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SPECIAL EVENT Probability Seminar presents "Universality of approximate message passing algorithms"

Universality of approximate message passing algorithms
Wednesday, June 24, 2020 - 12:00pm
Wei-Kuo Chen (University of Minnesota)
Abstract / Description: 

Approximate Message Passing (AMP) algorithms are non-linear power iterations originally arising from the context of compressed sensing. In this talk, I will introduce a Lipschitzian functional iteration, as a generalization of the AMP algorithms, and discuss its universality in disorder. In addition, I will explain how our results imply universality in a number of AMPs popularly adapted in Bayesian inferences and optimizations in spin glasses.

This is based on a joint work with Wai-Kit Lam.

Joint with Applied Mathematics Seminar