Swept Approximate Message Passing for Sparse Estimation
published: Sept. 27, 2015, recorded: July 2015, views: 1869
Report a problem or upload filesIf you have found a problem with this lecture or would like to send us extra material, articles, exercises, etc., please use our ticket system to describe your request and upload the data.
Enter your e-mail into the 'Cc' field, and we will keep you updated with your request's status.
Approximate Message Passing (AMP) has been shown to be a superior method for inference problems, such as the recovery of signals from sets of noisy, lower-dimensionality measurements, both in terms of reconstruction accuracy and in computational efficiency. However, AMP suffers from serious convergence issues in contexts that do not exactly match its assumptions. We propose a new approach to stabilizing AMP in these contexts by applying AMP updates to individual coefficients rather than in parallel. Our results show that this change to the AMP iteration can provide theoretically expected, but hitherto unobtainable, performance for problems on which the standard AMP iteration diverges. Additionally, we find that the computational costs of this swept coefficient update scheme is not unduly burdensome, allowing it to be applied efficiently to signals of large dimensionality.
Link this pageWould you like to put a link to this lecture on your homepage?
Go ahead! Copy the HTML snippet !