Efficient High-Dimensional Inference in the Multiple Measurement Vector Problem

Justin Ziniel, Philip Schniter
2013 IEEE Transactions on Signal Processing  
In this work, a Bayesian approximate message passing algorithm is proposed for solving the multiple measurement vector (MMV) problem in compressive sensing, in which a collection of sparse signal vectors that share a common support are recovered from undersampled noisy measurements. The algorithm, AMP-MMV, is capable of exploiting temporal correlations in the amplitudes of non-zero coefficients, and provides soft estimates of the signal vectors as well as the underlying support. Central to the
more » ... roposed approach is an extension of recently developed approximate message passing techniques to the amplitude-correlated MMV setting. Aided by these techniques, AMP-MMV offers a computational complexity that is linear in all problem dimensions. In order to allow for automatic parameter tuning, an expectation-maximization algorithm that complements AMP-MMV is described. Finally, a detailed numerical study demonstrates the power of the proposed approach and its particular suitability for application to high-dimensional problems.
doi:10.1109/tsp.2012.2222382 fatcat:a67fqu3ygrgprjnp3wwohi4v3i