S-AMP for non-linear observation models

Burak Cakmak, Ole Winther, Bernard H. Fleury

Research output: Chapter in Book/Report/Conference proceedingArticle in proceedingsResearchpeer-review

Abstract

Recently we presented the S-AMP approach, an extension of approximate message passing (AMP), to be able to handle general invariant matrix ensembles. In this contribution we extend S-AMP to non-linear observation models. We obtain generalized AMP (GAMP) as the special case when the measurement matrix has zero-mean iid Gaussian entries. Our derivation is based upon 1) deriving expectation-propagation-(EP)-like equations from the stationary-points equations of the Gibbs free energy under first- and second-moment constraints and 2) applying additive free convolution in free probability theory to get low-complexity updates for the second moment quantities.
Original languageEnglish
Title of host publicationProceedings of the 2015 IEEE International Symposium on Information Theory (ISIT)
PublisherIEEE
Publication date2015
Pages2807-2811
ISBN (Print)978-1-4673-7704-1
DOIs
Publication statusPublished - 2015
EventIEEE International Symposium on Information Theory (ISIT 2015) - Hong Kong, Hong Kong
Duration: 14 Jun 201519 Jun 2015
http://www.isit2015.org/

Conference

ConferenceIEEE International Symposium on Information Theory (ISIT 2015)
CountryHong Kong
CityHong Kong
Period14/06/201519/06/2015
Internet address

Keywords

  • Approximate Message Passing
  • Expectation Propagation
  • Free Probability
  • Variational Inference

Cite this

Cakmak, B., Winther, O., & Fleury, B. H. (2015). S-AMP for non-linear observation models. In Proceedings of the 2015 IEEE International Symposium on Information Theory (ISIT) (pp. 2807-2811). IEEE. https://doi.org/10.1109/ISIT.2015.7282968