A GAMP-Based Low Complexity Sparse Bayesian Learning Algorithm

DOI10.1109/TSP.2017.2764855MaRDI QIDQ4621541zbMATH OpenFDO

Authors Maher al-Shoukairi, Philip Schniter, B. D. Rao

Publication date 12 February 2019

Published in IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1703.03044

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Abstract: In this paper, we present an algorithm for the sparse signal recovery problem that incorporates damped Gaussian generalized approximate message passing (GGAMP) into Expectation-Maximization (EM)-based sparse Bayesian learning (SBL). In particular, GGAMP is used to implement the E-step in SBL in place of matrix inversion, leveraging the fact that GGAMP is guaranteed to converge with appropriate damping. The resulting GGAMP-SBL algorithm is much more robust to arbitrary measurement matrix $$ than the standard damped GAMP algorithm while being much lower complexity than the standard SBL algorithm. We then extend the approach from the single measurement vector (SMV) case to the temporally correlated multiple measurement vector (MMV) case, leading to the GGAMP-TSBL algorithm. We verify the robustness and computational advantages of the proposed algorithms through numerical experiments.

Cited in

(2)

• Sparse Bayesian learning with automatic-weighting Laplace priors for sparse signal recovery
• High-Dimensional Macroeconomic Forecasting Using Message Passing Algorithms

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