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arXiv 1806.10079cs.ITmath.IT
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一种优化广义向量近似消息传递的期望最大化方法

An Expectation-Maximization Approach to Tuning Generalized Vector Approximate Message Passing

Christopher A. Metzler, Philip Schniter, Richard G. Baraniuk

摘要:

广义向量近似消息传递(GVAMP)是一种有效的迭代算法,用于从广义线性测量近似估计随机向量$\mathbf{x}\sim p_{\mathbf{x}}(\mathbf{x})$,即,其中,PDMATHABM 0与已知的$\mathbf{A}$,并且$Q(\cdot)$是有噪声的、潜在非线性的分量函数。这种形式的问题出现在许多应用中,包括鲁棒回归,二进制分类,量化压缩传感和相位恢复。在某些情况下,先验$p_{\mathbf{x}}$和/或信道$Q(\cdot)$取决于未知的确定性参数$\boldsymbolθ$,这阻止了GVAMP的直接应用。在本文中,我们提出了一种方法,结合期望最大化(EM)与GVAMP联合估计$\mathbf{x}$和$\boldsymbolθ$。然后,我们演示了如何EM-GVAMP可以解决相位恢复问题与未知的测量噪声方差。

英文摘要:

Generalized Vector Approximate Message Passing (GVAMP) is an efficient iterative algorithm for approximately minimum-mean-squared-error estimation of a random vector $\mathbf{x}\sim p_{\mathbf{x}}(\mathbf{x})$ from generalized linear measurements, i.e., measurements of the form $\mathbf{y}=Q(\mathbf{z})$ where $\mathbf{z}=\mathbf{Ax}$ with known $\mathbf{A}$, and $Q(\cdot)$ is a noisy, potentially nonlinear, componentwise function. Problems of this form show up in numerous applications, including robust regression, binary classification, quantized compressive sensing, and phase retrieval. In some cases, the prior $p_{\mathbf{x}}$ and/or channel $Q(\cdot)$ depend on unknown deterministic parameters $\boldsymbolθ$, which prevents a direct application of GVAMP. In this paper we propose a way to combine expectation maximization (EM) with GVAMP to jointly estimate $\mathbf{x}$ and $\boldsymbolθ$. We then demonstrate how EM-GVAMP can solve the phase retrieval problem with unknown measurement-noise variance.

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