Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Estimation for High-Dimensional Multi-Layer Generalized Linear Model --
  Part I: The Exact MMSE Estimator   This two-part work considers the minimum means square error (MMSE) estimation
problem for a high dimensional multi-layer generalized linear model (ML-GLM),
which resembles a feed-forward fully connected deep learning network in that
each of its layer mixes up the random input with a known weighting matrix and
activates the results via non-linear functions, except that the activation here
is stochastic and following some random distribution. Part I of the work
focuses on the exact MMSE estimator, whose implementation is long known
infeasible. For this exact estimator, an asymptotic analysis on the performance
is carried out using a new replica method that is refined from certain aspects.
A decoupling principle is then established, suggesting that, in terms of joint
input-and-estimate distribution, the original estimation problem of
multiple-input multiple-output is indeed identical to a simple single-input
single-output one subjected to additive white Gaussian noise (AWGN) only. The
variance of the AWGN is further shown to be determined by some coupled
equations, whose dependency on the weighting and activation is given explicitly
and analytically. Comparing to existing results, this paper is the first to
offer a decoupling principle for the ML-GLM estimation problem. To further
address the implementation issue of an exact solution, Part II proposes an
approximate estimator, ML-GAMP, whose per-iteration complexity is as low as
GAMP, while its asymptotic MSE (if converged) is as optimal as the exact MMSE
estimator.

13
The categories of this paper are: quant-ph
0
The categories of this paper are: hep-ph
29
The categories of this paper are: funct-an
37
The categories of this paper are: supr-con
16
The categories of this paper are: stat
20
The categories of this paper are: acc-phys
25
The categories of this paper are: patt-sol
28
The categories of this paper are: alg-geom
3
The categories of this paper are: physics
11
The categories of this paper are: hep-lat
10
The categories of this paper are: q-bio
22
The categories of this paper are: chao-dyn
32
The categories of this paper are: atom-ph
30
The categories of this paper are: q-alg
19
The categories of this paper are: eess
9
The categories of this paper are: nlin