Doctor of Philosophy, The Ohio State University, 2014, Electrical and Computer Engineering

Recent developments in compressive sensing (CS) combined with increasing demands for effective high-dimensional inference techniques across a variety of disciplines have motivated extensive research into algorithms exploiting various notions of parsimony, including sparsity and low-rank constraints. In this dissertation, we extend the generalized approximate message passing (GAMP) approach, originally proposed for high-dimensional generalized-linear regression in the context of CS, to handle several classes of bilinear inference problems. First, we consider a general form of noisy CS where there is uncertainty in the measurement matrix as well as in the measurements. Matrix uncertainty is motivated by practical cases in which there are imperfections or unknown calibration parameters in the signal acquisition hardware. While previous work has focused on analyzing and extending classical CS algorithms like the LASSO and Dantzig selector for this problem setting, we propose a new algorithm called Matrix Uncertain GAMP (MU-GAMP) whose goal is minimization of mean-squared error of the signal estimates in the presence of these uncertainties, without attempting to estimate the uncertain measurement matrix itself. Next, we extend GAMP to the generalized-bilinear case, in which the measurement matrix is estimated jointly with the signals of interest, enabling its application to matrix completion, robust PCA, dictionary learning, and related matrix-factorization problems. We derive this Bilinear GAMP (BiG-AMP) algorithm as an approximation of the sum-product belief propagation algorithm in the high-dimensional limit, where central limit theorem arguments and Taylor-series approximations apply, and under the assumption of statistically independent matrix entries with known priors. In addition, we propose an adaptive damping mechanism that aids convergence under finite problem sizes, an expectation-maximization (EM)-based method to automatically tune the parameters of the assu (open full item for complete abstract)

Committee: Philip Schniter (Advisor); Lee Potter (Committee Member); Emre Ertin (Committee Member) Subjects: Electrical Engineering