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Abstract-In this paper, we extend the generalized approximate message passing (G-AMP) approach, originally proposed for high-dimensional generalized-linear regression in the context of compressive sensing, to the generalized-bilinear case, which enables its application to matrix completion, robust PCA, dictionary learning, and related matrix-factorization problems. Here, in Part I of a two-part paper, we derive our Bilinear G-AMP (BiG-AMP) algorithm as an approximation of the sum-product belief propagation algorithm in the high-dimensional limit, where central-limit theorem arguments and Taylor-series approximations apply, and under the assumption of statistically independent matrix entries with known priors. In addition, we propose an adaptive damping mechanism that aids convergence under finite problem sizes, an expectation-maximization (EM)-based method to automatically tune the parameters of the assumed priors, and two rank-selection strategies. In Part II of the paper, we will discuss the specializations of EM-BiG-AMP to the problems of matrix completion, robust PCA, and dictionary learning, and we will present the results of an extensive empirical study comparing EM-BiG-AMP to state-of-the-art algorithms on each problem.

Abstract-We propose a scheme to estimate the parameters bi and cj of the bilinear form zm = i,j biz

Abstract-In this paper, we extend the generalized approximate message passing (G-AMP) approach, originally proposed for highdimensional generalized-linear regression in the context of compressive sensing, to the generalized-bilinear case. In Part I of this two-part paper, we derived our Bilinear G-AMP (BiG-AMP) algorithm as an approximation of the sum-product belief propagation algorithm in the high-dimensional limit, and proposed an adaptive damping mechanism that aids convergence under finite problem sizes, an expectation-maximization (EM)-based method to automatically tune the parameters of the assumed priors, and two rankselection strategies. Here, in Part II, we discuss the specializations of BiG-AMP to the problems of matrix completion, robust PCA, and dictionary learning, and present the results of an extensive empirical study comparing BiG-AMP to state-of-the-art algorithms on each problem. Our numerical results, using both synthetic and real-world datasets, demonstrate that EM-BiG-AMP yields excellent reconstruction accuracy (often best in class) while maintaining competitive runtimes.

This report is published in the interest of scientific and technical information exchange and its publication does not constitute the Government's approval or disapproval of its ideas or findings.

Abstract-In this work, we consider a general form of noisy compressive sensing (CS) when there is uncertainty in the measurement matrix as well as in the measurements. Matrix uncertainty is motivated by practical cases in which there are imperfections or unknown calibration parameters in the signal acquisition hardware. While previous work has focused on analyzing and extending classical CS algorithms like the LASSO and Dantzig selector for this problem setting, we propose a new algorithm whose goal is either minimization of mean-squared error or maximization of posterior probability in the presence of these uncertainties. In particular, we extend the Approximate Message Passing (AMP) approach originally proposed by Donoho, Maleki, and Montanari, and recently generalized by Rangan, to the case of probabilistic uncertainties in the elements of the measurement matrix. Empirically, we show that our approach performs near oracle bounds. We then show that our matrix-uncertain AMP can be applied in an alternating fashion to learn both the unknown measurement matrix and signal vector. We also present a simple analysis showing that, for suitably large systems, it suffices to treat uniform matrix uncertainty as additive white Gaussian noise.

Abstract-Traditional Space Time Adaptive Processing (STAP) formulations cast the problem as a detection task which results in an optimal decision statistic for a single target in colored Gaussian noise. In the present work, inspired by recent theoretical and algorithmic advances in the field known as compressed sensing, we impose a Laplacian prior on the targets themselves which encourages sparsity in the resulting reconstruction of the angle/Doppler plane. By casting the problem in a Bayesian framework, it becomes readily apparent that sparse regularization can be applied as a post-processing step after the use of a traditional STAP algorithm for clutter estimation. Simulation results demonstrate that this approach allows closely spaced targets to be more easily distinguished.