Overflow-Avoiding Memory AMP
<|reference_start|>Overflow-Avoiding Memory AMP: Approximate Message Passing (AMP) type algorithms are widely used for signal recovery in high-dimensional noisy linear systems. Recently, a principle called Memory AMP (MAMP) was proposed. Leveraging this principle, the gradient descent MAMP (GD-MAMP) algorithm was designed, inheriting the strengths of AMP and OAMP/VAMP. In this paper, we first provide an overflow-avoiding GD-MAMP (OA-GD-MAMP) to address the overflow problem that arises from some intermediate variables exceeding the range of floating point numbers. Second, we develop a complexity-reduced GD-MAMP (CR-GD-MAMP) to reduce the number of matrix-vector products per iteration by 1/3 (from 3 to 2) with little to no impact on the convergence speed.<|reference_end|>
@article{huang2024overflow-avoiding,
    title={Overflow-Avoiding Memory AMP},
    author={Shunqi Huang, Lei Liu, and Brian M. Kurkoski},
    journal={arXiv preprint arXiv:2407.03898},
    year={2024},
    archivePrefix={arXiv},
    eprint={2407.03898},
    primaryClass={cs.IT math.IT}
}