2026
ORTHOGONAL APPROXIMATE MESSAGE PASSING ALGORITHMS FOR RECTANGULAR SPIKED MATRIX MODELS WITH ROTATIONALLY INVARIANT NOISE
ICASSP 2026oral
We propose an orthogonal approximate message passing (OAMP) algorithm for signal estimation in the rectangular spiked matrix model with general rotationally invariant (RI) noise. We establish a rigorous state evolution that exactly characterizes the high-dimensional dynamics of the algorithm. Buildi…