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arXiv 1602.06509cs.ITmath.IT
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正交AMP

Orthogonal AMP

Junjie Ma, Li Ping

摘要:

近似消息传递(AMP)是一种用于线性系统模型的低成本迭代信号恢复算法。当系统变换矩阵具有独立同分布(IID)高斯元素时,AMP的性能可以通过称为状态演化(SE)的简单标量递归来渐近表征。然而,SE可能会变得不可靠的其他矩阵合奏,特别是病态的。这限制了AMP的应用。本文提出了一种基于解相关线性估计(LE)和无发散非线性估计(NLE)的正交AMP(OAMP)算法。在标准AMP中的Onsager项消失作为结果的发散自由约束NLE。我们开发了一个SE程序OAMP和数值计算表明,SE的OAMP是准确的一般酉不变矩阵,包括IID高斯矩阵和部分正交矩阵。我们进一步推导出OAMP的优化选项,并表明相应的SE不动点与通过副本方法获得的最佳性能相吻合。我们的数值结果表明,OAMP可以优于AMP,特别是对病态矩阵

英文摘要:

Approximate message passing (AMP) is a low-cost iterative signal recovery algorithm for linear system models. When the system transform matrix has independent identically distributed (IID) Gaussian entries, the performance of AMP can be asymptotically characterized by a simple scalar recursion called state evolution (SE). However, SE may become unreliable for other matrix ensembles, especially for ill-conditioned ones. This imposes limits on the applications of AMP. In this paper, we propose an orthogonal AMP (OAMP) algorithm based on de-correlated linear estimation (LE) and divergence-free non-linear estimation (NLE). The Onsager term in standard AMP vanishes as a result of the divergence-free constraint on NLE. We develop an SE procedure for OAMP and show numerically that the SE for OAMP is accurate for general unitarily-invariant matrices, including IID Gaussian matrices and partial orthogonal matrices. We further derive optimized options for OAMP and show that the corresponding SE fixed point coincides with the optimal performance obtained via the replica method. Our numerical results demonstrate that OAMP can be advantageous over AMP, especially for ill-conditioned matrices

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