Dynamical Functional Theory for Compressed Sensing [article]

Burak Çakmak, Manfred Opper, Ole Winther, Bernard H. Fleury
2017 arXiv   pre-print
We introduce a theoretical approach for designing generalizations of the approximate message passing (AMP) algorithm for compressed sensing which are valid for large observation matrices that are drawn from an invariant random matrix ensemble. By design, the fixed points of the algorithm obey the Thouless-Anderson-Palmer (TAP) equations corresponding to the ensemble. Using a dynamical functional approach we are able to derive an effective stochastic process for the marginal statistics of a
more » ... e component of the dynamics. This allows us to design memory terms in the algorithm in such a way that the resulting fields become Gaussian random variables allowing for an explicit analysis. The asymptotic statistics of these fields are consistent with the replica ansatz of the compressed sensing problem.
arXiv:1705.04284v1 fatcat:l7ce7rfjezhgzfz7gkglniilfy