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This paper presents a novel power spectral density estimation technique for band-limited, wide-sense stationary signals from sub-Nyquist sampled data. The technique employs multi-coset sampling and incorporates the advantages of compressed…

Information Theory · Computer Science 2012-05-18 Michael A. Lexa , Mike E. Davies , John S. Thompson

Compressive sensing (CS) is a new methodology to capture signals at lower rate than the Nyquist sampling rate when the signals are sparse or sparse in some domain. The performance of CS estimators is analyzed in this paper using tools from…

Information Theory · Computer Science 2014-09-09 Solomon A. Tesfamicael , Bruhtesfa E. Godana , Faraz Barzideh

In this paper, a sample-based procedure for obtaining simple and computable approximations of chance-constrained sets is proposed. The procedure allows to control the complexity of the approximating set, by defining families of…

Systems and Control · Electrical Eng. & Systems 2021-01-19 Martina Mammarella , Victor Mirasierra , Matthias Lorenzen , Teodoro Alamo , Fabrizio Dabbene

Compressed sensing is a signal processing method that acquires data directly in a compressed form. This allows one to make less measurements than what was considered necessary to record a signal, enabling faster or more precise measurement…

Statistical Mechanics · Physics 2012-08-20 Florent Krzakala , Marc Mézard , François Sausset , Yifan Sun , Lenka Zdeborová

Branching processes are a class of continuous-time Markov chains (CTMCs) with ubiquitous applications. A general difficulty in statistical inference under partially observed CTMC models arises in computing transition probabilities when the…

Computation · Statistics 2015-03-10 Jason Xu , Vladimir N. Minin

Manifold amount of video data gets generated every minute as we read this document, ranging from surveillance to broadcasting purposes. There are two roadblocks that restrain us from using this data as such, first being the storage which…

Computer Vision and Pattern Recognition · Computer Science 2019-07-10 Sathyaprakash Narayanan , Yeshwanth Bethi , Chetan Singh Thakur

The central idea of compressed sensing is to exploit the fact that most signals of interest are sparse in some domain and use this to reduce the number of measurements to encode. However, if the sparsity of the input signal is not precisely…

Statistical modeling often involves identifying an optimal estimate to some underlying probability distribution known to satisfy some given constraints. I show here that choosing as estimate the centroid, or center of mass, of the set…

Methodology · Statistics 2013-10-11 Jonathan Landy

In this paper, we present a new multi-scale information content calculation method based on Shannon information (and Shannon entropy). The original method described by Claude E. Shannon and based on the logarithm of the probability of…

Information Theory · Computer Science 2023-05-23 Zsolt Pocze

A constrained L1 minimization method is proposed for estimating a sparse inverse covariance matrix based on a sample of $n$ iid $p$-variate random variables. The resulting estimator is shown to enjoy a number of desirable properties. In…

Methodology · Statistics 2011-02-14 Tony Cai , Weidong Liu , Xi Luo

We present a near-optimal quantum algorithm, up to logarithmic factors, for estimating the Shannon entropy in the quantum probability oracle model. Our approach combines the singular value separation algorithm with quantum amplitude…

Quantum Physics · Physics 2026-02-03 Myeongjin Shin , Kabgyun Jeong

With the advent of ubiquitous computing there are two design parameters of wireless communication devices that become very important power: efficiency and production cost. Compressive sensing enables the receiver in such devices to sample…

Information Theory · Computer Science 2016-11-15 Karsten Fyhn , Tobias Lindstrøm Jensen , Torben Larsen , Søren Holdt Jensen

Shannon entropy is the shortest average codeword length a lossless compressor can achieve by encoding i.i.d. symbols. However, there are cases in which the objective is to minimize the \textit{exponential} average codeword length, i.e. when…

Information Theory · Computer Science 2024-06-10 Andrea Somazzi , Paolo Ferragina , Diego Garlaschelli

Chance-constrained programming (CCP) is one of the most difficult classes of optimization problems that has attracted the attention of researchers since the 1950s. In this survey, we focus on cases when only a limited information on the…

Optimization and Control · Mathematics 2022-02-15 Simge Küçükyavuz , Ruiwei Jiang

Compressive Sensing (CS) exploits the surprising fact that the information contained in a sparse signal can be preserved in a small number of compressive, often random linear measurements of that signal. Strong theoretical guarantees have…

Information Theory · Computer Science 2014-05-02 Armin Eftekhari , Michael B. Wakin

We consider the line spectral estimation problem which aims to recover a mixture of complex sinusoids from a small number of randomly observed time domain samples. Compressed sensing methods formulates line spectral estimation as a sparse…

Numerical Analysis · Computer Science 2015-12-11 Jun Fang , Linxiao Yang , Hongbin Li

Calculating the Shannon entropy for symbolic sequences has been widely considered in many fields. For descriptive statistical problems such as estimating the N-gram entropy of English language text, a common approach is to use as much data…

Information Theory · Computer Science 2018-05-24 Andrew D. Back , Daniel Angus , Janet Wiles

A technique introduced by Indyk and Woodruff [STOC 2005] has inspired several recent advances in data-stream algorithms. We show that a number of these results follow easily from the application of a single probabilistic method called…

Data Structures and Algorithms · Computer Science 2011-04-26 Alexandr Andoni , Robert Krauthgamer , Krzysztof Onak

We present a computationally-efficient method for recovering sparse signals from a series of noisy observations, known as the problem of compressed sensing (CS). CS theory requires solving a convex constrained minimization problem. We…

Information Theory · Computer Science 2010-06-22 Avishy Carmi , Pini Gurfil

We study $\ell_p$ sampling and frequency moment estimation in a single-pass insertion-only data stream. For $p \in (0,2)$, we present a nearly space-optimal approximate $\ell_p$ sampler that uses $\widetilde{O}(\log n \log(1/\delta))$ bits…

Data Structures and Algorithms · Computer Science 2026-04-07 Honghao Lin , Hoai-An Nguyen , William Swartworth , David P. Woodruff