Swept Approximate Message Passing for Sparse Estimation

@inproceedings{Manoel2015SweptAM,
  title={Swept Approximate Message Passing for Sparse Estimation},
  author={Andre Manoel and Florent Krzakala and Eric W. Tramel and Lenka Zdeborov{\'a}},
  booktitle={ICML},
  year={2015}
}
Approximate Message Passing (AMP) has been shown to be a superior method for inference problems, such as the recovery of signals from sets of noisy, lower-dimensionality measurements, both in terms of reconstruction accuracy and in computational efficiency. However, AMP suffers from serious convergence issues in contexts that do not exactly match its assumptions. We propose a new approach to stabilizing AMP in these contexts by applying AMP updates to individual coefficients rather than in… CONTINUE READING
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