We introduce a theoretical approach for designing generalizations of the approximate message passing (AMP) algorithm for compressed sensing which are valid for large observation matrices that are drawn from an invariant random matrix ensemble. By design, the fixed points of the algorithm obey the Thouless-Anderson-Palmer (TAP) equations corresponding to the ensemble. Using a dynamical functional approach we are able to derive an effective stochastic process for the marginal statistics of a single component of the dynamics. This allows us to design memory terms in the algorithm in such a way that the resulting fields become Gaussian random variables allowing for an explicit analysis. The asymptotic statistics of these fields are consistent with the replica ansatz of the compressed sensing problem.
@cite_25: We consider the problem of solving TAP mean field equations by iteration for Ising models with coupling matrices that are drawn at random from general invariant ensembles. We develop an analysis of iterative algorithms using a dynamical functional approach that in the thermodynamic limit yields an effective dynamics of a single variable trajectory. Our main novel contribution is the expression for the implicit memory term of the dynamics for general invariant ensembles. By subtracting these terms, that depend on magnetizations at previous time steps, the implicit memory terms cancel making the iteration dependent on a Gaussian distributed field only. The TAP magnetizations are stable fixed points if a de Almeida–Thouless stability criterion is fulfilled. We illustrate our method explicitly for coupling matrices drawn from the random orthogonal ensemble.
@cite_17: We investigate the detection dynamics of a soft parallel interference canceler (soft-PIC), which includes a hard-PIC as a special case, for code-division multiple-access (CDMA) multiuser detection, applied to a randomly spread, fully synchronous base-band uncoded CDMA channel model with additive white Gaussian noise under perfect power control in the large-system limit. We analyze the detection dynamics of some iterative detectors, namely soft-PIC, the Onsager-reaction-canceling parallel interference canceler (ORC-PIC) and the belief-propagation-based detector (BP-based detector), by the generating functional analysis (GFA). The GFA allows us to study the asymptotic behavior of the dynamics in the infinitely large system without assuming the independence of messages. We study the detection dynamics and the stationary estimates of an iterative algorithm. We also show the decoupling principle in iterative multiuser detection algorithms in the large-system limit. For a generic iterative multiuser detection algorithm with binary input, it is shown that the multiuser channel is equivalent to a bank of independent single-user additive non-Gaussian channels, whose signal-to-noise ratio degrades due to both the multiple-access interference and the Onsager reaction, at each stage of the algorithm. If an algorithm cancels the Onsager reaction, the equivalent single-user channels coincide with an additive white Gaussian noise channel. We also discuss ORC-PIC and the BP-based detector.
We refer to @cite_17 which makes use of DFT to analyze an AMP-type iterative detection algorithm for code-division--multiple-access systems with the classical iid assumption about the entries of the observation matrix. From the technical point of view, this paper can be viewed as an extension of @cite_25 where DFT is used for solving the TAP equations of the Ising model of spin glass theory. Due to space limitations, we do not present the proofs of our results; they are obtained by following arguments similar to those used in @cite_25 , see also the paragraph below .