Parametric Bilinear Generalized Approximate Message Passing

@article{Parker2016ParametricBG,
  title={Parametric Bilinear Generalized Approximate Message Passing},
  author={Jason T. Parker and Yan Shou and Philip Schniter},
  journal={IEEE Journal of Selected Topics in Signal Processing},
  year={2016},
  volume={10},
  pages={795-808}
}
We propose a scheme to estimate the parameters bi and cj of the bilinear form z<sub>m</sub> = Σ<sub>i,j</sub> b<sub>izm</sub><sup>(i,j)</sup> c<sub>j</sub> from noisy measurements {y<sub>m</sub>}<sub>mM</sub>=1, where y<sub>m</sub> and z<sub>m</sub> are related through an arbitrary likelihood function and z<sub>m</sub><sup>(i,j)</sup> are known. Our scheme is based on generalized approximate message passing (G-AMP): it treats b<sub>i</sub> and c<sub>j</sub> as random variables and z<sub>m</sub… CONTINUE READING
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