论文标题
传递算法和张量网络的近似消息的通用性
Universality of Approximate Message Passing algorithms and tensor networks
论文作者
论文摘要
近似消息传递(AMP)算法为研究各种应用中的平均场近似值和动态提供了宝贵的工具。尽管这些算法通常首先是用于具有独立高斯条目或满足法律旋转不变性的矩阵,但其状态进化特征有望在随机矩阵集合的较大普遍性类别中保留。 我们开发了有关AMP通用性的几个新结果。对于针对独立高斯条目量身定制的AMP算法,我们表明它们的状态演变在广泛定义的广义Wigner和White Noise集合中,包括具有重尾条目的矩阵以及数据应用中可能出现的异质入口方差。对于针对法律旋转不变性量身定制的AMP算法,我们表明它们的状态演变成立于DEREACALIANT不变性矩阵集团,这些矩阵在对角线上具有极限分布,包括感应的矩阵,包括由亚型采样Hadamard或Fourier Transforms和Tourier Transforms and Diagonal Operators组成。 我们通过简化的力矩方法来建立这些结果,从而将AMP通用性降低到沿张量网络的随机矩阵和对角线张量的产品的研究。作为我们分析的副产品,我们表明,上述矩阵集合满足了这种张量网络的渐近发freeness的概念,这与矩阵产物痕迹的freeness的常规定义相似。
Approximate Message Passing (AMP) algorithms provide a valuable tool for studying mean-field approximations and dynamics in a variety of applications. Although these algorithms are often first derived for matrices having independent Gaussian entries or satisfying rotational invariance in law, their state evolution characterizations are expected to hold over larger universality classes of random matrix ensembles. We develop several new results on AMP universality. For AMP algorithms tailored to independent Gaussian entries, we show that their state evolutions hold over broadly defined generalized Wigner and white noise ensembles, including matrices with heavy-tailed entries and heterogeneous entrywise variances that may arise in data applications. For AMP algorithms tailored to rotational invariance in law, we show that their state evolutions hold over delocalized sign-and-permutation-invariant matrix ensembles that have a limit distribution over the diagonal, including sensing matrices composed of subsampled Hadamard or Fourier transforms and diagonal operators. We establish these results via a simplified moment-method proof, reducing AMP universality to the study of products of random matrices and diagonal tensors along a tensor network. As a by-product of our analyses, we show that the aforementioned matrix ensembles satisfy a notion of asymptotic freeness with respect to such tensor networks, which parallels usual definitions of freeness for traces of matrix products.