A Unifying Tutorial on Approximate Message Passing (Q5863992): Difference between revisions

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+High-dimensional dynamics of generalization error in neural networks
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+Q4983382
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+On the existence of maximum likelihood estimates in logistic regression models
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+An Introduction to Random Matrices
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+The Spiked Matrix Model With Generative Priors
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+The committee machine: computational to statistical gaps in learning a two-layers neural network
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+Spectral analysis of large dimensional random matrices
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+Phase transition of the largest eigenvalue for nonnull complex sample covariance matrices
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+Eigenvalues of large sample covariance matrices of spiked population models
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+Approximate Message-Passing Decoder and Capacity Achieving Sparse Superposition Codes
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+Optimal errors and phase transitions in high-dimensional generalized linear models
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+Benign overfitting in linear regression
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+Universality in polytope phase transitions and message passing algorithms
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+The Dynamics of Message Passing on Dense Graphs, with Applications to Compressed Sensing
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+The LASSO Risk for Gaussian Matrices
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+A Fast Iterative Shrinkage-Thresholding Algorithm for Linear Inverse Problems
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+Reconciling modern machine-learning practice and the classical bias–variance trade-off
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+Two Models of Double Descent for Weak Features
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+Slope meets Lasso: improved oracle bounds and optimality
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+The eigenvalues and eigenvectors of finite, low rank perturbations of large random matrices
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+State evolution for approximate message passing with non-separable functions
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+.1162/jmlr.2003.3.4-5.993
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+SLOPE-adaptive variable selection via convex optimization
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+An iterative construction of solutions of the TAP equations for the Sherrington-Kirkpatrick model
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+Distributed Optimization and Statistical Learning via the Alternating Direction Method of Multipliers
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+Measurable selections of extrema
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+Algorithmic Analysis and Statistical Estimation of SLOPE via Approximate Message Passing
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+Statistics for high-dimensional data. Methods, theory and applications.
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+Exact matrix completion via convex optimization
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+The phase transition for the existence of the maximum likelihood estimate in high-dimensional logistic regression
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+The largest eigenvalues of finite rank deformation of large Wigner matrices: Convergence and nonuniversality of the fluctuations
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+Fundamental barriers to high-dimensional regression with convex penalties
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+Universality of approximate message passing algorithms
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+Asymptotic mutual information for the balanced binary stochastic block model
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+Finding hidden cliques of size \(\sqrt{N/e}\) in nearly linear time
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+Information-Theoretically Optimal Compressed Sensing via Spatial Coupling and Approximate Message Passing
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+Minimax risk over \(l_ p\)-balls for \(l_ q\)-error
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+Minimax estimation via wavelet shrinkage
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+High dimensional robust M-estimation: asymptotic variance via approximate message passing
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+Real Analysis and Probability
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+Bounding distributional errors via density ratios
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+Approximation by log-concave distributions, with applications to regression
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+Tweedie’s Formula and Selection Bias
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+Decoding From Pooled Data: Phase Transitions of Message Passing
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+Approximate message passing algorithms for rotationally invariant matrices
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+Geometric measure theory.
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+The largest eigenvalue of rank one deformation of large Wigner matrices
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+Shrinkage estimation
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+Sparse Principal Component Analysis via Axis-Aligned Random Projections
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+A Stochastic Approach to the Gamma Function
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+Randomly Spread CDMA: Asymptotics Via Statistical Physics
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+Surprises in high-dimensional ridgeless least squares interpolation
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+Complete Convergence and the Law of Large Numbers
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+Robust Estimation of a Location Parameter
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+Robust regression: Asymptotics, conjectures and Monte Carlo
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+Robust Statistics
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+State evolution for general approximate message passing algorithms, with applications to spatial coupling
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+On Consistency and Sparsity for Principal Components Analysis in High Dimensions
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+Phase Transitions and Sample Complexity in Bayes-Optimal Matrix Factorization
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+Foundations of Modern Probability
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+The Isotropic Semicircle Law and Deformation of Wigner Matrices
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+Fundamental limits of symmetric low-rank matrix estimation
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+Constrained low-rank matrix estimation: phase transitions, approximate message passing and applications
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+Just interpolate: kernel ``ridgeless'' regression can generalize
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+A precise high-dimensional asymptotic theory for boosting and minimum-\(\ell_1\)-norm interpolated classifiers
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+Optimization-Based AMP for Phase Retrieval: The Impact of Initialization and $\ell_{2}$  Regularization
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+Analysis of Approximate Message Passing With Non-Separable Denoisers and Markov Random Field Priors
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+Computational barriers in minimax submatrix detection
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+The Generalization Error of Random Features Regression: Precise Asymptotics and the Double Descent Curve
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+Information, Physics, and Computation
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+The distribution of the Lasso: uniform control over sparse balls and adaptive parameter tuning
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+Non-Negative Principal Component Analysis: Message Passing Algorithms and Sharp Asymptotics
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+Estimation of low-rank matrices via approximate message passing
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+Consistent parameter estimation for Lasso and approximate message passing
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+Deep double descent: where bigger models and more data hurt*
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+A theory of solving TAP equations for Ising models with general invariant random matrices
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+An Invitation to Statistics in Wasserstein Space
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+Bilinear Generalized Approximate Message Passing—Part I: Derivation
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+Bilinear Generalized Approximate Message Passing—Part II: Applications
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+Optimality and sub-optimality of PCA. I: Spiked random matrix models
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+Asymptotic behavior of M-estimators of p regression parameters when \(p^ 2/n\) is large. I. Consistency
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+Asymptotic behavior of M estimators of p regression parameters when \(p^ 2/n\) is large. II: Normal approximation
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+Asymptotic behavior of likelihood methods for exponential families when the number of parameters tends to infinity
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+Vector Approximate Message Passing
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+On the Convergence of Approximate Message Passing With Arbitrary Matrices
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+Fixed Points of Generalized Approximate Message Passing With Arbitrary Matrices
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+The Replica-Symmetric Prediction for Random Linear Estimation With Gaussian Matrices Is Exact
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+Capacity-Achieving Sparse Superposition Codes via Approximate Message Passing Decoding
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+Finite Sample Analysis of Approximate Message Passing Algorithms
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+A Simple Derivation of AMP and its State Evolution via First-Order Cancellation
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+Compressive Phase Retrieval via Generalized Approximate Message Passing
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+Approximation Theorems of Mathematical Statistics
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+False discoveries occur early on the Lasso path
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+SLOPE is adaptive to unknown sparsity and asymptotically minimax
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+A modern maximum-likelihood theory for high-dimensional logistic regression
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+The likelihood ratio test in high-dimensional logistic regression is asymptotically a rescaled Chi-square
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+Bayes-Optimal Convolutional AMP
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+Rigorous Dynamics of Expectation-Propagation-Based Signal Recovery from Unitarily Invariant Measurements
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+Mean Field Models for Spin Glasses
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+A statistical-mechanics approach to large-system analysis of CDMA multiuser detectors
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+Precise Error Analysis of Regularized &lt;inline-formula&gt;                       &lt;tex-math notation="LaTeX"&gt;$M$ &lt;/tex-math&gt;                   &lt;/inline-formula&gt;-Estimators in High Dimensions
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+Optimal Transport
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+Minimax sparse principal subspace estimation in high dimensions
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+Statistical and computational trade-offs in estimation of sparse principal components
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