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On the Convergence of Orthogonal/Vector AMP: Long-Memory Message-Passing Strategy (2201.11335v2)
Published 27 Jan 2022 in cs.IT and math.IT
Abstract: This paper proves the convergence of Bayes-optimal orthogonal/vector approximate message-passing (AMP) to a fixed point in the large system limit. The proof is based on Bayes-optimal long-memory (LM) message-passing (MP) that is guaranteed to converge systematically. The dynamics of Bayes-optimal LM-MP is analyzed via an existing state evolution framework. The obtained state evolution recursions are proved to converge. The convergence of Bayes-optimal orthogonal/vector AMP is proved by confirming an exact reduction of the state evolution recursions to those for Bayes-optimal orthogonal/vector AMP.