Bayesian approximate message passing (BAMP) is an efficient method in compressed sensing that is nearly optimal in the minimum mean squared error (MMSE) sense. Multiple measurement vector (MMV)-BAMP performs joint recovery of multiple vectors with identical support and accounts for correlations in the signal of interest and in the noise. In this paper, we show how to reduce the complexity of vector BAMP via a simple joint decorrelation (diagonalization) transform of the signal and noise vectors, which also facilitates the subsequent performance analysis. We prove that the corresponding state evolution is equivariant with respect to the joint decorrelation transform and preserves diagonality of the residual noise covariance for the Bernoulli–Gauss prior. We use these results to analyze the dynamics and the mean squared error (MSE) performance of BAMP via the replica method, and thereby understand the impact of signal correlation and number of jointly sparse signals. Finally, we evaluate an application of MMV-BAMP for single-pixel imaging with correlated color channels and thereby explore the performance gain of joint recovery compared to conventional BAMP reconstruction as well as group lasso.
@cite_5: Compressed sensing (CS) demonstrates that sparse signals can be estimated from underdetermined linear systems. Distributed CS (DCS) further reduces the number of measurements by considering joint sparsity within signal ensembles. DCS with jointly sparse signals has applications in multisensor acoustic sensing, magnetic resonance imaging with multiple coils, remote sensing, and array signal processing. Multimeasurement vector (MMV) problems consider the estimation of jointly sparse signals under the DCS framework. Two related MMV settings are studied. In the first setting, each signal vector is measured by a different independent and identically distributed (i.i.d.) measurement matrix, while in the second setting, all signal vectors are measured by the same i.i.d. matrix. Replica analysis is performed for these two MMV settings, and the minimum mean squared error (MMSE), which turns out to be identical for both settings, is obtained as a function of the noise variance and number of measurements. To showcase the application of MMV models, the MMSE's of complex CS problems with both real and complex measurement matrices are also analyzed. Multiple performance regions for MMV are identified where the MMSE behaves differently as a function of the noise variance and the number of measurements. Belief propagation (BP) is a CS signal estimation framework that often achieves the MMSE asymptotically. A phase transition for BP is identified. This phase transition, verified by numerical results, separates the regions where BP achieves the MMSE and where it is suboptimal. Numerical results also illustrate that more signal vectors in the jointly sparse signal ensemble lead to a better phase transition.
In @cite_5 , the replica method (a statistical physics tool for large disordered systems) is used to calculate the mmse of the cs measurement (note that @cite_5 refers to mmv and dcs as MMV-2 and MMV-1, respectively). The replica trick non-rigorously simplifies the high-dimensional integral for the mmse of the Bayesian estimator of the cs channel, thereby leading to the free energy as a function of the mse . The local maxima in the free energy function correspond to stable fixed points of bp and bamp and thus predict the expected mse of bamp . The replica analysis in @cite_5 is performed for the bg signal prior with uncorrelated isotropic unitary signal and uncorrelated isotropic Gaussian noise distribution, i.e., with a single noise parameter.