Superposition codes are efficient for the Additive White Gaussian Noise channel. We provide here a replica analysis of the performances of these codes for large signals. We also consider a Bayesian Approximate Message Passing decoder based on a belief-propagation approach, and discuss its performance using the density evolution technic. Our main findings are 1) for the sizes we can access, the message-passing decoder outperforms other decoders studied in the literature 2) its performance is limited by a sharp phase transition and 3) while these codes reach capacity as $B$ (a crucial parameter in the code) increases, the performance of the message passing decoder worsen as the phase transition goes to lower rates.
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…
In this project, the behavior of Generalized Approximate Message-Passing Decoder for BSC and Z Channel is studied using i.i.d matrices for constructing the codewords. The performance of GAMP in AWGN Channel is already evaluated in the previous scientific work of Jean Barbier, therefore, this project mainly focuses on the performance of GAMP decoder for BSC and Z Channel. We evaluate the performance of the GAMP decoder for sparse superposition codes at various settings and compare the performance of decoder for different channels and parameters.
We study the approximate message-passing decoder for sparse superposition coding on the additive white Gaussian noise channel and extend our preliminary work [1]. We use heuristic statistical-physics-based tools such as the cavity and the replica methods for the statistical analysis of the scheme. While superposition codes asymptotically reach the Shannon capacity, we show that our iterative decoder is limited by a phase transition similar to the one that happens in Low Density Parity check codes. We consider two solutions to this problem, that both allow to reach the Shannon capacity: i) a po…
Sparse superposition codes were recently introduced by Barron and Joseph for reliable communication over the AWGN channel at rates approaching the channel capacity. The codebook is defined in terms of a Gaussian design matrix, and codewords are sparse linear combinations of columns of the matrix. In this paper, we propose an approximate message passing decoder for sparse superposition codes, whose decoding complexity scales linearly with the size of the design matrix. The performance of the decoder is rigorously analyzed and it is shown to asymptotically achieve the AWGN capacity with an appro…
Sparse superposition codes, or sparse regression codes (SPARCs), are a recent class of codes for reliable communication over the AWGN channel at rates approaching the channel capacity. Approximate message passing (AMP) decoding, a computationally efficient technique for decoding SPARCs, has been proven to be asymptotically capacity-achieving for the AWGN channel. In this paper, we refine the asymptotic result by deriving a large deviations bound on the probability of AMP decoding error. This bound gives insight into the error performance of the AMP decoder for large but finite problem sizes, g…
Sparse superposition (SS) codes were originally proposed as a capacity-achieving communication scheme over the additive white Gaussian noise channel (AWGNC) [1]. Very recently, it was discovered that these codes are universal, in the sense that they achieve capacity over any memoryless channel under generalized approximate message-passing (GAMP) decoding [2], although this decoder has never been stated for SS codes. In this contribution we introduce the GAMP decoder for SS codes, we confirm empirically the universality of this communication scheme through its study on various channels and we p…
Recently, a new class of codes, called sparse superposition or sparse regression codes, has been proposed for communication over the AWGN channel. It has been proven that they achieve capacity using power allocation and various forms of iterative decoding. Empirical evidence has also strongly suggested that the codes achieve capacity when spatial coupling and approximate message passing decoding are used, without need of power allocation. In this note we prove that state evolution (which tracks message passing) indeed saturates the potential threshold of the underlying code ensemble, which app…
We recently showed in [1] the superiority of certain structured coding matrices ensembles (such as partial row-orthogonal) for sparse superposition codes when compared with purely random matrices with i.i.d. entries, both information-theoretically and under practical vector approximate message-passing decoding. Here we generalize this result to binary input channels under generalized vector approximate message-passing decoding [2].We focus on specific binary output channels for concreteness but our analysis based on the replica symmetric method from statistical physics applies to any memoryles…
We recently proved threshold saturation for spatially coupled sparse superposition codes on the additive white Gaussian noise channel. Here we generalize our analysis to a much broader setting. We show for any memoryless channel that spatial coupling allows generalized approximate message-passing (GAMP) decoding to reach the potential (or Bayes optimal) threshold of the code ensemble. Moreover in the large input alphabet size limit: i) the GAMP algorithmic threshold of the underlying (or uncoupled) code ensemble is simply expressed as a Fisher information; ii) the potential threshold tends to …
Sparse superposition codes were originally proposed as a capacity-achieving communication scheme over the gaussian channel, whose coding matrices were made of i.i.d. gaussian entries.We extend this coding scheme to more generic ensembles of rotational invariant coding matrices with arbitrary spectrum, which include the gaussian ensemble as a special case. We further introduce and analyse a decoder based on vector approximate message-passing (VAMP).Our main findings, based on both a standard replica symmetric potential theory and state evolution analysis, are the superiority of certain structur…
Disordered and frustrated graphical systems are ubiquitous in physics, biology, and information science. For models on complete graphs or random graphs, deep understanding has been achieved through the mean-field replica and cavity methods. But finite-dimensional `real' systems persist to be very challenging because of the abundance of short loops and strong local correlations. A statistical mechanics theory is constructed in this paper for finite-dimensional models based on the mathematical framework of partition function expansion and the concept of region-graphs. Rigorous expressions for th…
Sparse superposition codes are a recent class of codes introduced by Barron and Joseph for efficient communication over the AWGN channel. With an appropriate power allocation, these codes have been shown to be asymptotically capacity-achieving with computationally feasible decoding. However, a direct implementation of the capacity-achieving construction does not give good finite length error performance. In this paper, we consider sparse superposition codes with approximate message passing (AMP) decoding, and describe a variety of techniques to improve their finite length performance. These in…
We consider the estimation of a signal from the knowledge of its noisy linear random Gaussian projections. A few examples where this problem is relevant are compressed sensing, sparse superposition codes, and code division multiple access. There has been a number of works considering the mutual information for this problem using the replica method from statistical physics. Here we put these considerations on a firm rigorous basis. First, we show, using a Guerra-Toninelli type interpolation, that the replica formula yields an upper bound to the exact mutual information. Secondly, for many relev…
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.
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 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…
Sparse superposition codes, or sparse regression codes, constitute a new class of codes which was first introduced for communication over the additive white Gaussian noise (AWGN) channel. It has been shown that such codes are capacity-achieving over the AWGN channel under optimal maximum-likelihood decoding as well as under various efficient iterative decoding schemes equipped with power allocation or spatially coupled constructions. Here, we generalize the analysis of these codes to a much broader setting that includes all memoryless channels. We show, for a large class of memoryless channels…
In this paper, we propose systematic block Markov superposition transmission of repetition~(BMST-R) codes, which can support a wide range of code rates but maintain essentially the same encoding/decoding hardware structure. The systematic BMST-R codes resemble the classical rate-compatible punctured convolutional~(RCPC) codes, except that they are typically non-decodable by the Viterbi algorithm due to the huge constraint length induced by the block-oriented encoding process. The information sequence is partitioned equally into blocks and transmitted directly, while their replicas are interlea…
We consider the estimation of an i.i.d.\ random vector observed through a linear transform followed by a componentwise, probabilistic (possibly nonlinear) measurement channel. A novel algorithm, called generalized approximate message passing (GAMP), is presented that provides computationally efficient approximate implementations of max-sum and sum-problem loopy belief propagation for such problems. The algorithm extends earlier approximate message passing methods to incorporate arbitrary distributions on both the input and output of the transform and can be applied to a wide range of problems …
Vector approximate message passing (VAMP) is a computationally simple approach to the recovery of a signal $\mathbf{x}$ from noisy linear measurements $\mathbf{y}=\mathbf{Ax}+\mathbf{w}$. Like the AMP proposed by Donoho, Maleki, and Montanari in 2009, VAMP is characterized by a rigorous state evolution (SE) that holds under certain large random matrices and that matches the replica prediction of optimality. But while AMP's SE holds only for large i.i.d. sub-Gaussian $\mathbf{A}$, VAMP's SE holds under the much larger class: right-rotationally invariant $\mathbf{A}$. To run VAMP, however, one m…
The standard linear regression (SLR) problem is to recover a vector $\mathbf{x}^0$ from noisy linear observations $\mathbf{y}=\mathbf{Ax}^0+\mathbf{w}$. The approximate message passing (AMP) algorithm recently proposed by Donoho, Maleki, and Montanari is a computationally efficient iterative approach to SLR that has a remarkable property: for large i.i.d.\ sub-Gaussian matrices $\mathbf{A}$, its per-iteration behavior is rigorously characterized by a scalar state-evolution whose fixed points, when unique, are Bayes optimal. The AMP algorithm, however, is fragile in that even small deviations f…
This paper studies a generalization of sparse superposition codes (SPARCs) for communication over the complex additive white Gaussian noise (AWGN) channel. In a SPARC, the codebook is defined in terms of a design matrix, and each codeword is a generated by multiplying the design matrix with a sparse message vector. In the standard SPARC construction, information is encoded in the locations of the non-zero entries of the message vector. In this paper we generalize the construction and consider modulated SPARCs, where information in encoded in both the locations and the values of the non-zero en…
In this paper, we extend the bilinear generalized approximate message passing (BiG-AMP) approach, originally proposed for high-dimensional generalized bilinear regression, to the multi-layer case for the handling of cascaded problem such as matrix-factorization problem arising in relay communication among others. Assuming statistically independent matrix entries with known priors, the new algorithm called ML-BiGAMP could approximate the general sum-product loopy belief propagation (LBP) in the high-dimensional limit enjoying a substantial reduction in computational complexity. We demonstrate t…
Generalized approximate message passing (GAMP) is a promising technique for unknown signal reconstruction of generalized linear models (GLM). However, it requires that the transformation matrix has independent and identically distributed (IID) entries. In this context, generalized vector AMP (GVAMP) is proposed for general unitarily-invariant transformation matrices but it has a high-complexity matrix inverse. To this end, we propose a universal generalized memory AMP (GMAMP) framework including the existing orthogonal AMP/VAMP, GVAMP, and memory AMP (MAMP) as special instances. Due to the cha…
Improved mean-field technics are a central theme of statistical physics methods applied to inference and learning. We revisit here some of these methods using high-temperature expansions for disordered systems initiated by Plefka, Georges and Yedidia. We derive the Gibbs free entropy and the subsequent self-consistent equations for a generic class of statistical models with correlated matrices and show in particular that many classical approximation schemes, such as adaptive TAP, Expectation-Consistency, or the approximations behind the Vector Approximate Message Passing algorithm all rely on …
Sparse superposition codes, also called sparse regression codes (SPARCs), are a class of codes for efficient communication over the AWGN channel at rates approaching the channel capacity. In a standard SPARC, codewords are sparse linear combinations of columns of an i.i.d. Gaussian design matrix, while in a spatially coupled SPARC the design matrix has a block-wise structure, where the variance of the Gaussian entries can be varied across blocks. A well-designed spatial coupling structure can significantly enhance the error performance of iterative decoding algorithms such as Approximate Messa…
This thesis is interested in the application of statistical physics methods and inference to sparse linear estimation problems. The main tools are the graphical models and approximate message-passing algorithm together with the cavity method. We will also use the replica method of statistical physics of disordered systems which allows to associate to the studied problems a cost function referred as the potential of free entropy in physics. It allows to predict the different phases of typical complexity of the problem as a function of external parameters such as the noise level or the number of…
University of California, Los Angeles（加利福尼亚大学洛杉矶分校）；The Ohio State University（俄亥俄州立大学）；New York University（纽约大学）
The problem of estimating a random vector x from noisy linear measurements y = A x + w with unknown parameters on the distributions of x and w, which must also be learned, arises in a wide range of statistical learning and linear inverse problems. We show that a computationally simple iterative message-passing algorithm can provably obtain asymptotically consistent estimates in a certain high-dimensional large-system limit (LSL) under very general parameterizations. Previous message passing techniques have required i.i.d. sub-Gaussian A matrices and often fail when the matrix is ill-conditione…
This article is an extended version of previous work of the authors [40, 41] on low-rank matrix estimation in the presence of constraints on the factors into which the matrix is factorized. Low-rank matrix factorization is one of the basic methods used in data analysis for unsupervised learning of relevant features and other types of dimensionality reduction. We present a framework to study the constrained low-rank matrix estimation for a general prior on the factors, and a general output channel through which the matrix is observed. We draw a paralel with the study of vector-spin glass models…
