Macroscopic Analysis of Vector Approximate Message Passing in a Model-Mismatched Setting

DOI10.1109/TIT.2022.3163342MaRDI QIDQ5097009zbMATH OpenOpenAlexWikidataFDO

Authors Takashi Takahashi, Yoshiyuki Kabashima

Publication date 19 August 2022

Published in IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tit.2022.3163342

zbMATH Keywords

inference of generalized linear modelsmacroscopic propertiesvector approximate message passing (VAMP) algorithm

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Applications of statistics to physics (62P35) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Cited in

(4)

• Marginals of a spherical spin Glass model with correlated disorder
• Analysis of Approximate Message Passing With Non-Separable Denoisers and Markov Random Field Priors
• Statistical inference in classification of high-dimensional Gaussian mixture
• Analysis of high-dimensional Gaussian labeled-unlabeled mixture model via message-passing algorithm

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