A Convergence Analysis of Approximate Message Passing with Non-Separable
  Functions and Applications to Multi-Class Classification
Burak Çakmak Yue M. Lu Manfred Opper
Motivated by the recent application of approximate message passing (AMP) to
the analysis of convex optimizations in multi-class classifications [Loureiro,
et. al., 2021], we present a convergence analysis of AMP dynamics with
non-separable multivariate nonlinearities. As an application, we present a
complete (and independent) analysis of the motivated convex optimization
problem.