Statistical physics of inference: Thresholds and algorithms

L Zdeborová, F Krzakala - Advances in Physics, 2016 - Taylor & Francis
Many questions of fundamental interest in today's science can be formulated as inference
problems: some partial, or noisy, observations are performed over a set of variables and the …

Expectation-maximization Gaussian-mixture approximate message passing

JP Vila, P Schniter - IEEE Transactions on Signal Processing, 2013 - ieeexplore.ieee.org
When recovering a sparse signal from noisy compressive linear measurements, the
distribution of the signal's non-zero coefficients can have a profound effect on recovery …

Optimal errors and phase transitions in high-dimensional generalized linear models

J Barbier, F Krzakala, N Macris… - Proceedings of the …, 2019 - National Acad Sciences
Generalized linear models (GLMs) are used in high-dimensional machine learning,
statistics, communications, and signal processing. In this paper we analyze GLMs when the …

Precise Error Analysis of Regularized -Estimators in High Dimensions

C Thrampoulidis, E Abbasi… - IEEE Transactions on …, 2018 - ieeexplore.ieee.org
A popular approach for estimating an unknown signal x 0∈ ℝ n from noisy, linear
measurements y= Ax 0+ z∈ ℝ m is via solving a so called regularized M-estimator: x̂:= arg …

Measure what should be measured: progress and challenges in compressive sensing

T Strohmer - IEEE Signal Processing Letters, 2012 - ieeexplore.ieee.org
Is compressive sensing overrated? Or can it live up to our expectations? What will come
after compressive sensing and sparsity? And what has Galileo Galilei got to do with it …

Regularized linear regression: A precise analysis of the estimation error

C Thrampoulidis, S Oymak… - Conference on Learning …, 2015 - proceedings.mlr.press
Non-smooth regularized convex optimization procedures have emerged as a powerful tool
to recover structured signals (sparse, low-rank, etc.) from (possibly compressed) noisy linear …

Probabilistic reconstruction in compressed sensing: algorithms, phase diagrams, and threshold achieving matrices

F Krzakala, M Mézard, F Sausset, Y Sun… - Journal of Statistical …, 2012 - iopscience.iop.org
Compressed sensing is a signal processing method that acquires data directly in a
compressed form. This allows one to make fewer measurements than were considered …

Statistical-physics-based reconstruction in compressed sensing

F Krzakala, M Mézard, F Sausset, YF Sun, L Zdeborová - Physical Review X, 2012 - APS
Compressed sensing has triggered a major evolution in signal acquisition. It consists of
sampling a sparse signal at low rate and later using computational power for the exact …

Hypothesis testing in high-dimensional regression under the gaussian random design model: Asymptotic theory

A Javanmard, A Montanari - IEEE Transactions on Information …, 2014 - ieeexplore.ieee.org
We consider linear regression in the high-dimensional regime where the number of
observations n is smaller than the number of parameters p. A very successful approach in …

Instance-optimal compressed sensing via posterior sampling

A Jalal, S Karmalkar, AG Dimakis, E Price - arxiv preprint arxiv …, 2021 - arxiv.org
We characterize the measurement complexity of compressed sensing of signals drawn from
a known prior distribution, even when the support of the prior is the entire space (rather than …