Related papers: Eigenvalue Estimates and Mutual Information for th…
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…
The mutual information between a complex-valued channel input and its complex-valued output is decomposed into four parts based on polar coordinates: an amplitude term, a phase term, and two mixed terms. Numerical results for the additive…
We introduce a method for describing eigenvalue distributions of correlation matrices from multidimensional time series. Using our newly developed matrix H theory, we improve the description of eigenvalue spectra for empirical correlation…
A waveform channel is considered where the transmitted signal is corrupted by Wiener phase noise and additive white Gaussian noise (AWGN). A discrete-time channel model is introduced that is based on a multi-sample receiver. Tight lower…
A method to estimate the time-dependent correlation via an empirical bias estimate of the time-delayed mutual information for a time-series is proposed. In particular, the bias of the time-delayed mutual information is shown to often be…
Quantum communications using continuous variables are quite mature experimental techniques and the relevant theories have been extensively investigated with various methods. In this paper, we study the continuous variable quantum channels…
In this paper, we introduce new Stein identities for gamma target distribution as well as a new non-linear channel specifically designed for gamma inputs. From these two ingredients, we derive an explicit and simple formula for the…
In multivariate time series, the estimation of the covariance matrix of the observation innovations plays an important role in forecasting as it enables the computation of the standardized forecast error vectors as well as it enables the…
The problem of distributed estimation of a parametric physical field is stated as a maximum likelihood estimation problem. Sensor observations are distorted by additive white Gaussian noise. Prior to data transmission, each sensor quantizes…
We describe a method to determine the eigenvalue density of empirical covariance matrix in the presence of correlations between samples. This is a straightforward generalization of the method developed earlier by the authors for…
This paper focuses on the problem of separately modulating and jointly estimating two independent continuous-valued parameters sent over a Gaussian multiple-access channel (MAC) under the mean square error (MSE) criterion. To this end, we…
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…
Block transmission systems have been proven successful over frequency-selective channels. For time-varying channel such as in high-speed mobile communication and underwater communication, existing equalizers assume that channels over…
We derive the bias, variance, covariance, and mean square error of the standard lag windowed correlogram estimator both with and without sample mean removal for complex white noise with an arbitrary mean. We find that the arbitrary mean…
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)…
With their ability to handle an increased amount of information, multivariate and multichannel signals can be used to solve problems normally not solvable with signals obtained from a single source. One such problem is the decomposition…
We consider a continuous-time bandlimited additive white Gaussian noise channel with 1-bit output quantization. On such a channel the information is carried by the temporal distances of the zero-crossings of the transmit signal. The set of…
Correlation between microstructure noise and latent financial logarithmic returns is an empirically relevant phenomenon with sound theoretical justification. With few notable exceptions, all integrated variance estimators proposed in the…
We consider the additive white Gaussian noise channels. We prove that the error probability of decoding tends to one exponentially for rates above the capacity and derive the optimal exponent function. We shall demonstrate that the…
Mutual Information is the metric that is used to perform link adaptation, which allows to achieve rates near capacity. The computation of adaptive transmission modes is achieved by employing the mapping between the Signal to Noise Ratio and…