Lecture

Iterative Algorithms: GAMP

Description

This lecture introduces the Generalized Approximate Message Passing (GAMP) algorithm, which iteratively applies a matrix to a vector to obtain another vector. The algorithm is proven to track the evolution of a function, allowing for the reconstruction of signals from linear measurements. The lecture covers the theory behind GAMP, its application in signal reconstruction, and the concept of proximal gradient descent for solving L1 minimization problems.

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