A Unified Framework of State Evolution for Message-Passing Algorithms

A Unified Framework of State Evolution for Message-Passing Algorithms
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消息传递算法状态演化的统一框架

DOI:
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发表时间:
2019
期刊:
International Symposium on Information Theory
影响因子:
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通讯作者:
K. Takeuchi
K. Takeuchi
中科院分区:
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文献类型:
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作者:
K. Takeuchi

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本文提出了一个统一的框架,以了解压缩感知中的消息传递算法的动态。状态演化严格分析的一般误差模型,其中包含近似消息传递(AMP)的误差模型,以及正交AMP。作为一个副产品,AMP被证明是渐近收敛的,如果传感矩阵是正交不变的,如果其渐近奇异值分布的矩序列与Marčhenko-Pastur分布的矩序列相一致的顺序是最大的两倍大的最大迭代次数。
This paper presents a unified framework to understand the dynamics of message-passing algorithms in compressed sensing. State evolution is rigorously analyzed for a general error model that contains the error model of approximate message-passing (AMP), as well as that of orthogonal AMP. As a byproduct, AMP is proved to converge asymptotically if the sensing matrix is orthogonally invariant and if the moment sequence of its asymptotic singular-value distribution coincide with that of the Marčhenko-Pastur distribution up to the order that is at most twice as large as the maximum number of iterations.