稀疏估计的扫描近似消息传递Swept Approximate Message Passing for Sparse Estimation |
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课程网址: | http://videolectures.net/icml2015_tramel_sparse_estimation/D |
主讲教师: | Eric W.Tramel |
开课单位: | 巴黎普通高等学校 |
开课时间: | 2015-09-27 |
课程语种: | 英语 |
中文简介: | 在重建精度和计算效率方面,近似消息传递(AMP)已被证明是一种用于推理问题的优越方法,例如从有噪声的低维测量集合中恢复信号。然而,AMP在不完全符合其假设的情况下存在严重的收敛问题。我们提出了一种在这些情况下稳定AMP的新方法,通过将AMP更新应用于单个系数而不是并行地。我们的结果表明,对AMP迭代的这种改变可以为标准AMP迭代出现分歧的问题提供理论上预期但迄今无法获得的性能。此外,我们发现这种扫频系数更新方案的计算成本并不过分繁重,从而使其能够有效地应用于大维度的信号。 |
课程简介: | Approximate Message Passing (AMP) has been shown to be a superior method for inference problems, such as the recovery of signals from sets of noisy, lower-dimensionality measurements, both in terms of reconstruction accuracy and in computational efficiency. However, AMP suffers from serious convergence issues in contexts that do not exactly match its assumptions. We propose a new approach to stabilizing AMP in these contexts by applying AMP updates to individual coefficients rather than in parallel. Our results show that this change to the AMP iteration can provide theoretically expected, but hitherto unobtainable, performance for problems on which the standard AMP iteration diverges. Additionally, we find that the computational costs of this swept coefficient update scheme is not unduly burdensome, allowing it to be applied efficiently to signals of large dimensionality. |
关 键 词: | 重建精度; 消息传递; 收敛问题 |
课程来源: | 视频讲座网 |
数据采集: | 2022-12-14:chenjy |
最后编审: | 2023-05-11:chenjy |
阅读次数: | 60 |