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Noise is an unavoidable part of most measurements which can hinder a correct interpretation of the data. Uncertainties propagate in the data analysis and can lead to biased results even in basic descriptive statistics such as the central…

Instrumentation and Methods for Astrophysics · Physics 2023-11-27 Lorenzo Rimoldini

This paper considers a Gaussian channel with one transmitter and two receivers. The goal is to maximize the communication rate at the intended/primary receiver subject to a disturbance constraint at the unintended/secondary receiver. The…

Information Theory · Computer Science 2016-03-25 Alex Dytso , Ronit Bustin , Daniela Tuninetti , Natasha Devroye , H. Vincent Poor , Shlomo Shamai

In this work we propose an approximate Minimum Mean-Square Error (MMSE) filter for linear dynamic systems with Gaussian Mixture noise. The proposed estimator tracks each component of the Gaussian Mixture (GM) posterior with an individual…

Systems and Control · Computer Science 2015-06-26 Leila Pishdad , Fabrice Labeau

Within the framework of linear vector Gaussian channels with arbitrary signaling, closed-form expressions for the Jacobian of the minimum mean square error and Fisher information matrices with respect to arbitrary parameters of the system…

Information Theory · Computer Science 2009-03-12 M. Payaró , D. P. Palomar

When recovering a sparse signal from noisy compressive linear measurements, the distribution of the signal's non-zero coefficients can have a profound effect on recovery mean-squared error (MSE). If this distribution was apriori known, then…

Information Theory · Computer Science 2015-06-05 Jeremy P. Vila , Philip Schniter

Fundamental relations between information and estimation have been established in the literature for the discrete-time Gaussian and Poisson channels. In this work, we demonstrate that such relations hold for a much larger class of…

Information Theory · Computer Science 2017-02-03 Jiantao Jiao , Kartik Venkat , Tsachy Weissman

A noisy Gaussian channel is defined as a channel in which an input field mode is subjected to random Gaussian displacements in phase space. We introduce the quantum fidelity of a Gaussian channel for pure and mixed input states, and we…

Quantum Physics · Physics 2007-05-23 Carlton M. Caves , Krzysztof Wodkiewicz

Gaussian multiplicative noise is commonly used as a stochastic regularisation technique in training of deterministic neural networks. A recent paper reinterpreted the technique as a specific algorithm for approximate inference in Bayesian…

Machine Learning · Statistics 2017-11-09 Jiri Hron , Alexander G. de G. Matthews , Zoubin Ghahramani

We extend previous results on covert communication over the additive white Gaussian noise channel to two other types of additive noise channels. The first is the Gaussian channel with memory, where the noise sequence is a Gaussian vector…

Information Theory · Computer Science 2023-03-22 Cécile Bouette , Laura Luzzi , Ligong Wang

Asymptotic expressions of the mutual information between any discrete input and the corresponding output of the scalar additive white Gaussian noise channel are presented in the limit as the signal-to-noise ratio (SNR) tends to infinity.…

Information Theory · Computer Science 2014-04-23 Alex Alvarado , Fredrik Brannstrom , Erik Agrell , Tobias Koch

We consider generalized linear models in regimes where the number of nonzero components of the signal and accessible data points are sublinear with respect to the size of the signal. We prove a variational formula for the asymptotic mutual…

Information Theory · Computer Science 2020-10-29 Clément Luneau , Jean Barbier , Nicolas Macris

Quantum non-Gaussianity is a key resource for quantum advantage in continuous-variable systems. We introduce a general framework to quantify non-Gaussianity based on correlation generation: two copies of a state become correlated at a…

Quantum Physics · Physics 2025-08-28 Oliver Hahn , Ryuji Takagi

Products of Gaussian noises often emerge as the result of non-linear detection techniques or as a parasitic effect, and their proper handling is important in many practical applications, including in fluctuation-enhanced sensing, indoor air…

Data Analysis, Statistics and Probability · Physics 2013-01-07 L. B. Kish , R. Mingesz , Z. Gingl , C. G. Granqvist

We consider a statistical problem of detection of a signal with unknown energy in a multi-channel system, observed in a Gaussian noise. We assume that the signal can appear in the $k$-th channel with a known small prior probability…

Statistics Theory · Mathematics 2017-12-19 Evgeny Burnaev , Georgy Golubev

A new image denoising algorithm to deal with the additive Gaussian white noise model is given. Like the non-local means method, the filter is based on the weighted average of the observations in a neighborhood, with weights depending on the…

Other Statistics · Statistics 2011-11-04 Qiyu Jin , Ion Grama , Quansheng Liu

We investigate whether uncoded schemes are optimal for Gaussian sources on multiuser Gaussian channels. Particularly, we consider two problems: the first is to send correlated Gaussian sources on a Gaussian broadcast channel where each…

Information Theory · Computer Science 2017-03-02 Chao Tian , Jun Chen , Suhas Diggavi , Shlomo Shamai

In this paper, we propose a sparse signal estimation algorithm that is suitable for many wireless communication systems, especially for the future millimeter wave and underwater communication systems. This algorithm is not only…

Information Theory · Computer Science 2018-07-20 Chongwen Huang , Lei Liu , Chau Yuen

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…

Information Theory · Computer Science 2012-09-21 Natalia A. Schmid , Marwan Alkhweldi , Matthew C. Valenti

Gravitational wave detectors will need optimal signal-processing algorithms to extract weak signals from the detector noise. Most algorithms designed to date are based on the unrealistic assumption that the detector noise may be modeled as…

General Relativity and Quantum Cosmology · Physics 2009-11-07 Bruce Allen , Jolien D. E. Creighton , Eanna E. Flanagan , Joseph D. Romano

We consider the optical fiber channel modelled by the nonlinear Schr\"{o}dinger equation with additive white Gaussian noise and with large signal-to-noise ratio. For the small dispersion case we present the approach to analyze the…

Information Theory · Computer Science 2019-05-22 A. V. Reznichenko , I. S. Terekhov