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Universality of approximate message passing algorithms (Q2042851)

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Language	Label	Description	Also known as
English	Universality of approximate message passing algorithms	scientific article

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scholarly article

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Universality of approximate message passing algorithms (English)

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zbMATH Open document ID

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10.1214/21-EJP604

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Electronic Journal of Probability

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publication date

21 July 2021

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full work available at URL

https://arxiv.org/abs/2003.10431

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Mathematics Subject Classification ID

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zbMATH DE Number

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zbMATH Keywords

message passing

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spike recovery

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spiked random matrix

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universality

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MaRDI profile type

MaRDI publication profile

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Phase transition of the largest eigenvalue for nonnull complex sample covariance matrices

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Eigenvalues of large sample covariance matrices of spiked population models

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Universality in polytope phase transitions and message passing algorithms

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The Dynamics of Message Passing on Dense Graphs, with Applications to Compressed Sensing

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The eigenvalues and eigenvectors of finite, low rank perturbations of large random matrices

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The singular values and vectors of low rank perturbations of large rectangular random matrices

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The largest eigenvalues of finite rank deformation of large Wigner matrices: Convergence and nonuniversality of the fluctuations

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Asymptotic mutual information for the balanced binary stochastic block model

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Finding hidden cliques of size \(\sqrt{N/e}\) in nearly linear time

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Information-Theoretically Optimal Compressed Sensing via Spatial Coupling and Approximate Message Passing

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Accurate Prediction of Phase Transitions in Compressed Sensing via a Connection to Minimax Denoising

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The largest eigenvalue of rank one deformation of large Wigner matrices

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State evolution for general approximate message passing algorithms, with applications to spatial coupling

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On the distribution of the largest eigenvalue in principal components analysis

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Phase Transitions and Sample Complexity in Bayes-Optimal Matrix Factorization

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The Isotropic Semicircle Law and Deformation of Wigner Matrices

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Constrained low-rank matrix estimation: phase transitions, approximate message passing and applications

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Non-Negative Principal Component Analysis: Message Passing Algorithms and Sharp Asymptotics

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Estimation of low-rank matrices via approximate message passing

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Bilinear Generalized Approximate Message Passing—Part I: Derivation

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Bilinear Generalized Approximate Message Passing—Part II: Applications

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The largest eigenvalue of small rank perturbations of Hermitian random matrices

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High-Dimensional Probability

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Mathematics(1 entry)

mardi Publication:2042851

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