Mismatched Estimation in Large Linear Systems

We study the excess mean square error (EMSE) above the minimum mean square error (MMSE) in large linear systems where the posterior mean estimator (PME) is evaluated with a postulated prior that differs from the true prior of the input signal. We focus on large linear systems where the measurements are acquired via an independent and identically distributed random matrix, and are corrupted by additive white Gaussian noise (AWGN). The relationship between the EMSE in large linear systems and EMSE in scalar channels is derived, and closed form approximations are provided. Our analysis is based on the decoupling principle, which links scalar channels to large linear system analyses. Numerical examples demonstrate that our closed form approximations are accurate.Comment: 5 pages, 2 figure

Compressive Imaging via Approximate Message Passing with Image Denoising

We consider compressive imaging problems, where images are reconstructed from a reduced number of linear measurements. Our objective is to improve over existing compressive imaging algorithms in terms of both reconstruction error and runtime. To pursue our objective, we propose compressive imaging algorithms that employ the approximate message passing (AMP) framework. AMP is an iterative signal reconstruction algorithm that performs scalar denoising at each iteration; in order for AMP to reconstruct the original input signal well, a good denoiser must be used. We apply two wavelet based image denoisers within AMP. The first denoiser is the "amplitude-scaleinvariant Bayes estimator" (ABE), and the second is an adaptive Wiener filter; we call our AMP based algorithms for compressive imaging AMP-ABE and AMP-Wiener. Numerical results show that both AMP-ABE and AMP-Wiener significantly improve over the state of the art in terms of runtime. In terms of reconstruction quality, AMP-Wiener offers lower mean square error (MSE) than existing compressive imaging algorithms. In contrast, AMP-ABE has higher MSE, because ABE does not denoise as well as the adaptive Wiener filter.Comment: 15 pages; 2 tables; 7 figures; to appear in IEEE Trans. Signal Proces

Analysis of Approximate Message Passing with a Class of Non-Separable Denoisers

Approximate message passing (AMP) is a class of efficient algorithms for solving high-dimensional linear regression tasks where one wishes to recover an unknown signal \beta_0 from noisy, linear measurements y = A \beta_0 + w. When applying a separable denoiser at each iteration, the performance of AMP (for example, the mean squared error of its estimates) can be accurately tracked by a simple, scalar iteration referred to as state evolution. Although separable denoisers are sufficient if the unknown signal has independent and identically distributed entries, in many real-world applications, like image or audio signal reconstruction, the unknown signal contains dependencies between entries. In these cases, a coordinate-wise independence structure is not a good approximation to the true prior of the unknown signal. In this paper we assume the unknown signal has dependent entries, and using a class of non-separable sliding-window denoisers, we prove that a new form of state evolution still accurately predicts AMP performance. This is an early step in understanding the role of non-separable denoisers within AMP, and will lead to a characterization of more general denoisers in problems including compressive image reconstruction.Comment: 37 pages, 1 figure. A shorter version of this paper to appear in the proceedings of ISIT 201

Multiprocessor Approximate Message Passing with Column-Wise Partitioning

Solving a large-scale regularized linear inverse problem using multiple processors is important in various real-world applications due to the limitations of individual processors and constraints on data sharing policies. This paper focuses on the setting where the matrix is partitioned column-wise. We extend the algorithmic framework and the theoretical analysis of approximate message passing (AMP), an iterative algorithm for solving linear inverse problems, whose asymptotic dynamics are characterized by state evolution (SE). In particular, we show that column-wise multiprocessor AMP (C-MP-AMP) obeys an SE under the same assumptions when the SE for AMP holds. The SE results imply that (i) the SE of C-MP-AMP converges to a state that is no worse than that of AMP and (ii) the asymptotic dynamics of C-MP-AMP and AMP can be identical. Moreover, for a setting that is not covered by SE, numerical results show that damping can improve the convergence performance of C-MP-AMP.Comment: This document contains complete details of the previous version (i.e., arXiv:1701.02578v1), which was accepted for publication in ICASSP 201

Empirical Bayes and Full Bayes for Signal Estimation

We consider signals that follow a parametric distribution where the parameter values are unknown. To estimate such signals from noisy measurements in scalar channels, we study the empirical performance of an empirical Bayes (EB) approach and a full Bayes (FB) approach. We then apply EB and FB to solve compressed sensing (CS) signal estimation problems by successively denoising a scalar Gaussian channel within an approximate message passing (AMP) framework. Our numerical results show that FB achieves better performance than EB in scalar channel denoising problems when the signal dimension is small. In the CS setting, the signal dimension must be large enough for AMP to work well; for large signal dimensions, AMP has similar performance with FB and EB.Comment: This work was presented at the Information Theory and Application workshop (ITA), San Diego, CA, Feb. 201

Approximate Message Passing in Coded Aperture Snapshot Spectral Imaging

We consider a compressive hyperspectral imaging reconstruction problem, where three-dimensional spatio-spectral information about a scene is sensed by a coded aperture snapshot spectral imager (CASSI). The approximate message passing (AMP) framework is utilized to reconstruct hyperspectral images from CASSI measurements, and an adaptive Wiener filter is employed as a three-dimensional image denoiser within AMP. We call our algorithm "AMP-3D-Wiener." The simulation results show that AMP-3D-Wiener outperforms existing widely-used algorithms such as gradient projection for sparse reconstruction (GPSR) and two-step iterative shrinkage/thresholding (TwIST) given the same amount of runtime. Moreover, in contrast to GPSR and TwIST, AMP-3D-Wiener need not tune any parameters, which simplifies the reconstruction process.Comment: to appear in Globalsip 201