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The Approximate Message Passing (AMP) algorithm efficiently reconstructs signals which have been sampled with large i.i.d. sub-Gaussian sensing matrices. Central to AMP is its 'state evolution,' which guarantees that the difference between the current estimate and ground truth (the 'aliasing') at every iteration obeys a Gaussian distribution that can be fully characterized by a scalar. However, when Fourier coefficients of a signal with non-uniform spectral density are sampled, such as in Magnetic Resonance Imaging (MRI), the aliasing is intrinsically colored, AMP's scalar state evolution is no longer accurate and the algorithm encounters convergence problems. In response, we propose the Variable Density Approximate Message Passing (VDAMP) algorithm, which uses the wavelet domain to model the colored aliasing. We present empirical evidence that VDAMP obeys a 'colored state evolution,' where the aliasing obeys a Gaussian distribution that can be fully characterized with one scalar per wavelet subband. A benefit of state evolution is that Stein's Unbiased Risk Estimate (SURE) can be effectively implemented, yielding an algorithm with subband-dependent thresholding that has no free parameters. We empirically evaluate the effectiveness of VDAMP on three variations of Fast Iterative Shrinkage-Thresholding (FISTA) and find that it converges in around 10 times fewer iterations on average than the next-fastest method, and to a comparable mean-squared-error.

Original publication




Journal article


IEEE Open Journal of Signal Processing

Publication Date





146 - 158