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arXiv 2203.00224cs.ITeess.SPmath.IT
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正交近似消息传递

On Orthogonal Approximate Message Passing

Lei Liu, Yiyao Cheng, Shansuo Liang, Jonathan H. Manton, Li Ping

摘要:

近似消息传递(AMP)是一种有效的迭代参数估计技术,用于某些高维非高斯分布的线性系统,如稀疏系统。在AMP中,添加所谓的Onsager项以保持估计误差近似高斯。正交AMP(OAMP)不需要该Onsager项,而是依赖于正交化过程来保持当前误差与(即,正交于)过去的错误。\LL{In this paper, we show the generality and significance of the orthogonality in ensuring that errors are "asymptotically independently and identically distributed Gaussian" (AIIDG).}这个AIIDG属性对于可分离函数是成立的,它对于OAMP有吸引力的性能是必不可少的。\LL{We present a simple and versatile procedure to establish the orthogonality through Gram-Schmidt (GS) orthogonalization, which is applicable to any prototype. We show that different AMP-type algorithms, such as expectation propagation (EP), turbo, AMP and OAMP, can be unified under the orthogonal principle.} OAMP的简单性和通用性为经典线性模型之外的估计问题提供了有效的解决方案。\LL{As an example, we study the optimization of OAMP via the GS model and GS orthogonalization.}更多相关的应用程序将在一个配套文件中讨论,新的算法开发的问题与多个约束和多个测量变量。

英文摘要:

Approximate Message Passing (AMP) is an efficient iterative parameter-estimation technique for certain high-dimensional linear systems with non-Gaussian distributions, such as sparse systems. In AMP, a so-called Onsager term is added to keep estimation errors approximately Gaussian. Orthogonal AMP (OAMP) does not require this Onsager term, relying instead on an orthogonalization procedure to keep the current errors uncorrelated with (i.e., orthogonal to) past errors. \LL{In this paper, we show the generality and significance of the orthogonality in ensuring that errors are "asymptotically independently and identically distributed Gaussian" (AIIDG).} This AIIDG property, which is essential for the attractive performance of OAMP, holds for separable functions. \LL{We present a simple and versatile procedure to establish the orthogonality through Gram-Schmidt (GS) orthogonalization, which is applicable to any prototype. We show that different AMP-type algorithms, such as expectation propagation (EP), turbo, AMP and OAMP, can be unified under the orthogonal principle.} The simplicity and generality of OAMP provide efficient solutions for estimation problems beyond the classical linear models. \LL{As an example, we study the optimization of OAMP via the GS model and GS orthogonalization.} More related applications will be discussed in a companion paper where new algorithms are developed for problems with multiple constraints and multiple measurement variables.

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