I'm interested in learning approximate message passing from the paper "Message Passing Algorithms for Compressed Sensing: I. Motivation and Construction". My background is in computer science and engineering and I have never taken a course on measure theory.
I've noticed that the paper mentioned above requires knowledge in measure theory. So I searched for resources and I found this https://people.eecs.berkeley.edu/~wainwrig/Papers/WaiJor08_FTML.pdf which I still find it based on pure mathematics.
Can anyone recommend a readable introduction or papers that are prerequisites to the sources above?