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arXiv · 2111.05522

On the Convergence of Orthogonal/Vector AMP: Long-Memory Message-Passing Strategy

Keigo Takeuchi
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Abstract

Orthogonal/vector approximate message-passing (AMP) is a powerful message-passing (MP) algorithm for signal reconstruction in compressed sensing. This paper proves the convergence of Bayes-optimal orthogonal/vector AMP in the large system limit. The proof strategy is based on a novel long-memory (LM) MP approach: A first step is a construction of LM-MP that is guaranteed to converge systematically. A second step is a large-system analysis of LM-MP via an existing framework of state evolution. A third step is to prove the convergence of state evolution recursions for Bayes-optimal LM-MP via a new statistical interpretation of existing LM damping. The last is an exact reduction of the state evolution recursions for Bayes-optimal LM-MP to those for Bayes-optimal orthogonal/vector AMP. The convergence of the state evolution recursions for Bayes-optimal LM-MP implies that for Bayes-optimal orthogonal/vector AMP. Numerical simulations are presented to show the verification of state evolution results for damped orthogonal/vector AMP and a negative aspect of LM-MP in finite-sized systems.

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Keigo Takeuchi. 2021-11-10. On the Convergence of Orthogonal/Vector AMP: Long-Memory Message-Passing Strategy. https://arxiv.org/abs/2111.05522

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