Summer Project on Approximate Message Passing

This repository contains the code I used on a summer project in the University of Cambridge Maths department. The aim of the project was to use a statistical inference technique known as approximate message passing on an existing problem in Metagenomics.

To most illustrative place to start is the point mixture folder, here I reconstructed the first example in the paper

Estimation of Low-Rank Matrices via Approximate Message Passing - https://arxiv.org/abs/1711.01682

This example can be found in section 2.4 of the paper, it is instructive to make use of the function pm_plt_lambda and trying to use this to reconstruct the graphs in the paper before looking through the rest of the code.

A presentation for this project can be found in the Dougherty, Jamie pdf file