Properties of spatial coupling in compressed sensing

In this paper we address a series of open questions about the construction of spatially coupled measurement matrices in compressed sensing. For hardware implementations one is forced to depart from the limiting regime of parameters in which the proofs of the so-called threshold saturation work. We investigate quantitatively the behavior under finite coupling range, the dependence on the shape of the coupling interaction, and optimization of the so-called seed to minimize distance from optimality. Our analysis explains some of the properties observed empirically in previous works and provides new insight on spatially coupled compressed sensing.Comment: 5 pages, 6 figure

Blind Sensor Calibration using Approximate Message Passing

The ubiquity of approximately sparse data has led a variety of com- munities to great interest in compressed sensing algorithms. Although these are very successful and well understood for linear measurements with additive noise, applying them on real data can be problematic if imperfect sensing devices introduce deviations from this ideal signal ac- quisition process, caused by sensor decalibration or failure. We propose a message passing algorithm called calibration approximate message passing (Cal-AMP) that can treat a variety of such sensor-induced imperfections. In addition to deriving the general form of the algorithm, we numerically investigate two particular settings. In the first, a fraction of the sensors is faulty, giving readings unrelated to the signal. In the second, sensors are decalibrated and each one introduces a different multiplicative gain to the measures. Cal-AMP shares the scalability of approximate message passing, allowing to treat big sized instances of these problems, and ex- perimentally exhibits a phase transition between domains of success and failure.Comment: 27 pages, 9 figure

Critical Off-Equilibrium Dynamics in Glassy Systems

We consider off-equilibrium dynamics at the critical temperature in a class of glassy system. The off-equilibrium correlation and response functions obey a precise scaling form in the aging regime. The structure of the {\it equilibrium} replicated Gibbs free energy fixes the corresponding {\it off-equilibrium} scaling functions implicitly through two functional equations. The details of the model enter these equations only through the ratio $w_2/w_1$ of the cubic coefficients (proper vertexes) of the replicated Gibbs free energy. Therefore the off-equilibrium dynamical exponents are controlled by the very same parameter exponent $\lambda=w_2/w_1$ that determines equilibrium dynamics. We find approximate solutions to the equations and validate the theory by means of analytical computations and numerical simulations.Comment: 19 pages, 7 figure

On Convergence of Approximate Message Passing

Approximate message passing is an iterative algorithm for compressed sensing and related applications. A solid theory about the performance and convergence of the algorithm exists for measurement matrices having iid entries of zero mean. However, it was observed by several authors that for more general matrices the algorithm often encounters convergence problems. In this paper we identify the reason of the non-convergence for measurement matrices with iid entries and non-zero mean in the context of Bayes optimal inference. Finally we demonstrate numerically that when the iterative update is changed from parallel to sequential the convergence is restored.Comment: 5 pages, 3 figure

Dynamics and termination cost of spatially coupled mean-field models

This work is motivated by recent progress in information theory and signal processing where the so-called `spatially coupled' design of systems leads to considerably better performance. We address relevant open questions about spatially coupled systems through the study of a simple Ising model. In particular, we consider a chain of Curie-Weiss models that are coupled by interactions up to a certain range. Indeed, it is well known that the pure (uncoupled) Curie-Weiss model undergoes a first order phase transition driven by the magnetic field, and furthermore, in the spinodal region such systems are unable to reach equilibrium in sub-exponential time if initialized in the metastable state. By contrast, the spatially coupled system is, instead, able to reach the equilibrium even when initialized to the metastable state. The equilibrium phase propagates along the chain in the form of a travelling wave. Here we study the speed of the wave-front and the so-called `termination cost'--- \textit{i.e.}, the conditions necessary for the propagation to occur. We reach several interesting conclusions about optimization of the speed and the cost.Comment: 12 pages, 11 figure

Spectral Detection on Sparse Hypergraphs

We consider the problem of the assignment of nodes into communities from a set of hyperedges, where every hyperedge is a noisy observation of the community assignment of the adjacent nodes. We focus in particular on the sparse regime where the number of edges is of the same order as the number of vertices. We propose a spectral method based on a generalization of the non-backtracking Hashimoto matrix into hypergraphs. We analyze its performance on a planted generative model and compare it with other spectral methods and with Bayesian belief propagation (which was conjectured to be asymptotically optimal for this model). We conclude that the proposed spectral method detects communities whenever belief propagation does, while having the important advantages to be simpler, entirely nonparametric, and to be able to learn the rule according to which the hyperedges were generated without prior information.Comment: 8 pages, 5 figure

A Deterministic and Generalized Framework for Unsupervised Learning with Restricted Boltzmann Machines

Restricted Boltzmann machines (RBMs) are energy-based neural-networks which are commonly used as the building blocks for deep architectures neural architectures. In this work, we derive a deterministic framework for the training, evaluation, and use of RBMs based upon the Thouless-Anderson-Palmer (TAP) mean-field approximation of widely-connected systems with weak interactions coming from spin-glass theory. While the TAP approach has been extensively studied for fully-visible binary spin systems, our construction is generalized to latent-variable models, as well as to arbitrarily distributed real-valued spin systems with bounded support. In our numerical experiments, we demonstrate the effective deterministic training of our proposed models and are able to show interesting features of unsupervised learning which could not be directly observed with sampling. Additionally, we demonstrate how to utilize our TAP-based framework for leveraging trained RBMs as joint priors in denoising problems

Inferring Sparsity: Compressed Sensing using Generalized Restricted Boltzmann Machines

In this work, we consider compressed sensing reconstruction from $M$ measurements of $K$-sparse structured signals which do not possess a writable correlation model. Assuming that a generative statistical model, such as a Boltzmann machine, can be trained in an unsupervised manner on example signals, we demonstrate how this signal model can be used within a Bayesian framework of signal reconstruction. By deriving a message-passing inference for general distribution restricted Boltzmann machines, we are able to integrate these inferred signal models into approximate message passing for compressed sensing reconstruction. Finally, we show for the MNIST dataset that this approach can be very effective, even for $M < K$.Comment: IEEE Information Theory Workshop, 201