Random Sparse Linear Systems Observed Via Arbitrary Channels: A Decoupling Principle

This paper studies the problem of estimating the vector input to a sparse linear transformation based on the observation of the output vector through a bank of arbitrary independent channels. The linear transformation is drawn randomly from an ensemble with mild regularity conditions. The central result is a decoupling principle in the large-system limit. That is, the optimal estimation of each individual symbol in the input vector is asymptotically equivalent to estimating the same symbol through a scalar additive Gaussian channel, where the aggregate effect of the interfering symbols is tantamount to a degradation in the signal-to-noise ratio. The degradation is determined from a recursive formula related to the score function of the conditional probability distribution of the noisy channel. A sufficient condition is provided for belief propagation (BP) to asymptotically produce the a posteriori probability distribution of each input symbol given the output. This paper extends the authors´ previous decoupling result for Gaussian channels to arbitrary channels, which was based on an earlier work of Montanari and Tse. Moreover, a rigorous justification is provided for the generalization of some results obtained via statical physics methods.