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arXiv 2003.10431math.PRcs.ITmath-phmath.ITmath.MPmath.OCmath.STstat.TH

Universality of Approximate Message Passing Algorithms

Wei-Kuo Chen, Wai-Kit Lam

英文摘要:

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.

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