Vector Approximate Message Passing

• Published in: IEEE transactions on information theory Vol. 65; no. 10; pp. 6664 - 6684
• Main Authors: Rangan, Sundeep, Schniter, Philip, Fletcher, Alyson K.
• Format: Journal Article
• Language: English
• Published: New York IEEE 01.10.2019; The Institute of Electrical and Electronics Engineers, Inc. (IEEE)
• Subjects: Algorithms; Approximation algorithms; Belief propagation; compressive sensing; Covariance matrices; Evolution; inference algorithms; Iterative methods; Linear regression; Matrices (mathematics); Message passing; Minimization; random matrices; Signal processing algorithms; Singular value decomposition

The standard linear regression (SLR) problem is to recover a vector <inline-formula> <tex-math notation="LaTeX">\mathrm {x}^{0} </tex-math></inline-formula> from noisy linear observations <inline-formula> <tex-math notation="LaTeX">\mathrm {y}=...