ترغب بنشر مسار تعليمي؟ اضغط هنا

The dynamics of message passing on dense graphs, with applications to compressed sensing

126   0   0.0 ( 0 )
 نشر من قبل Mohsen Bayati
 تاريخ النشر 2010
  مجال البحث الهندسة المعلوماتية
والبحث باللغة English




اسأل ChatGPT حول البحث

Approximate message passing algorithms proved to be extremely effective in reconstructing sparse signals from a small number of incoherent linear measurements. Extensive numerical experiments further showed that their dynamics is accurately tracked by a simple one-dimensional iteration termed state evolution. In this paper we provide the first rigorous foundation to state evolution. We prove that indeed it holds asymptotically in the large system limit for sensing matrices with independent and identically distributed gaussian entries. While our focus is on message passing algorithms for compressed sensing, the analysis extends beyond this setting, to a general class of algorithms on dense graphs. In this context, state evolution plays the role that density evolution has for sparse graphs. The proof technique is fundamentally different from the standard approach to density evolution, in that it copes with large number of short loops in the underlying factor graph. It relies instead on a conditioning technique recently developed by Erwin Bolthausen in the context of spin glass theory.

قيم البحث

اقرأ أيضاً

We consider the problem of recovering clustered sparse signals with no prior knowledge of the sparsity pattern. Beyond simple sparsity, signals of interest often exhibits an underlying sparsity pattern which, if leveraged, can improve the reconstruct ion performance. However, the sparsity pattern is usually unknown a priori. Inspired by the idea of k-nearest neighbor (k-NN) algorithm, we propose an efficient algorithm termed approximate message passing with nearest neighbor sparsity pattern learning (AMP-NNSPL), which learns the sparsity pattern adaptively. AMP-NNSPL specifies a flexible spike and slab prior on the unknown signal and, after each AMP iteration, sets the sparse ratios as the average of the nearest neighbor estimates via expectation maximization (EM). Experimental results on both synthetic and real data demonstrate the superiority of our proposed algorithm both in terms of reconstruction performance and computational complexity.
207 - Shuai Huang , Trac D. Tran 2020
1-bit compressive sensing aims to recover sparse signals from quantized 1-bit measurements. Designing efficient approaches that could handle noisy 1-bit measurements is important in a variety of applications. In this paper we use the approximate mess age passing (AMP) to achieve this goal due to its high computational efficiency and state-of-the-art performance. In AMP the signal of interest is assumed to follow some prior distribution, and its posterior distribution can be computed and used to recover the signal. In practice, the parameters of the prior distributions are often unknown and need to be estimated. Previous works tried to find the parameters that maximize either the measurement likelihood or the Bethe free entropy, which becomes increasingly difficult to solve in the case of complicated probability models. Here we propose to treat the parameters as unknown variables and compute their posteriors via AMP as well, so that the parameters and the signal can be recovered jointly. This leads to a much simpler way to perform parameter estimation compared to previous methods and enables us to work with noisy 1-bit measurements. We further extend the proposed approach to the general quantization noise model that outputs multi-bit measurements. Experimental results show that the proposed approach generally perform much better than the other state-of-the-art methods in the zero-noise and moderate-noise regimes, and outperforms them in most of the cases in the high-noise regime.
In this work, we analyze the failing sets of the interval-passing algorithm (IPA) for compressed sensing. The IPA is an efficient iterative algorithm for reconstructing a k-sparse nonnegative n-dimensional real signal x from a small number of linear measurements y. In particular, we show that the IPA fails to recover x from y if and only if it fails to recover a corresponding binary vector of the same support, and also that only positions of nonzero values in the measurement matrix are of importance for success of recovery. Based on this observation, we introduce termatiko sets and show that the IPA fails to fully recover x if and only if the support of x contains a nonempty termatiko set, thus giving a complete (graph-theoretic) description of the failing sets of the IPA. Finally, we present an extensive numerical study showing that in many cases there exist termatiko sets of size strictly smaller than the stopping distance of the binary measurement matrix; even as low as half the stopping distance in some cases.
Cascade processes are responsible for many important phenomena in natural and social sciences. Simple models of irreversible dynamics on graphs, in which nodes activate depending on the state of their neighbors, have been successfully applied to desc ribe cascades in a large variety of contexts. Over the last decades, many efforts have been devoted to understand the typical behaviour of the cascades arising from initial conditions extracted at random from some given ensemble. However, the problem of optimizing the trajectory of the system, i.e. of identifying appropriate initial conditions to maximize (or minimize) the final number of active nodes, is still considered to be practically intractable, with the only exception of models that satisfy a sort of diminishing returns property called submodularity. Submodular models can be approximately solved by means of greedy strategies, but by definition they lack cooperative characteristics which are fundamental in many real systems. Here we introduce an efficient algorithm based on statistical physics for the optimization of trajectories in cascade processes on graphs. We show that for a wide class of irreversible dynamics, even in the absence of submodularity, the spread optimization problem can be solved efficiently on large networks. Analytic and algorithmic results on random graphs are complemented by the solution of the spread maximization problem on a real-world network (the Epinions consumer reviews network).
Generative neural networks have been empirically found very promising in providing effective structural priors for compressed sensing, since they can be trained to span low-dimensional data manifolds in high-dimensional signal spaces. Despite the non -convexity of the resulting optimization problem, it has also been shown theoretically that, for neural networks with random Gaussian weights, a signal in the range of the network can be efficiently, approximately recovered from a few noisy measurements. However, a major bottleneck of these theoretical guarantees is a network expansivity condition: that each layer of the neural network must be larger than the previous by a logarithmic factor. Our main contribution is to break this strong expansivity assumption, showing that constant expansivity suffices to get efficient recovery algorithms, besides it also being information-theoretically necessary. To overcome the theoretical bottleneck in existing approaches we prove a novel uniform concentration theorem for random functions that might not be Lipschitz but satisfy a relaxed notion which we call pseudo-Lipschitzness. Using this theorem we can show that a matrix concentration inequality known as the Weight Distribution Condition (WDC), which was previously only known to hold for Gaussian matrices with logarithmic aspect ratio, in fact holds for constant aspect ratios too. Since the WDC is a fundamental matrix concentration inequality in the heart of all existing theoretical guarantees on this problem, our tighter bound immediately yields improvements in all known results in the literature on compressed sensing with deep generative priors, including one-bit recovery, phase retrieval, low-rank matrix recovery, and more.

الأسئلة المقترحة

التعليقات
جاري جلب التعليقات جاري جلب التعليقات
سجل دخول لتتمكن من متابعة معايير البحث التي قمت باختيارها
mircosoft-partner

هل ترغب بارسال اشعارات عن اخر التحديثات في شمرا-اكاديميا