Universality of Approximate Message Passing Algorithms

03/23/2020
by   Wei-Kuo Chen, et al.
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We consider a broad class of Approximate Message Passing (AMP) algorithms defined as a Lipschitzian functional iteration in terms of an n× n random symmetric matrix A. We establish universality in noise for this AMP in the n-limit and validate this behavior in a number of AMPs popularly adapted in compressed sensing, statistical inferences, and optimizations in spin glasses.

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