Graphical models concepts in compressed sensing [chapter]

Andrea Montanari, Yonina C. Eldar, Gitta Kutyniok
Compressed Sensing  
This paper surveys recent work in applying ideas from graphical models and message passing algorithms to solve large scale regularized regression problems. In particular, the focus is on compressed sensing reconstruction via 1 penalized least-squares (known as LASSO or BPDN). We discuss how to derive fast approximate message passing algorithms to solve this problem. Surprisingly, the analysis of such algorithms allows to prove exact high-dimensional limit results for the LASSO risk. This paper
more » ... ill appear as a chapter in a book on 'Compressed Sensing' edited
doi:10.1017/cbo9780511794308.010 fatcat:frvwyvdbl5f5xnpx5xuxx3x6p4