Bilinear Recovery Using Adaptive Vector-AMP

We consider the problem of jointly recovering the vector band the matrix C from noisy measurements Y = A(b)C + W,where A(·) is a known affine linear function of b(i.e., A(b) = A
₀
+ Σ
_i=1
^Q
b
_i
A
_i
with known matrices A
_i
). This problem has applications in matrix completion, robust PCA, dictionary learning, self-calibration, blind deconvolution, joint-channel/symbol estimation, compressive sensing with matrix uncertainty, and many other tasks. To solve this bilinear recovery problem, we propose the Bilinear Adaptive Vector Approximate Message Passing (VAMP) algorithm. We demonstrate numerically that the proposed approach is competitive with other state-of-the-art approaches to bilinear recovery, including lifted VAMP and Bilinear Generalized Approximate Message Passing.