The Velocity of the Propagating Wave for General Coupled Scalar Systems

We consider spatially coupled systems governed by a set of scalar density evolution equations. Such equations track the behavior of message-passing algorithms used, for example, in coding, sparse sensing, or constraint-satisfaction problems. Assuming that the "profile" describing the average state of the algorithm exhibits a solitonic wave-like behavior after initial transient iterations, we derive a formula for the propagation velocity of the wave. We illustrate the formula with two applications, namely Generalized LDPC codes and compressive sensing.Comment: 5 pages, 5 figures, submitted to the Information Theory Workshop (ITW) 2016 in Cambridge, U

Lossy Source Coding via Spatially Coupled LDGM Ensembles

We study a new encoding scheme for lossy source compression based on spatially coupled low-density generator-matrix codes. We develop a belief-propagation guided-decimation algorithm, and show that this algorithm allows to approach the optimal distortion of spatially coupled ensembles. Moreover, using the survey propagation formalism, we also observe that the optimal distortions of the spatially coupled and individual code ensembles are the same. Since regular low-density generator-matrix codes are known to achieve the Shannon rate-distortion bound under optimal encoding as the degrees grow, our results suggest that spatial coupling can be used to reach the rate-distortion bound, under a {\it low complexity} belief-propagation guided-decimation algorithm. This problem is analogous to the MAX-XORSAT problem in computer science.Comment: Submitted to ISIT 201

Spatially-Coupled Random Access on Graphs

In this paper we investigate the effect of spatial coupling applied to the recently-proposed coded slotted ALOHA (CSA) random access protocol. Thanks to the bridge between the graphical model describing the iterative interference cancelation process of CSA over the random access frame and the erasure recovery process of low-density parity-check (LDPC) codes over the binary erasure channel (BEC), we propose an access protocol which is inspired by the convolutional LDPC code construction. The proposed protocol exploits the terminations of its graphical model to achieve the spatial coupling effect, attaining performance close to the theoretical limits of CSA. As for the convolutional LDPC code case, large iterative decoding thresholds are obtained by simply increasing the density of the graph. We show that the threshold saturation effect takes place by defining a suitable counterpart of the maximum-a-posteriori decoding threshold of spatially-coupled LDPC code ensembles. In the asymptotic setting, the proposed scheme allows sustaining a traffic close to 1 [packets/slot].Comment: To be presented at IEEE ISIT 2012, Bosto

Mutual information for symmetric rank-one matrix estimation: A proof of the replica formula

Factorizing low-rank matrices has many applications in machine learning and statistics. For probabilistic models in the Bayes optimal setting, a general expression for the mutual information has been proposed using heuristic statistical physics computations, and proven in few specific cases. Here, we show how to rigorously prove the conjectured formula for the symmetric rank-one case. This allows to express the minimal mean-square-error and to characterize the detectability phase transitions in a large set of estimation problems ranging from community detection to sparse PCA. We also show that for a large set of parameters, an iterative algorithm called approximate message-passing is Bayes optimal. There exists, however, a gap between what currently known polynomial algorithms can do and what is expected information theoretically. Additionally, the proof technique has an interest of its own and exploits three essential ingredients: the interpolation method introduced in statistical physics by Guerra, the analysis of the approximate message-passing algorithm and the theory of spatial coupling and threshold saturation in coding. Our approach is generic and applicable to other open problems in statistical estimation where heuristic statistical physics predictions are available

Statistical physics-based reconstruction in compressed sensing

Compressed sensing is triggering a major evolution in signal acquisition. It consists in sampling a sparse signal at low rate and later using computational power for its exact reconstruction, so that only the necessary information is measured. Currently used reconstruction techniques are, however, limited to acquisition rates larger than the true density of the signal. We design a new procedure which is able to reconstruct exactly the signal with a number of measurements that approaches the theoretical limit in the limit of large systems. It is based on the joint use of three essential ingredients: a probabilistic approach to signal reconstruction, a message-passing algorithm adapted from belief propagation, and a careful design of the measurement matrix inspired from the theory of crystal nucleation. The performance of this new algorithm is analyzed by statistical physics methods. The obtained improvement is confirmed by numerical studies of several cases.Comment: 20 pages, 8 figures, 3 tables. Related codes and data are available at http://aspics.krzakala.or

Compressed sensing with sparse, structured matrices

In the context of the compressed sensing problem, we propose a new ensemble of sparse random matrices which allow one (i) to acquire and compress a {\rho}0-sparse signal of length N in a time linear in N and (ii) to perfectly recover the original signal, compressed at a rate {\alpha}, by using a message passing algorithm (Expectation Maximization Belief Propagation) that runs in a time linear in N. In the large N limit, the scheme proposed here closely approaches the theoretical bound {\rho}0 = {\alpha}, and so it is both optimal and efficient (linear time complexity). More generally, we show that several ensembles of dense random matrices can be converted into ensembles of sparse random matrices, having the same thresholds, but much lower computational complexity.Comment: 7 pages, 6 figure