Reworked proximal decoding
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@ -34,8 +34,8 @@ The goal is to arrive at a formulation, where a certain objective function
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$f$ has to be minimized under certain constraints:%
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%
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\begin{align*}
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\text{minimize } f\left( \boldsymbol{c} \right)\\
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\text{subject to $\boldsymbol{c} \in D$}
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\text{minimize}\hspace{2mm} &f\left( \boldsymbol{c} \right)\\
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\text{subject to}\hspace{2mm} &\boldsymbol{c} \in D
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,\end{align*}%
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%
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where $D$ is the domain of values attainable for $c$ and represents the
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@ -256,7 +256,7 @@ the transfer matrix would be $\boldsymbol{T}_j =
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0 & 1 & 0 & 0 & 0 & 0 & 0 \\
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0 & 0 & 0 & 1 & 0 & 0 & 0 \\
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0 & 0 & 0 & 0 & 0 & 1 & 0 \\
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\end{bmatrix} $ (example taken from \cite[Sec. II, A]{efficient_lp_dec_admm})}%
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\end{bmatrix} $ (example taken from \cite[Sec. II, A]{efficient_lp_dec_admm})}
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(i.e. the relevant components of $\boldsymbol{c}$ for parity-check $j$)
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and $\mathcal{P}_{d}$ is the \textit{check polytope}, the convex hull of all
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binary vectors of length $d$ with even parity%
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@ -274,6 +274,22 @@ Figures \ref{fig:dec:poly:local1} and \ref{fig:dec:poly:local2} show the local
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codeword polytopes of each check node.
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Their intersection, the relaxed codeword polytope $\overline{Q}$, is shown in
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figure \ref{fig:dec:poly:relaxed}.
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It can be seen, that the relaxed codeword polytope $\overline{Q}$ introduces
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vertices with fractional values;
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these represent erroneous non-codeword solutions to the linear program and
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correspond to the so-called \textit{pseudocodewords} introduced in
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\cite{feldman_paper}.
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However, since for \ac{LDPC} codes $\overline{Q}$ scales linearly with $n$ instead of
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exponentially, it is a lot more tractable for practical applications.
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The resulting formulation of the relaxed optimization problem is the following:%
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%
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\begin{align*}
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\text{minimize }\hspace{2mm} &\sum_{i=1}^{n} \gamma_i c_i \\
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\text{subject to }\hspace{2mm} &\boldsymbol{T}_j \boldsymbol{c} \in \mathcal{P}_{d_j},
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\hspace{5mm}j\in\mathcal{J}
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.\end{align*}%
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%
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%
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%
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% Codeword polytope visualization figure
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@ -566,22 +582,6 @@ figure \ref{fig:dec:poly:relaxed}.
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\label{fig:dec:poly}
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\end{figure}%
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%
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It can be seen, that the relaxed codeword polytope $\overline{Q}$ introduces
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vertices with fractional values;
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these represent erroneous non-codeword solutions to the linear program and
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correspond to the so-called \textit{pseudocodewords} introduced in
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\cite{feldman_paper}.
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However, since for \ac{LDPC} codes $\overline{Q}$ scales linearly with $n$ instead of
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exponentially, it is a lot more tractable for practical applications.
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The resulting formulation of the relaxed optimization problem is the following:%
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%
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\begin{align*}
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\text{minimize }\hspace{2mm} &\sum_{i=1}^{n} \gamma_i c_i \\
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\text{subject to }\hspace{2mm} &\boldsymbol{T}_j \boldsymbol{c} \in \mathcal{P}_{d_j}
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\hspace{5mm}j\in\mathcal{J}
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.\end{align*}%
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%
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%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
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@ -599,14 +599,16 @@ The resulting formulation of the relaxed optimization problem is the following:%
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\section{Proximal Decoding}%
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\label{sec:dec:Proximal Decoding}
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Proximal decoding was proposed by Wadayama et. al \cite{proximal_paper}.
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With this decoding algorithm, the objective function is minimized using
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the proximal gradient method.
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Proximal decoding was proposed by Wadayama et. al as a novel formulation of
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optimization based decoding \cite{proximal_paper}.
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With this algorithm, minimization is performed using the proximal gradient
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method.
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In contrast to \ac{LP} decoding, the objective function is based on a
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non-convex optimization formulation of the \ac{MAP} decoding problem.
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In order to derive the objective function, the authors reformulate the
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\ac{MAP} decoding problem:%
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In order to derive the objective function, the authors begin with the
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\ac{MAP} decoding rule, expressed as a continuous minimization problem over
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$\boldsymbol{x}$:%
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%
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\begin{align}
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\hat{\boldsymbol{x}} = \argmax_{\boldsymbol{x} \in \mathbb{R}^{n}}
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@ -616,19 +618,37 @@ In order to derive the objective function, the authors reformulate the
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\left( \boldsymbol{y} \mid \boldsymbol{x} \right)
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f_{\boldsymbol{X}}\left( \boldsymbol{x} \right)%
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\label{eq:prox:vanilla_MAP}
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.\end{align}%
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%
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The likelihood $f_{\boldsymbol{Y} \mid \boldsymbol{X}}
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\left( \boldsymbol{y} \mid \boldsymbol{x} \right) $ is a known function
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determined by the channel model.
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The prior \ac{PDF} $f_{\boldsymbol{X}}\left( \boldsymbol{x} \right)$ is also
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known, as the equal probability assumption is made on
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$\mathcal{C}\left( \boldsymbol{H} \right)$.
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However, because in this case the considered domain is continuous,
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the prior \ac{PDF} cannot be ignored as a constant during the minimization
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as is often done, and has a rather unwieldy representation:%
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%
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\begin{align}
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f_{\boldsymbol{X}}\left( \boldsymbol{x} \right) =
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\frac{1}{\left| \mathcal{C}\left( \boldsymbol{H} \right) \right| }
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\sum_{c \in \mathcal{C}\left( \boldsymbol{H} \right) }
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\delta\left( \boldsymbol{x} - \left( -1 \right) ^{\boldsymbol{c}}\right)
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\label{eq:prox:prior_pdf}
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\end{align}%
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%
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The likelihood is usually a known function determined by the channel model.
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In order to rewrite the prior \ac{PDF}
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$f_{\boldsymbol{X}}\left( \boldsymbol{x} \right)$,
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the so-called \textit{code-constraint polynomial} is introduced:%
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%
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\begin{align}
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h\left( \boldsymbol{x} \right) = \sum_{j=1}^{n} \left( x_j^2-1 \right) ^2
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+ \sum_{i=1}^{m} \left[
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\left( \prod_{j\in \mathcal{A}\left( i \right) } x_j \right) -1 \right] ^2%
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\label{eq:prox:ccp}
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\end{align}%
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\begin{align*}
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h\left( \boldsymbol{x} \right) =
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\underbrace{\sum_{j=1}^{n} \left( x_j^2-1 \right) ^2}_{\text{Bipolar constraint}}
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+ \underbrace{\sum_{i=1}^{m} \left[
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\left( \prod_{j\in \mathcal{A}
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\left( i \right) } x_j \right) -1 \right] ^2}_{\text{Parity Constraint}}%
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.\end{align*}%
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%
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The intention of this function is to provide a way to penalize vectors far
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from a codeword and favor those close to a codeword.
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@ -636,69 +656,74 @@ In order to achieve this, the polynomial is composed of two parts: one term
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representing the bibolar constraint, providing for a discrete solution of the
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continuous optimization problem, and one term representing the parity
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constraint, accomodating the role of the parity-check matrix $\boldsymbol{H}$.
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%
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The equal probability assumption is made on $\mathcal{C}\left( \boldsymbol{H} \right) $.
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The prior \ac{PDF} is then approximated using the code-constraint polynomial:%
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%
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\begin{align}
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f_{\boldsymbol{X}}\left( \boldsymbol{x} \right) =
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\frac{1}{\left| \mathcal{C}\left( \boldsymbol{H} \right) \right| }
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\sum_{c \in \mathcal{C}\left( \boldsymbol{H} \right) }
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\delta\left( \boldsymbol{x} - \left( -1 \right) ^{\boldsymbol{c}}\right)
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f_{\boldsymbol{X}}\left( \boldsymbol{x} \right)
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\approx \frac{1}{Z}e^{-\gamma h\left( \boldsymbol{x} \right) }%
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\label{eq:prox:prior_pdf_approx}
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\end{align}%
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.\end{align}%
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%
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The authors justify this approximation by arguing that for
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$\gamma \rightarrow \infty$, the right-hand side aproaches the left-hand
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side. In equation \ref{eq:prox:vanilla_MAP}, the prior \ac{PDF}
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$f_{\boldsymbol{X}}\left( \boldsymbol{x} \right) $ can then be subsituted
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for equation \ref{eq:prox:prior_pdf_approx} and the likelihood can be rewritten using
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the negative log-likelihood
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$\gamma \rightarrow \infty$, the approximation in equation
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\ref{eq:prox:prior_pdf_approx} aproaches the original fuction in equation
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\ref{eq:prox:prior_pdf}.
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This approximation can then be plugged into equation \ref{eq:prox:vanilla_MAP}
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and the likelihood can be rewritten using the negative log-likelihood
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$L \left( \boldsymbol{y} \mid \boldsymbol{x} \right) = -\ln\left(
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f_{\boldsymbol{X} \mid \boldsymbol{Y}}\left(
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\boldsymbol{x} \mid \boldsymbol{y} \right) \right) $:%
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f_{\boldsymbol{Y} \mid \boldsymbol{X}}\left(
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\boldsymbol{y} \mid \boldsymbol{x} \right) \right) $:%
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%
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\begin{align}
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\begin{align*}
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\hat{\boldsymbol{x}} &= \argmax_{\boldsymbol{x} \in \mathbb{R}^{n}}
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e^{- L\left( \boldsymbol{y} \mid \boldsymbol{x} \right) }
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e^{-\gamma h\left( \boldsymbol{x} \right) } \nonumber \\
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e^{-\gamma h\left( \boldsymbol{x} \right) } \\
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&= \argmin_{\boldsymbol{x} \in \mathbb{R}^n} \left(
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L\left( \boldsymbol{y} \mid \boldsymbol{x} \right)
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+ \gamma h\left( \boldsymbol{x} \right)
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\right)%
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\label{eq:prox:approx_map_problem}
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.\end{align}%
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.\end{align*}%
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%
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Thus, with proximal decoding, the objective function
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$f\left( \boldsymbol{x} \right)$ to be minimized is%
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$f\left( \boldsymbol{x} \right)$ considered is%
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%
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\begin{align}
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f\left( \boldsymbol{x} \right) = L\left( \boldsymbol{x} \mid \boldsymbol{y} \right)
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+ \gamma h\left( \boldsymbol{x} \right)%
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\label{eq:prox:objective_function}
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.\end{align}
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\end{align}%
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%
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and the decoding problem is reformulated to%
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%
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\begin{align*}
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\text{minimize}\hspace{2mm} &L\left( \boldsymbol{x} \mid \boldsymbol{y} \right)
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+ \gamma h\left( \boldsymbol{x} \right)\\
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\text{subject to}\hspace{2mm} &\boldsymbol{x} \in \mathbb{R}^n
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.\end{align*}
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%
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For the solution of the approximalte \ac{MAP} decoding problem, the two parts
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For the solution of the approximate \ac{MAP} decoding problem, the two parts
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of \ref{eq:prox:objective_function} are considered separately:
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the minimization of the objective function occurs in an alternating
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manner, switching between the minimization of the negative log-likelihood
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fashion, switching between the negative log-likelihood
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$L\left( \boldsymbol{y} \mid \boldsymbol{x} \right) $ and the scaled
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code-constaint polynomial $\gamma h\left( \boldsymbol{x} \right) $.
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Two helper variables, $\boldsymbol{r}$ and $\boldsymbol{s}$ are introduced,
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describing the result of each of the two steps.
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The first step, minimizing the log-likelihood using gradient descent, yields%
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The first step, minimizing the log-likelihood, is performed using gradient
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descent:%
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%
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\begin{align*}
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\begin{align}
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\boldsymbol{r} \leftarrow \boldsymbol{s} - \omega \nabla
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L\left( \boldsymbol{y} \mid \boldsymbol{s} \right),
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\hspace{5mm}\omega > 0
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.\end{align*}%
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\label{eq:prox:step_log_likelihood}
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.\end{align}%
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%
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For the second step, minimizig the scaled code-constraint polynomial using
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the proximal gradient method, the proximal operator of
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$\gamma h\left( \boldsymbol{x} \right) $ has to be computed and is
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immediately approximalted by a gradient-descent step:%
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For the second step, minimizig the scaled code-constraint polynomial, the
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proximal gradient method is used and the \textit{proximal operator} of
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$\gamma h\left( \boldsymbol{x} \right) $ has to be computed.
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It is then immediately approximalted with gradient-descent:%
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%
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\begin{align*}
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\text{prox}_{\gamma h} \left( \boldsymbol{x} \right) &\equiv
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@ -709,8 +734,7 @@ immediately approximalted by a gradient-descent step:%
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\hspace{5mm} \gamma \text{ small}
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.\end{align*}%
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%
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The second step thus becomes \todo{Write the formulation optimization problem properly
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(as shown in the introductory section)}%
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The second step thus becomes%
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%
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\begin{align*}
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\boldsymbol{s} \leftarrow \boldsymbol{r} - \gamma \nabla h\left( \boldsymbol{r} \right),
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@ -725,42 +749,19 @@ of the objective function small.
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Otherwise, unwanted stationary points, including local minima, are introduced.
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The authors say that in practice, the value of $\gamma$ should be adjusted
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according to the decoding performance.
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The iterative decoding process \todo{projection with $\eta$} resulting from this considreation is shown in
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figure \ref{fig:prox:alg}.
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\begin{figure}[H]
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\centering
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\begin{genericAlgorithm}[caption={}, label={}]
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$\boldsymbol{s} \leftarrow \boldsymbol{0}$
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for $K$ iterations do
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$\boldsymbol{r} \leftarrow \boldsymbol{s} - \omega \nabla L \left( \boldsymbol{y} \mid \boldsymbol{s} \right) $
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$\boldsymbol{s} \leftarrow \boldsymbol{r} - \gamma \nabla h\left( \boldsymbol{r} \right) $
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$\boldsymbol{\hat{x}} \leftarrow \text{sign}\left( \boldsymbol{s} \right) $
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if $\boldsymbol{H}\boldsymbol{\hat{c}} = \boldsymbol{0}$ do
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return $\boldsymbol{\hat{c}}$
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end if
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end for
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return $\boldsymbol{\hat{c}}$
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\end{genericAlgorithm}
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\caption{Proximal decoding algorithm}
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\label{fig:prox:alg}
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\end{figure}
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The components of the gradient of the code-constraint polynomial can be computed as follows:%
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%
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\begin{align*}
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\frac{\partial}{\partial x_k} h\left( \boldsymbol{x} \right) =
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4\left( x_k^2 - 1 \right) x_k + \frac{2}{x_k}
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\sum_{i\in \mathcal{B}\left( k \right) } \left(
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\left( \prod_{j\in\mathcal{A}\left( i \right)} x_j\right)^2
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- \prod_{j\in\mathcal{A}\left( i \right) }x_j \right)
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.\end{align*}%
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\todo{Only multiplication?}%
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\todo{$x_k$: $k$ or some other indexing variable?}%
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%
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%The components of the gradient of the code-constraint polynomial can be computed as follows:%
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%%
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%\begin{align*}
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% \frac{\partial}{\partial x_k} h\left( \boldsymbol{x} \right) =
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% 4\left( x_k^2 - 1 \right) x_k + \frac{2}{x_k}
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% \sum_{i\in \mathcal{B}\left( k \right) } \left(
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% \left( \prod_{j\in\mathcal{A}\left( i \right)} x_j\right)^2
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% - \prod_{j\in\mathcal{A}\left( i \right) }x_j \right)
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%.\end{align*}%
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%\todo{Only multiplication?}%
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%\todo{$x_k$: $k$ or some other indexing variable?}%
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%%
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In the case of \ac{AWGN}, the likelihood
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$f_{\boldsymbol{Y} \mid \boldsymbol{X}}\left( \boldsymbol{y} \mid \boldsymbol{x} \right)$
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is%
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@ -778,12 +779,50 @@ it suffices to consider only the proportionality instead of the equality.}%
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\nabla L \left( \boldsymbol{y} \mid \boldsymbol{x} \right)
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&\propto -\nabla \lVert \boldsymbol{y} - \boldsymbol{x} \rVert^2\\
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&\propto \boldsymbol{x} - \boldsymbol{y}
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.\end{align*}%
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,\end{align*}%
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%
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The resulting iterative decoding process under the assumption of \ac{AWGN} is
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described by%
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Allowing equation \ref{eq:prox:step_log_likelihood} to be rewritten as%
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%
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\begin{align*}
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\boldsymbol{r} \leftarrow \boldsymbol{s} - \omega\left( \boldsymbol{s}-\boldsymbol{y} \right)\\
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\boldsymbol{s} \leftarrow \boldsymbol{r} - \gamma \nabla h\left( \boldsymbol{r} \right)
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\boldsymbol{r} \leftarrow \boldsymbol{s}
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- \omega \left( \boldsymbol{s} - \boldsymbol{y} \right)
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.\end{align*}
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%
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One thing to consider during the actual decoding process, is that the gradient
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of the code-constraint polynomial can take on extremely large values.
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In order to avoid numeric instability, an additional step is added, where all
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components of the current estimate are clipped to $\left[-\eta, \eta \right]$,
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where $\eta$ is a positive constant slightly larger than one:%
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%
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\begin{align*}
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\boldsymbol{s} \leftarrow \Pi_{\eta} \left( \boldsymbol{r}
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- \gamma \nabla h\left( \boldsymbol{r} \right) \right)
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,\end{align*}
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%
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$\Pi_{\eta}\left( \cdot \right) $ expressing the projection onto
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$\left[ -\eta, \eta \right]^n$.
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The iterative decoding process resulting from these considreations is shown in
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figure \ref{fig:prox:alg}.
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\begin{figure}[H]
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\centering
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\begin{genericAlgorithm}[caption={}, label={}]
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$\boldsymbol{s} \leftarrow \boldsymbol{0}$
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for $K$ iterations do
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$\boldsymbol{r} \leftarrow \boldsymbol{s} - \omega \left( \boldsymbol{s} - \boldsymbol{y} \right) $
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$\boldsymbol{s} \leftarrow \Pi_\eta \left(\boldsymbol{r} - \gamma \nabla h\left( \boldsymbol{r} \right) \right)$
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$\boldsymbol{\hat{x}} \leftarrow \text{sign}\left( \boldsymbol{s} \right) $
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if $\boldsymbol{H}\boldsymbol{\hat{c}} = \boldsymbol{0}$ do
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return $\boldsymbol{\hat{c}}$
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end if
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end for
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return $\boldsymbol{\hat{c}}$
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\end{genericAlgorithm}
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\caption{Proximal decoding algorithm}
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\label{fig:prox:alg}
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\end{figure}
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