An Expectation Propagation Perspective on Approximate Message Passing

@article{Meng2015AnEP,
  title={An Expectation Propagation Perspective on Approximate Message Passing},
  author={Xiangming Meng and Sheng Wu and Linling Kuang and Jianhua Lu},
  journal={IEEE Signal Processing Letters},
  year={2015},
  volume={22},
  pages={1194-1197}
}
An alternative derivation for the well-known approximate message passing (AMP) algorithm proposed by Donoho is presented in this letter. Compared with the original derivation, which exploits central limit theorem and Taylor expansion to simplify belief propagation (BP), our derivation resorts to expectation propagation (EP) and the neglect of high-order terms in large system limit. This alternative derivation leads to a different yet provably equivalent form of message passing, which explicitly… CONTINUE READING