论文标题

在正交大约消息传递上

On Orthogonal Approximate Message Passing

论文作者

Liu, Lei, Cheng, Yiyao, Liang, Shansuo, Manton, Jonathan H., Ping, Li

论文摘要

对于具有非高斯分布(例如稀疏系统)的某些高维线性系统,近似消息传递(AMP)是一种有效的迭代参数估计技术。在AMP中,添加了所谓的Onsager项,以使估计错误大约保持高斯。正交放大器(OAMP)不需要此Onsager术语,而是依靠正交过程来使当前错误与过去的错误(即正交)不相关。 \ ll {在本文中,我们显示了正交性在确保错误是“独立和相同分布的高斯”(AIIDG)的正交性的一般性和意义。}该AIIDG属性对于OAMP的有吸引力的性能至关重要,对于可分开的功能至关重要。 \ ll {我们提出了一个简单且通用的过程,可以通过革兰氏schmidt(GS)正交化建立正交性,该过程适用于任何原型。我们表明,在正交原理下可以统一不同的AMP型算法,例如期望传播(EP),Turbo,AMP和OAMP。} OAMP的简单性和通用性为超出经典线性模型以外的估算问题提供了有效的解决方案。 \ ll {例如,我们通过GS模型和GS正交化研究OAMP的优化。}将在同伴论文中讨论更多相关的应用程序,其中为具有多个约束和多个测量变量的问题开发了新的算法。

Approximate Message Passing (AMP) is an efficient iterative parameter-estimation technique for certain high-dimensional linear systems with non-Gaussian distributions, such as sparse systems. In AMP, a so-called Onsager term is added to keep estimation errors approximately Gaussian. Orthogonal AMP (OAMP) does not require this Onsager term, relying instead on an orthogonalization procedure to keep the current errors uncorrelated with (i.e., orthogonal to) past errors. \LL{In this paper, we show the generality and significance of the orthogonality in ensuring that errors are "asymptotically independently and identically distributed Gaussian" (AIIDG).} This AIIDG property, which is essential for the attractive performance of OAMP, holds for separable functions. \LL{We present a simple and versatile procedure to establish the orthogonality through Gram-Schmidt (GS) orthogonalization, which is applicable to any prototype. We show that different AMP-type algorithms, such as expectation propagation (EP), turbo, AMP and OAMP, can be unified under the orthogonal principle.} The simplicity and generality of OAMP provide efficient solutions for estimation problems beyond the classical linear models. \LL{As an example, we study the optimization of OAMP via the GS model and GS orthogonalization.} More related applications will be discussed in a companion paper where new algorithms are developed for problems with multiple constraints and multiple measurement variables.

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