BiG-AMP

Examples of BiG-AMP

BiG-AMP can be applied to a wide range of bilinear inference problems, as we have begun to explore in our Publications. Here we provide several MATLAB examples of using BiG-AMP to solve synthetic problems in matrix completion (MC), robust PCA (RPCA), and dictionary learning (DL).

Tutorial Examples

These are simple examples provided to help first-time users get up and running with the code quickly. More examples may be added over time.

Matrix Completion Example with EM and Rank Learning

Comparison Examples

These more elaborate examples test a single realization at a single point in the phase plane for MC, RPCA, and DL. These codes were run over a ranges of paramater values to produce the phase plane plots in our recent arXiv submission. These examples also include comparisons to other state-of-the-art algorithms for each problem.

Matrix Completion Trial
RPCA Trial
Dictionary Learning Trial