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Universality of Approximate Message Passing Algorithms

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 نشر من قبل Wei-Kuo Chen
 تاريخ النشر 2020
  مجال البحث الهندسة المعلوماتية
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We consider a broad class of Approximate Message Passing (AMP) algorithms defined as a Lipschitzian functional iteration in terms of an $ntimes n$ 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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