AMP-UD recovery conjecture for stationary ergodic signals

From papers

Consider a linear inverse problem in which an input signal x{\bf x}, generated by a stationary ergodic source, is estimated from noisy measurements y{\bf y} and measurement matrix A{\bf A}. AMP applies the proposed AMP-UD denoiser, based on context quantization and Gaussian-mixture-model-based i.i.d. subsequence denoising, within its iterations. AMP-UD recovery conjecture. Under some technical conditions, AMP-UD achieves the minimum mean-square error (MMSE). This is a more detailed formulation of the paper's AMP-UD conjecture; the result is presented without a proof, and the relevant technical conditions are not specified.

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Sources & referencesView supporting material

Primary source

Yanting Ma, Junan Zhu and Dror Baron, “Compressed Sensing via Universal Denoising and Approximate Message Passing”, arXiv:1407.1944 (2014).

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