Efficient method for resampling problems using vector approximate message passing.
problem Computational demand in resampling techniques for statistical inference and ensemble learning.
method Combination of replica method from statistical physics and vector approximate message passing from information theory.
result Fast convergence and high approximation accuracy for variable selection problems.
New method for nonlinear filtering and smoothing using factor graphs.
problem Handling deterministic nonlinear transformations in factor graphs.
method Approximate Gaussian message passing rules for factor graphs with Markov property.
result Proposed nonlinear modified Bryson-Frazier smoother.
New distribution simplifies covariance matrix inference.
problem Efficient inference for covariance matrices in large models.
method Incorporates Inverse G-Wishart distribution for variational message passing.
result Elegant and succinct expression of variational message passing fragments.
We address the problem of computing approximate marginals in Gaussian probabilistic models by using mean field and fractional Bethe approximations. We define the Gaussian fractional Bethe free energy in terms of the moment parameters of the approximate marginals, derive a lower and an upper bound on the fractional Beth…
Tree-AMP simplifies inference in complex tree-structured models.
problem Inference in high-dimensional tree-structured models.
method Approximate Message Passing algorithms for various machine learning tasks.
result Theoretical performance predictions and automated entropy estimation.
Develops a Gaussian-based message-passing algorithm for noisy matrix completion.
problem Noisy matrix completion problems.
method Gaussian parameterized belief propagation algorithm.
result Advantages over traditional methods in non-Gaussian noise scenarios.
For the problem of multi-class linear classification and feature selection, we propose approximate message passing approaches to sparse multinomial logistic regression (MLR). First, we propose two algorithms based on the Hybrid Generalized Approximate Message Passing (HyGAMP) framework: one finds the maximum a posterio…
We present a joint message passing approach that combines belief propagation and the mean field approximation. Our analysis is based on the region-based free energy approximation method proposed by Yedidia et al. We show that the message passing fixed-point equations obtained with this combination correspond to station…
A new optimization scheme tackles convex objectives with non-separable penalties.
problem Optimizing convex objectives with non-separable penalties.
method Expectation-consistent approximation and vector approximate message-passing (VAMP) algorithm.
result Faster convergence compared to state-of-the-art approaches in tasks like classification and reconstruction.
Unified tutorial on AMP for high-dimensional problems.
problem Structured high-dimensional statistical problems.
method Statistical perspective of AMP and its applications.
result Unified and strengthened results in AMP literature.
New algorithm improves signal reconstruction from noisy measurements with side information.
problem Reconstructing unknown signals from noisy linear measurements with side information.
method Integrates side information into approximate message passing (AMP) and tracks performance using state evolution.
result AMP-SI performance is accurately predicted by state evolution.
ALBU improves LDA performance on small datasets.
problem Limited data impairs variational Bayes in LDA.
method Approximate Loopy Belief message passing algorithm.
result ALBU learns latent distributions more accurately than VB, especially for smaller data sets.
The sum-product or belief propagation (BP) algorithm is a widely used message-passing technique for computing approximate marginals in graphical models. We introduce a new technique, called stochastic orthogonal series message-passing (SOSMP), for computing the BP fixed point in models with continuous random variables.…
New algorithm for signal estimation in noisy matrix models.
problem Signal estimation in rectangular spiked matrix models with rotationally invariant noise.
method Orthogonal Approximate Message Passing (OAMP) algorithm for signal estimation.
result Optimal OAMP algorithm minimizes mean-squared error and achieves Bayes-optimal performance.
Improved variational inference by enforcing consistency with linear response.
problem Inconsistent variational approximations in inference methods.
method Introducing constraints on covariance to ensure consistency with linear response.
result Improvement in marginal probability distribution inference.
AMP method reconstructs rank-one matrices from noisy data efficiently.
problem Reconstructing rank-one matrices with prior structural information from noisy observations.
method Approximate Message Passing (AMP) with random initialization.
result AMP from random initialization converges rapidly and globally.
This work analyzes mini-batch inference limits and introduces Mini-AMP for clustering.
problem Analyzing information-theoretic limits of mini-batch inference in statistical learning.
method Detailed analysis of Mini-AMP for generalized linear models and low-rank matrix factorization.
result Characterization of optimal performance and phase transitions for mini-batch inference.
This paper analyzes the Dawid-Skene model in the dense limit and identifies regions where message passing algorithms fail.
problem Optimality of message passing algorithms in the Dawid-Skene model.
method Analysis of the dense limit of the Dawid-Skene model and identification of regions of sub-optimality.
result Characterization of regions where message passing algorithms do not match Bayes-optimal performance.
A new algorithm improves topic model accuracy in small data sets.
problem Limited data leads to inaccurate topic model identification.
method Developed a novel variational message passing algorithm (ALBU) for LDA.
result ALBU learns latent distributions more accurately than Variational Bayes (VB) in small data sets.
New AMP algorithms for rotationally invariant models with reduced complexity.
problem Signal estimation in generalized linear models with arbitrary spectral design matrices.
method Rotationally invariant approximate message passing (AMP) algorithms.
result Performance close to Vector AMP with significantly lower complexity.
New framework for estimating treatment effects in experiments with network interference.
problem Network interference biases traditional treatment effect estimations in randomized experiments.
method Causal message-passing framework based on high-dimensional approximate message passing.
result Practical algorithm to estimate total treatment effect in multi-period experiments.
A new AMP-based method speeds up conformal prediction intervals.
problem Computational cost in building high-dimensional prediction intervals.
method Approximate Message Passing (AMP) to accelerate full conformal prediction.
result AMP-based method produces valid prediction intervals orders of magnitude faster.
New algorithms improve rank one signal estimation from noisy data.
problem Estimating a rank one signal matrix from corrupted data with rotationally invariant noise.
method Developed approximate message-passing algorithms exploiting eigenvalues and iterates denoisers.
result Achieves optimal asymptotic estimation error among iterative algorithms.
Rich and complex time-series data, such as those generated from engineering systems, financial markets, videos or neural recordings, are now a common feature of modern data analysis. Explaining the phenomena underlying these diverse data sets requires flexible and accurate models. In this paper, we promote Gaussian pro…
Active sampling algorithm improves accuracy of inferred scores from pairwise comparisons.
problem Inference of accurate scores from time-consuming pairwise comparisons.
method Approximate message passing and expected information gain maximization.
result ASAP offers the highest accuracy of inferred scores compared to existing methods.
Graph hypernetworks improve molecule property prediction and classification.
problem Improving molecule property prediction and classification using graph neural networks.
method Replacing underlying networks with hypernetworks and addressing training instability.
result Demonstrated state-of-the-art performance in various benchmarks.
Paper analyzes SLOPE via AMP, providing an asymptotically sharp analysis and algorithmic approach.
problem Analyzing SLOPE's solution under Gaussian random designs.
method Developed an asymptotically exact characterization using approximate message passing.
result AMP iterates converge to the SLOPE solution in an asymptotic sense.
Paper proposes efficient methods for forecasting with large datasets.
problem Forecasting with large, high-dimensional economic data sets.
method Bayesian hierarchical priors, factor graphs, message passing algorithms, Generalized Approximate Message Passing (GAMP).
result The proposed methods outperform traditional approaches in forecasting U.S. price inflation.
A fast, approximate method for variable selection in GLMs tackles correlated data.
problem Variable selection in generalized linear models with correlated data.
method Replica method of statistical mechanics and vector approximate message passing.
result The proposed algorithm provides fast convergence and high approximation accuracy.
This paper optimizes retraining models using their own predictions and noisy labels.
problem Improving model performance through optimal retraining of noisy labels.
method Developed a principled framework based on approximate message passing (AMP) to analyze iterative retraining procedures.
result Derivation of the Bayes optimal aggregator function to minimize prediction error.
Approximate Message Passing (AMP) has been shown to be an excellent statistical approach to signal inference and compressed sensing problem. The AMP framework provides modularity in the choice of signal prior; here we propose a hierarchical form of the Gauss-Bernouilli prior which utilizes a Restricted Boltzmann Machin…
Efficient algorithm solves synchronization problems over compact groups.
problem Solving alignment problems in various fields like cryo-electron microscopy and community detection.
method Iterative message-passing algorithm based on AMP, adapted for compact groups and multiple frequency channels.
result The algorithm is information-theoretically optimal in many cases and shows evidence of statistical-to-computational gaps.
Optimal spectral estimators and AMP combine for efficient weak recovery in orthogonally invariant GLMs.
problem Parameter estimation from generalized linear models with complex correlation structures.
method Spectral initialization and approximate message passing (AMP) algorithm.
result Established rigorous performance guarantees for spectral initialization and AMP.
New framework predicts AMP behavior in spiked models for finite iterations.
problem Understanding AMP dynamics in high-dimensional spiked models.
method Developed a non-asymptotic framework for AMP in spiked matrix estimation.
result Predicted AMP behavior for up to O(polylognn) iterations in Z2 synchronization. GemNet improves molecular predictions by overcoming graph neural network limitations.
problem Graph neural networks struggle with distinguishing certain types of molecular graphs.
method Discretized geometric message passing neural network (GemNet) with spherical representations.
result GemNet outperforms previous models on molecular datasets by 34-20%.
We design iterative receiver schemes for a generic wireless communication system by treating channel estimation and information decoding as an inference problem in graphical models. We introduce a recently proposed inference framework that combines belief propagation (BP) and the mean field (MF) approximation and inclu…
While loopy belief propagation (LBP) performs reasonably well for inference in some Gaussian graphical models with cycles, its performance is unsatisfactory for many others. In particular for some models LBP does not converge, and in general when it does converge, the computed variances are incorrect (except for cycle-…
Adapts BP-based algorithms for deep learning, improving performance and accuracy.
problem Training deep neural networks with discrete weights and activations.
method Message-passing algorithms based on Belief Propagation, with reinforcement field.
result Comparable performance to SGD-inspired heuristics (BinaryNet) and higher accuracy in predictions.
Approximate Message Passing (AMP) has been shown to be a superior method for inference problems, such as the recovery of signals from sets of noisy, lower-dimensionality measurements, both in terms of reconstruction accuracy and in computational efficiency. However, AMP suffers from serious convergence issues in contex…
A coloring scheme improves graph neural networks for node disambiguation.
problem Improving graph neural networks' ability to distinguish identical node attributes.
method Introducing a graph neural network called Colored Local Iterative Procedure (CLIP) that uses colors to disambiguate node attributes.
result CLIP is a universal approximator of continuous functions on graphs with node attributes.
Spectral methods improve parameter estimation in structured GLMs.
problem Parameter estimation in high-dimensional generalized linear models with structured data.
method Spectral methods using the principal eigenvector of a data-dependent matrix, with preprocessing for optimal performance.
result Precise asymptotic performance characterization and optimal preprocessing identified.
AMP algorithms can be efficiently simulated by SDPs even with corrupted data.
problem Optimizing average-case optimization problems with corrupted data.
method Local statistics hierarchy semidefinite programs (SDPs) simulate AMP algorithms robustly.
result Robust guarantees for many AMP algorithms are offered, contrasting with strong lower bounds for SDPs.
Sparse superposition codes were recently introduced by Barron and Joseph for reliable communication over the AWGN channel at rates approaching the channel capacity. The codebook is defined in terms of a Gaussian design matrix, and codewords are sparse linear combinations of columns of the matrix. In this paper, we prop…
Graph diffusion convolution improves graph learning by leveraging generalized graph diffusion.
problem Noisy and arbitrarily defined edges in real graphs.
method Graph diffusion convolution (GDC) using generalized graph diffusion like heat kernel and personalized PageRank.
result Replacing message passing with graph diffusion convolution leads to significant performance improvements.
Approximations of loopy belief propagation, including expectation propagation and approximate message passing, have attracted considerable attention for probabilistic inference problems. This paper proposes and analyzes a generalization of Opper and Winther's expectation consistent (EC) approximate inference method. Th…
For the problem of binary linear classification and feature selection, we propose algorithmic approaches to classifier design based on the generalized approximate message passing (GAMP) algorithm, recently proposed in the context of compressive sensing. We are particularly motivated by problems where the number of feat…
DD algorithm tracks test error from train error without validation data.
problem Systematic generalization gap between train and test errors in modern model training.
method Decoupled descent (DD) algorithm that cancels data reuse biases via approximate message passing.
result DD algorithm rigorously demonstrates zero-cost validation and 100% data utilization.
Iterative information processing, either based on heuristics or analytical frameworks, has been shown to be a very powerful tool for the design of efficient, yet feasible, wireless receiver architectures. Within this context, algorithms performing message-passing on a probabilistic graph, such as the sum-product (SP) a…