OAMP / VAMP Implementation

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Common Mistake: Common Mistake in Section 2

Mistake:

Overlooking a critical implementation detail.

Correction:

Always verify results against known benchmarks and theoretical predictions.

Key Term 2

Core concept from section 2 of chapter 42.

Definition:

Denoiser in AMP

The denoiser η\eta maps noisy estimates to clean ones. Choices: soft thresholding (sparse), BM3D (images), neural network denoisers (learned).

Theorem: AMP State Evolution

For i.i.d. Gaussian A\mathbf{A} with M,NM, N \to \infty at ratio δ=M/N\delta = M/N, AMP performance is exactly predicted by state evolution. The MSE at iteration tt matches the scalar channel z=x+N(0,τ(t))z = x + \mathcal{N}(0, \tau^{(t)}).

Theorem: Phase Transition

There exists a critical measurement ratio δ\delta^* below which sparse recovery fails and above which it succeeds:

δ(s/N)=2s/Nlog(N/s)\delta^*(s/N) = 2s/N \cdot \log(N/s)

for 1\ell_1 minimization with i.i.d. Gaussian measurements.

Theorem: OAMP Convergence

OAMP converges for unitarily invariant matrices A\mathbf{A}, a much broader class than the i.i.d. Gaussian requirement of AMP.