Approximate message passing (AMP) is a scalable, iterative approach to signal recovery. For structured random measurement ensembles, including independent and identically distributed (i.i.d.) Gaussian and rotationally-invariant matrices, the performance of AMP can be characterized by a scalar recursion called state evolution (SE). The pseudo-Lipschitz (polynomial) smoothness is conventionally assumed. In this work, we extend the SE for AMP to a new class of measurement matrices with independent (not necessarily identically distributed) entries. We also extend it to a general class of functions, called controlled functions which are not constrained by the polynomial smoothness; unlike the pseudo-Lipschitz function that has polynomial smoothness, the controlled function grows exponentially. The lack of structure in the assumed measurement ensembles is addressed by leveraging Lindeberg-Feller. The lack of smoothness of the assumed controlled function is addressed by a proposed conditioning technique leveraging the empirical statistics of the AMP instances. The resultants grant the use of the SE to a broader class of measurement ensembles and a new class of functions.
翻译:近似消息传递(AMP)是一种可扩展的迭代信号恢复方法。对于结构化随机测量集合,包括独立同分布(i.i.d.)高斯矩阵和旋转不变矩阵,AMP的性能可通过称为状态演化(SE)的标量递归来表征。通常假设伪Lipschitz(多项式)光滑性。在本工作中,我们将AMP的SE扩展到一类新的具有独立(不必同分布)元素的测量矩阵。同时,我们将其推广到一类称为受控函数的一般函数类,该类函数不受多项式光滑性约束;与具有多项式光滑性的伪Lipschitz函数不同,受控函数呈指数增长。通过利用Lindeberg-Feller方法解决了假设测量集合缺乏结构性的问题;通过提出一种利用AMP实例经验统计量的条件化技术,解决了假设受控函数缺乏光滑性的问题。最终结果使SE可应用于更广泛的测量集合类别和新的函数类别。