Approximate Message Passing with Consistent Parameter Estimation
Ulugbek Kamilov, EPFL STI LIB

Seminar • 01 October 2012 • BM 4.233

Abstract
Approximate Message Passing (AMP) is a recently developed method for statistical estimation of a signal from linear measurements. The method yield good results when the prior and noise distributions are known exactly. In this talk, we present Adaptive GAMP, which is a generalization of standard AMP when the signal and noise distributions have parametric uncertainties. The talk will cover the algorithm, its analysis, and potential applications. The talk is based on joint works with Emrah Bostan, Aurelien Bourquard, Alyson Fletcher, Sundeep Rangan, and Michael Unser.