Related papers: On the Relationship between Mutual Information and…
This paper deals with arbitrarily distributed finite-power input signals observed through an additive Gaussian noise channel. It shows a new formula that connects the input-output mutual information and the minimum mean-square error (MMSE)…
In this paper, we generalize the fundamental relation between the derivative of the mutual information and the minimum mean squared error (MMSE) to multiuser setups. We prove that the derivative of the mutual information with respect to the…
We consider the problem of signal estimation (denoising) from a statistical mechanical perspective, using a relationship between the minimum mean square error (MMSE), of estimating a signal, and the mutual information between this signal…
In continuation to a recent work on the statistical--mechanical analysis of minimum mean square error (MMSE) estimation in Gaussian noise via its relation to the mutual information (the I-MMSE relation), here we propose a simple and more…
A continuous-time average consensus system is a linear dynamical system defined over a graph, where each node has its own state value that evolves according to a simultaneous linear differential equation. A node is allowed to interact with…
Taking a functional approach, we derive a general expression for the gradient of the Mutual Information (MI) with respect to the system parameters in the stochastic systems. This expression covers the cases in which the system input depends…
The I-MMSE formula connects two important quantities in information theory and estimation theory: the mutual information and the minimum mean-squared error (MMSE). It states that in a scalar Gaussian channel, the derivative of the mutual…
Consider the minimum mean-square error (MMSE) of estimating an arbitrary random variable from its observation contaminated by Gaussian noise. The MMSE can be regarded as a function of the signal-to-noise ratio (SNR) as well as a functional…
In this paper, we generalize the fundamental relation between the mutual information and the minimum mean squared error (MMSE) by Guo, Shamai, and Verdu [1] to K-User Gaussian channels. We prove that the derivative of the multiuser mutual…
We consider mean squared estimation with lookahead of a continuous-time signal corrupted by additive white Gaussian noise. We show that the mutual information rate function, i.e., the mutual information rate as function of the…
Stochastic averaging allows for the reduction of the dimension and complexity of stochastic dynamical systems with multiple time scales, replacing fast variables with statistically equivalent stochastic processes in order to analyze…
The archetypal system demonstrating stochastic resonance is nothing more than a threshold triggered device. It consists of a periodic modulated input and noise. Every time an output crosses the threshold the signal is recorded. Such a…
I present several new relations between mutual information (MI) and statistical estimation error for a system that can be regarded simultaneously as a communication channel and as an estimator of an input parameter. I first derive a…
Many of the classical and recent relations between information and estimation in the presence of Gaussian noise can be viewed as identities between expectations of random quantities. These include the I-MMSE relationship of Guo et al.; the…
We take an information theoretic perspective on a classical sparse-sampling noisy linear model and present an analytical expression for the mutual information, which plays central role in a variety of communications/processing problems.…
Efficient information processing is crucial for both living organisms and engineered systems. The mutual information rate, a core concept of information theory, quantifies the amount of information shared between the trajectories of input…
To provide an efficient approach to characterize the input-output mutual information (MI) under additive white Gaussian noise (AWGN) channel, this short report fits the curves of exact MI under multilevel quadrature amplitude modulation…
A notion of directed information between two continuous-time processes is proposed. A key component in the definition is taking an infimum over all possible partitions of the time interval, which plays a role no less significant than the…
In this paper, the feedback stabilization of a linear time-invariant (LTI) multiple-input multiple-output (MIMO) system cascaded by a linear stochastic system is studied in the mean-square sense. Here, the linear stochastic system can model…
In this technical note, we study the mean square stability-based analysis of stochastic continuous-time linear networked systems. The stochastic uncertainty is assumed to enter multiplicatively in system dynamics through input and output…