Memory AMP

Understand

Approximate message passing (AMP) is a low-cost iterative parameter-estimation technique for certain high-dimensional linear systems with non-Gaussian distributions.

• AMP only applies to independent identically distributed (IID) transform matrices, but may become unreliable (e.g., perform poorly or even diverge) for other matrix ensembles, especially for ill-conditioned ones.
• To solve this issue, orthogonal/vector AMP (OAMP/VAMP) was proposed for general right-unitarily-invariant matrices.
• However, the Bayes-optimal OAMP/VAMP (BO-OAMP/VAMP) requires a high-complexity linear minimum mean square error (MMSE) estimator.