A Two-Stage Method to Test the Robustness of the Generalized Approximate Message Passing Algorithm

We propose a two-stage method to test the robustness of the generalized approximate message passing algorithm (GAMP). A pursuit process based on the marginal posterior probability is inserted in the standard GAMP algorithm to find the support of a sparse vector, and a revised GAMP process is used to...

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Bibliographic Details
Main Authors: Qingshan You, Yongjie Luo, Qun Wan
Format: Article
Language:English
Published: MDPI AG 2016-11-01
Series:Algorithms
Subjects:
Online Access:http://www.mdpi.com/1999-4893/9/4/79
Description
Summary:We propose a two-stage method to test the robustness of the generalized approximate message passing algorithm (GAMP). A pursuit process based on the marginal posterior probability is inserted in the standard GAMP algorithm to find the support of a sparse vector, and a revised GAMP process is used to estimate the amplitudes of the support. The numerical experiments with simulation and real world data confirm the robustness and performance of our proposed algorithm.
ISSN:1999-4893