Part 5: Modern High-Dimensional Inference

Chapter 21: OAMP, VAMP, and Beyond

Research~240 min

Learning Objectives

  • Understand why AMP fails for non-i.i.d. sensing matrices and how orthogonality repairs it
  • Derive OAMP as a divergence-free combination of LMMSE and denoiser steps
  • Formulate VAMP via expectation consistency with two message-passing factors
  • Implement OAMP efficiently for Kronecker-structured sensing matrices
  • Extend AMP to generalized linear models through GAMP and 1-bit compressed sensing
  • Unroll message-passing iterations into learned architectures (LISTA, LAMP, LDVAMP)

Sections

Prerequisites

πŸ’¬ Discussion

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