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Wishart random matrix theory is of major importance for the analysis of correlated time series. The distribution of the smallest eigenvalue for Wishart correlation matrices is particularly interesting in many applications. In the complex…

Mathematical Physics · Physics 2013-10-21 Tim Wirtz , Thomas Guhr

In this letter, we analyse the properties of a maximum likelihood channel estimator based on the syndrome of a linear code. For the two examples of a binary symmetric channel and a binary input additive white Gaussian noise channel, we…

Information Theory · Computer Science 2013-12-12 Gottfried Lechner , Christoph Pacher

The factor graph approach to discrete-time linear Gaussian state space models is well developed. The paper extends this approach to continuous-time linear systems/filters that are driven by white Gaussian noise. By Gaussian message passing,…

Information Theory · Computer Science 2013-01-22 Lukas Bolliger , Hans-Andrea Loeliger , Christian Vogel

In this work we focus on the general relay channel. We investigate the application of estimate-and-forward (EAF) to different scenarios. Specifically, we consider assignments of the auxiliary random variables that always satisfy the…

Information Theory · Computer Science 2007-07-13 R. Dabora , S. D. Servetto

We investigate the reconstruction of the transmission matrix of a time-evolving atmospheric channel with an online recursive optimization routine, using wave-optics simulations. We demonstrate that this estimation technique is able to keep…

Optics · Physics 2025-04-02 Giacomo Sorelli , Douglas McDonald , Szymon Gladysz

Random matrix theory allows one to deduce the eigenvalue spectrum of a large matrix given only statistical information about its elements. Such results provide insight into what factors contribute to the stability of complex dynamical…

Disordered Systems and Neural Networks · Physics 2025-01-30 Joseph W. Baron , Thomas Jun Jewell , Christopher Ryder , Tobias Galla

Estimating mutual information accurately is pivotal across diverse applications, from machine learning to communications and biology, enabling us to gain insights into the inner mechanisms of complex systems. Yet, dealing with…

Machine Learning · Computer Science 2024-11-12 Nunzio A. Letizia , Nicola Novello , Andrea M. Tonello

The feedback capacity of the stationary Gaussian additive noise channel has been open, except for the case where the noise is white. Here we find the feedback capacity of the stationary first-order moving average additive Gaussian noise…

Information Theory · Computer Science 2007-07-16 Young-Han Kim

This paper considers estimating a covariance matrix of $p$ variables from $n$ observations by either banding or tapering the sample covariance matrix, or estimating a banded version of the inverse of the covariance. We show that these…

Statistics Theory · Mathematics 2008-12-18 Peter J. Bickel , Elizaveta Levina

We present a method for estimating conditionally Gaussian random vectors with random covariance matrices, which uses techniques from the field of machine learning. Such models are typical in communication systems, where the covariance…

Information Theory · Computer Science 2018-02-07 David Neumann , Thomas Wiese , Wolfgang Utschick

This paper proposes a Bayesian downlink channel estimation algorithm for time-varying massive MIMO networks. In particular, the quantization effects at the receiver are considered. In order to fully exploit the sparsity and time…

Information Theory · Computer Science 2019-05-16 Jianpeng Ma , Shun Zhang , Hongyan Li , Feifei Gao , Zhu Han

Locally adapted parameterizations of a model (such as locally weighted regression) are expressive but often suffer from high variance. We describe an approach for reducing the variance, based on the idea of estimating simultaneously a…

Machine Learning · Computer Science 2012-07-03 Doina Precup , Philip Bachman

In this paper we address a fundamental question in communication, that is, in the presence of various noise scenarios such as white/colored Gaussian noise and impulsive -type noises, how to efficiently and accurately transmit a set of…

Signal Processing · Electrical Eng. & Systems 2019-01-15 Mingyong Zhou

We consider the problem of source coding subject to a fidelity criterion for the Gray-Wyner network that connects a single source with two receivers via a common channel and two private channels. The pareto-optimal trade-offs between the…

Information Theory · Computer Science 2020-10-01 Erixhen Sula , Michael Gastpar

Spectrum sensing is a fundamental component is a cognitive radio. In this paper, we propose new sensing methods based on the eigenvalues of the covariance matrix of signals received at the secondary users. In particular, two sensing…

Information Theory · Computer Science 2016-09-08 Yonghong Zeng , Ying-Chang Liang

Using the diagrammatic method, we derive a set of self-consistent equations that describe eigenvalue distributions of large correlated asymmetric random matrices. The matrix elements can have different variances and be correlated with each…

Disordered Systems and Neural Networks · Physics 2016-12-21 Alexander Kuczala , Tatyana O. Sharpee

We model time-varying network data as realizations from multivariate Gaussian distributions with precision matrices that change over time. To facilitate parameter estimation, we require not only that each precision matrix at any given time…

Methodology · Statistics 2022-03-11 Jie Jian , Peijun Sang , Mu Zhu

The use of multi-antenna arrays in both transmission and reception has been shown to dramatically increase the throughput of wireless communication systems. As a result there has been considerable interest in characterizing the ergodic…

Information Theory · Computer Science 2007-07-16 Aris L. Moustakas , Steven H. Simon

This paper considers the channel estimation problem for massive multiple-input multiple-output (MIMO) systems that use one-bit analog-to-digital converters (ADCs). Previous channel estimation techniques for massive MIMO using one-bit ADCs…

Information Theory · Computer Science 2022-06-28 Hwanjin Kim , Junil Choi

A stabilized version of the fundamental solution method to catch ill-conditioning effects is investigated with focus on the computation of complex-valued elastic interior transmission eigenvalues in two dimensions for homogeneous and…

Numerical Analysis · Mathematics 2019-09-06 Andreas Kleefeld , Lukas Pieronek
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