image. This work extends standard dictionary learning and block-sparse dictionary optimization, by considering compressive mea…
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 …
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…
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…
This paper surveys recent work in applying ideas from graphical models and message passing algorithms to solve large scale regularized regression problems. In particular, the focus is on compressed sensing reconstruction via ell_1 penalized least-squares (known as LASSO or BPDN). We discuss how to derive fast approximate message passing algorithms to solve this problem. Surprisingly, the analysis of such algorithms allows to prove exact high-dimensional limit results for the LASSO risk. This paper will appear as a chapter in a book on `Compressed Sensing' edited by Yonina Eldar and Gitta Kutyn…
Suppose the signal x is realized by driving a k-sparse signal u through an arbitrary unknown stable discrete-linear time invariant system H. These types of processes arise naturally in Reflection Seismology. In this paper we are interested in several problems: (a) Blind-Deconvolution: Can we recover both the filter $H$ and the sparse signal $u$ from noisy measurements? (b) Compressive Sensing: Is x compressible in the conventional sense of compressed sensing? Namely, can x, u and H be reconstructed from a sparse set of measurements. We develop novel L1 minimization methods to solve both cases …
The realisation of sensing modalities based on the principles of compressed sensing is often hindered by discrepancies between the mathematical model of its sensing operator, which is necessary during signal recovery, and its actual physical implementation, which can amply differ from the assumed model. In this paper we tackle the bilinear inverse problem of recovering a sparse input signal and some unknown, unstructured multiplicative factors affecting the sensors that capture each compressive measurement. Our methodology relies on collecting a few snapshots under new draws of the sensing ope…
In this paper, an efficient distributed approach for implementing the approximate message passing (AMP) algorithm, named distributed AMP (DAMP), is developed for compressed sensing (CS) recovery in sensor networks with the sparsity K unknown. In the proposed DAMP, distributed sensors do not have to use or know the entire global sensing matrix, and the burden of computation and storage for each sensor is reduced. To reduce communications among the sensors, a new data query algorithm, called global computation for AMP (GCAMP), is proposed. The proposed GCAMP based DAMP approach has exactly the s…
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…
We study the compressed sensing reconstruction problem for a broad class of random, band-diagonal sensing matrices. This construction is inspired by the idea of spatial coupling in coding theory. As demonstrated heuristically and numerically by Krzakala et al. \cite{KrzakalaEtAl}, message passing algorithms can effectively solve the reconstruction problem for spatially coupled measurements with undersampling rates close to the fraction of non-zero coordinates. We use an approximate message passing (AMP) algorithm and analyze it through the state evolution method. We give a rigorous proof that …
Approximate message passing algorithms proved to be extremely effective in reconstructing sparse signals from a small number of incoherent linear measurements. Extensive numerical experiments further showed that their dynamics is accurately tracked by a simple one-dimensional iteration termed state evolution. In this paper we provide the first rigorous foundation to state evolution. We prove that indeed it holds asymptotically in the large system limit for sensing matrices with independent and identically distributed gaussian entries. While our focus is on message passing algorithms for compre…
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…
This paper considers the transceiver design for uplink massive multiple-input multiple-output (MIMO) systems with channel sparsity in the angular domain. Recent progress has shown that sparsity-learning-based blind signal detection is able to retrieve the channel and data by using massage-passing based sparse matrix factorization methods. Short pilots sequences are inserted into user packets to eliminate the so-called phase and permutation ambiguities inherent in sparse matrix factorization. In this paper, to exploit the knowledge of these short pilot sequences more efficiently, we propose a s…
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…
Compressed sensing aims to undersample certain high-dimensional signals, yet accurately reconstruct them by exploiting signal characteristics. Accurate reconstruction is possible when the object to be recovered is sufficiently sparse in a known basis. Currently, the best known sparsity-undersampling tradeoff is achieved when reconstructing by convex optimization -- which is expensive in important large-scale applications. Fast iterative thresholding algorithms have been intensively studied as alternatives to convex optimization for large-scale problems. Unfortunately known fast algorithms offe…
We consider the variational free energy approach for compressed sensing. We first show that the naïve mean field approach performs remarkably well when coupled with a noise learning procedure. We also notice that it leads to the same equations as those used for iterative thresholding. We then discuss the Bethe free energy and how it corresponds to the fixed points of the approximate message passing algorithm. In both cases, we test numerically the direct optimization of the free energies as a converging sparse-estimationalgorithm.
The success of the compressed sensing paradigm has shown that a substantial reduction in sampling and storage complexity can be achieved in certain linear and non-adaptive estimation problems. It is therefore an advisable strategy for noncoherent information retrieval in, for example, sporadic blind and semi-blind communication and sampling problems. But, the conventional model is not practical here since the compressible signals have to be estimated from samples taken solely on the output of an un-calibrated system which is unknown during measurement but often compressible. Conventionally, on…
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.
Approximate message passing is an iterative algorithm for compressed sensing and related applications. A solid theory about the performance and convergence of the algorithm exists for measurement matrices having iid entries of zero mean. However, it was observed by several authors that for more general matrices the algorithm often encounters convergence problems. In this paper we identify the reason of the non-convergence for measurement matrices with iid entries and non-zero mean in the context of Bayes optimal inference. Finally we demonstrate numerically that when the iterative update is ch…
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…
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…
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…
We consider the problem of recovering a block (or group) sparse signal from an underdetermined set of random linear measurements, which appear in compressed sensing applications such as radar and imaging. Recent results of Donoho, Johnstone, and Montanari have shown that approximate message passing (AMP) in combination with Stein's shrinkage outperforms group LASSO for large block sizes. In this paper, we prove that, for a fixed block size and in the strong undersampling regime (i.e., having very few measurements compared to the ambient dimension), AMP cannot improve upon group LASSO, thereby …
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. …
Compressed sensing is a signal processing method that acquires data directly in a compressed form. This allows one to make less measurements than what was considered necessary to record a signal, enabling faster or more precise measurement protocols in a wide range of applications. Using an interdisciplinary approach, we have recently proposed in [arXiv:1109.4424] a strategy that allows compressed sensing to be performed at acquisition rates approaching to the theoretical optimal limits. In this paper, we give a more thorough presentation of our approach, and introduce many new results. We pre…
In the context of the compressed sensing problem, we propose a new ensemble of sparse random matrices which allow one (i) to acquire and compress a ρ0-sparse signal of length N in a time linear in N and (ii) to perfectly recover the original signal, compressed at a rate α, by using a message passing algorithm (Expectation Maximization Belief Propagation) that runs in a time linear in N. In the large N limit, the scheme proposed here closely approaches the theoretical bound ρ0 = α, and so it is both optimal and efficient (linear time complexity). More generally, we show that several ensembles o…
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…
Compressed sensing is triggering a major evolution in signal acquisition. It consists in sampling a sparse signal at low rate and later using computational power for its exact reconstruction, so that only the necessary information is measured. Currently used reconstruction techniques are, however, limited to acquisition rates larger than the true density of the signal. We design a new procedure which is able to reconstruct exactly the signal with a number of measurements that approaches the theoretical limit in the limit of large systems. It is based on the joint use of three essential ingredi…
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 paper, we study joint antenna activity detection, channel estimation, and multiuser detection for massive multiple-input multiple-output (MIMO) systems with general spatial modulation (GSM). We first establish a double-sparsity massive MIMO model by considering the channel sparsity of the massive MIMO channel and the signal sparsity of GSM. Based on the double-sparsity model, we formulate a blind detection problem. To solve the blind detection problem, we develop message-passing based blind channel-and-signal estimation (BCSE) algorithm. The BCSE algorithm basically follows the affine …
It has been shown that approximate message passing algorithm is effective in reconstruction problems for compressed sensing. To evaluate dynamics of such an algorithm, the state evolution (SE) has been proposed. If an algorithm can cancel the correlation between the present messages and their past values, SE can accurately tract its dynamics via a simple one-dimensional map. In this paper, we focus on dynamics of algorithms which cannot cancel the correlation and evaluate it by the generating functional analysis (GFA), which allows us to study the dynamics by an exact way in the large system l…
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 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 revisit the error correction scheme of real-valued signals when the codeword is corrupted by gross errors on a fraction of entries and a small noise on all the entries. Combining the recent developments of approximate message passing and the spatially-coupled measurement matrix in compressed sensing we show that the error correction and its robustness towards noise can be enhanced considerably. We discuss the performance in the large signal limit using previous results on state evolution, as well as for finite size signals through numerical simulations. Even for relatively small sizes, the …
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 the one of [BM11], while simplifying and generalizing several steps.
