This is an independent course on Approximate Message Passing algorithm and its applications, based on the following papers: 1: Bayati, M., Lelarge, M., & Montanari, A. (2015). Universality in polytope phase transitions and message passing algorithms. The Annals of Applied Probability, 25(2), 753-822. 2: Chen, W. K., & Lam, W. K. (2020). Universality of Approximate Message Passing Algorithms. arXiv preprint arXiv:2003.10431. 3: Fan, Z. (2020). Approximate Message Passing algorithms for rotationally invariant matrices. arXiv preprint arXiv:2008.11892.
Students should seek instructor's approval to take this course.