Parametric bilinear generalized approximate message passing

JT Parker, P Schniter - IEEE Journal of Selected Topics in …, 2016 - ieeexplore.ieee.org
JT Parker, P Schniter
IEEE Journal of Selected Topics in Signal Processing, 2016ieeexplore.ieee.org
We propose a scheme to estimate the parameters bi and cj of the bilinear form zm= Σ i, jb
izm (i, j) cj from noisy measurements {ym} mM= 1, where ym and zm are related through an
arbitrary likelihood function and zm (i, j) are known. Our scheme is based on generalized
approximate message passing (G-AMP): it treats bi and cj as random variables and zm (i, j)
as an iid Gaussian 3-way tensor in order to derive a tractable simplification of the sum-
product algorithm in the large-system limit. It generalizes previous instances of bilinear G …
We propose a scheme to estimate the parameters bi and cj of the bilinear form z m = Σ i,j b izm (i,j) c j from noisy measurements {y m } mM =1, where y m and z m are related through an arbitrary likelihood function and z m (i,j) are known. Our scheme is based on generalized approximate message passing (G-AMP): it treats b i and c j as random variables and z m (i,j) as an i.i.d. Gaussian 3-way tensor in order to derive a tractable simplification of the sum-product algorithm in the large-system limit. It generalizes previous instances of bilinear G-AMP, such as those that estimate matrices B and C from a noisy measurement of Z = BC, allowing the application of AMP methods to problems such as self-calibration, blind deconvolution, and matrix compressive sensing. Numerical experiments confirm the accuracy and computational efficiency of the proposed approach.
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