S-AMP for Non-linear Observation Models

Recently we extended Approximate message passing (AMP) algorithm to be able to handle general invariant matrix ensembles. In this contribution we extend our S-AMP approach to non-linear observation models. We obtain generalized AMP (GAMP) algorithm 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 algorithms 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.Comment: 6 page

Capacity Scaling in MIMO Systems with General Unitarily Invariant Random Matrices

We investigate the capacity scaling of MIMO systems with the system dimensions. To that end, we quantify how the mutual information varies when the number of antennas (at either the receiver or transmitter side) is altered. For a system comprising $R$ receive and $T$ transmit antennas with $R>T$, we find the following: By removing as many receive antennas as needed to obtain a square system (provided the channel matrices before and after the removal have full rank) the maximum resulting loss of mutual information over all signal-to-noise ratios (SNRs) depends only on $R$, $T$ and the matrix of left-singular vectors of the initial channel matrix, but not on its singular values. In particular, if the latter matrix is Haar distributed the ergodic rate loss is given by $\sum_{t=1}^{T}\sum_{r=T+1}^{R}\frac{1}{r-t}$ nats. Under the same assumption, if $T,R\to \infty$ with the ratio $\phi\triangleq T/R$ fixed, the rate loss normalized by $R$ converges almost surely to $H(\phi)$ bits with $H(\cdot)$ denoting the binary entropy function. We also quantify and study how the mutual information as a function of the system dimensions deviates from the traditionally assumed linear growth in the minimum of the system dimensions at high SNR.Comment: Accepted for publication in the IEEE Transactions on Information Theor

Variational Bayesian Inference of Line Spectra

In this paper, we address the fundamental problem of line spectral estimation in a Bayesian framework. We target model order and parameter estimation via variational inference in a probabilistic model in which the frequencies are continuous-valued, i.e., not restricted to a grid; and the coefficients are governed by a Bernoulli-Gaussian prior model turning model order selection into binary sequence detection. Unlike earlier works which retain only point estimates of the frequencies, we undertake a more complete Bayesian treatment by estimating the posterior probability density functions (pdfs) of the frequencies and computing expectations over them. Thus, we additionally capture and operate with the uncertainty of the frequency estimates. Aiming to maximize the model evidence, variational optimization provides analytic approximations of the posterior pdfs and also gives estimates of the additional parameters. We propose an accurate representation of the pdfs of the frequencies by mixtures of von Mises pdfs, which yields closed-form expectations. We define the algorithm VALSE in which the estimates of the pdfs and parameters are iteratively updated. VALSE is a gridless, convergent method, does not require parameter tuning, can easily include prior knowledge about the frequencies and provides approximate posterior pdfs based on which the uncertainty in line spectral estimation can be quantified. Simulation results show that accounting for the uncertainty of frequency estimates, rather than computing just point estimates, significantly improves the performance. The performance of VALSE is superior to that of state-of-the-art methods and closely approaches the Cram\'er-Rao bound computed for the true model order.Comment: 15 pages, 8 figures, accepted for publication in IEEE Transactions on Signal Processin

Dynamical Functional Theory for Compressed Sensing

We introduce a theoretical approach for designing generalizations of the approximate message passing (AMP) algorithm for compressed sensing which are valid for large observation matrices that are drawn from an invariant random matrix ensemble. By design, the fixed points of the algorithm obey the Thouless-Anderson-Palmer (TAP) equations corresponding to the ensemble. Using a dynamical functional approach we are able to derive an effective stochastic process for the marginal statistics of a single component of the dynamics. This allows us to design memory terms in the algorithm in such a way that the resulting fields become Gaussian random variables allowing for an explicit analysis. The asymptotic statistics of these fields are consistent with the replica ansatz of the compressed sensing problem.Comment: 5 pages, accepted for ISIT 201

Superfast Line Spectral Estimation

A number of recent works have proposed to solve the line spectral estimation problem by applying off-the-grid extensions of sparse estimation techniques. These methods are preferable over classical line spectral estimation algorithms because they inherently estimate the model order. However, they all have computation times which grow at least cubically in the problem size, thus limiting their practical applicability in cases with large dimensions. To alleviate this issue, we propose a low-complexity method for line spectral estimation, which also draws on ideas from sparse estimation. Our method is based on a Bayesian view of the problem. The signal covariance matrix is shown to have Toeplitz structure, allowing superfast Toeplitz inversion to be used. We demonstrate that our method achieves estimation accuracy at least as good as current methods and that it does so while being orders of magnitudes faster.Comment: 16 pages, 7 figures, accepted for IEEE Transactions on Signal Processin

Nitrogen isotopic fractionation during abiotic synthesis of organic solid particles

The formation of organic compounds is generally assumed to result from abiotic processes in the Solar System, with the exception of biogenic organics on Earth. Nitrogen-bearing organics are of particular interest, notably for prebiotic perspectives but also for overall comprehension of organic formation in the young solar system and in planetary atmospheres. We have investigated abiotic synthesis of organics upon plasma discharge, with special attention to N isotope fractionation. Organic aerosols were synthesized from N2-CH4 and N2-CO gaseous mixtures using low-pressure plasma discharge experiments, aimed at simulating chemistry occurring in Titan s atmosphere and in the protosolar nebula, respectively. Nitrogen is efficiently incorporated into the synthesized solids, independently of the oxidation degree, of the N2 content of the starting gas mixture, and of the nitrogen speciation in the aerosols. The aerosols are depleted in 15N by 15-25 permil relative to the initial N2 gas, whatever the experimental setup is. Such an isotopic fractionation is attributed to mass-dependent kinetic effect(s). Nitrogen isotope fractionation upon electric discharge cannot account for the large N isotope variations observed among solar system objects and reservoirs. Extreme N isotope signatures in the solar system are more likely the result of self-shielding during N2 photodissociation, exotic effect during photodissociation of N2 and/or low temperature ion-molecule isotope exchange. Kinetic N isotope fractionation may play a significant role in the Titan s atmosphere. We also suggest that the low delta15N values of Archaean organic matter are partly the result of abiotic synthesis of organics that occurred at that time