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

S-AMP: Approximate Message Passing for General Matrix Ensembles

In this work we propose a novel iterative estimation algorithm for linear observation systems called S-AMP whose fixed points are the stationary points of the exact Gibbs free energy under a set of (first- and second-) moment consistency constraints in the large system limit. S-AMP extends the approximate message-passing (AMP) algorithm to general matrix ensembles. The generalization is based on the S-transform (in free probability) of the spectrum of the measurement matrix. Furthermore, we show that the optimality of S-AMP follows directly from its design rather than from solving a separate optimization problem as done for AMP.Comment: 5 pages, 1 figur

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

A Traffic Model for Machine-Type Communications Using Spatial Point Processes

A source traffic model for machine-to-machine communications is presented in this paper. We consider a model in which devices operate in a regular mode until they are triggered into an alarm mode by an alarm event. The positions of devices and events are modeled by means of Poisson point processes, where the generated traffic by a given device depends on its position and event positions. We first consider the case where devices and events are static and devices generate traffic according to a Bernoulli process, where we derive the total rate from the devices at the base station. We then extend the model by defining a two-state Markov chain for each device, which allows for devices to stay in alarm mode for a geometrically distributed holding time. The temporal characteristics of this model are analyzed via the autocovariance function, where the effect of event density and mean holding time are shown.Comment: Accepted at the 2017 IEEE 28th Annual International Symposium on Personal, Indoor, and Mobile Radio Communications (PIMRC) - Workshop WS-07 on "The Internet of Things (IoT), the Road Ahead: Applications, Challenges, and Solutions

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