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• W2018731202 abstract "When recovering a sparse signal from noisy compressive linear measurements, the distribution of the signal's non-zero coefficients can have a profound affect on recovery mean-squared error (MSE). If this distribution was apriori known, one could use efficient approximate message passing (AMP) techniques for nearly minimum MSE (MMSE) recovery. In practice, though, the distribution is unknown, motivating the use of robust algorithms like Lasso—which is nearly minimax optimal—at the cost of significantly larger MSE for non-least-favorable distributions. As an alternative, we propose an empirical-Bayesian technique that simultaneously learns the signal distribution while MMSE-recovering the signal—according to the learned distribution—using AMP. In particular, we model the non-zero distribution as a Gaussian mixture, and learn its parameters through expectation maximization, using AMP to implement the expectation step. Numerical experiments confirm the state-of-the-art performance of our approach on a range of signal classes." @default.
• W2018731202 created "2016-06-24" @default.
• W2018731202 creator A5035621021 @default.
• W2018731202 creator A5045693581 @default.
• W2018731202 date "2012-03-01" @default.
• W2018731202 modified "2023-09-25" @default.
• W2018731202 title "Expectation-maximization Gaussian-mixture approximate message passing" @default.
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• W2018731202 doi "https://doi.org/10.1109/ciss.2012.6310932" @default.
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