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In this paper, two new classes of lower bounds on the probability of error for $m$-ary hypothesis testing are proposed. Computation of the minimum probability of error which is attained by the maximum a-posteriori probability (MAP)…

Information Theory · Computer Science 2015-03-17 Tirza Routtenberg , Joseph Tabrikian

A lower bound on the minimum mean-squared error (MSE) in a Bayesian estimation problem is proposed in this paper. This bound utilizes a well-known connection to the deterministic estimation setting. Using the prior distribution, the bias…

Information Theory · Computer Science 2009-05-27 Zvika Ben-Haim , Yonina C. Eldar

This paper studies the minimum mean squared error (MMSE) of estimating $\mathbf{X} \in \mathbb{R}^d$ from the noisy observation $\mathbf{Y} \in \mathbb{R}^k$, under the assumption that the noise (i.e., $\mathbf{Y}|\mathbf{X}$) is a member…

Information Theory · Computer Science 2022-05-13 Ian Zieder , Alex Dytso , Martina Cardone

This paper proposes a new family of lower and upper bounds on the minimum mean squared error (MMSE). The key idea is to minimize/maximize the MMSE subject to the constraint that the joint distribution of the input-output statistics lies in…

Information Theory · Computer Science 2020-06-09 Michael Fauß , Alex Dysto , H. Vincent Poor

The paper focuses on minimum mean square error (MMSE) Bayesian estimation for a Gaussian source impaired by additive Middleton's Class-A impulsive noise. In addition to the optimal Bayesian estimator, the paper considers also the…

Information Theory · Computer Science 2016-11-17 Paolo Banelli

We introduce a novel loss function to minimize the outage probability of an ML-based resource allocation system. A single-user multi-resource greedy allocation strategy constitutes our application scenario, for which an ML binary…

Signal Processing · Electrical Eng. & Systems 2023-11-21 Nidhi Simmons , David E Simmons , Michel Daoud Yacoub

An approximate mean square error (MSE) expression for the performance analysis of implicitly defined estimators of non-random parameters is proposed. An implicitly defined estimator (IDE) declares the minimizer/maximizer of a selected…

Signal Processing · Electrical Eng. & Systems 2025-12-02 Erdal Mehmetcik , Umut Orguner , Çağatay Candan

This paper explores Bayesian lower bounds on the minimum mean squared error (MMSE) that belong to the Ziv-Zakai (ZZ) family. The ZZ technique relies on connecting the bound to an M-ary hypothesis testing problem. Three versions of the ZZ…

Information Theory · Computer Science 2025-02-13 Minoh Jeong , Alex Dytso , Martina Cardone

We propose an adversarial evaluation framework for sensitive feature inference based on minimum mean-squared error (MMSE) estimation with a finite sample size and linear predictive models. Our approach establishes theoretical lower bounds…

Machine Learning · Statistics 2025-05-15 Monica Welfert , Nathan Stromberg , Mario Diaz , Lalitha Sankar

In this paper, the outage probability and outage-based beam design for multiple-input multiple-output (MIMO) interference channels are considered. First, closed-form expressions for the outage probability in MIMO interference channels are…

Information Theory · Computer Science 2016-11-17 Juho Park , Youngchul Sung , Donggun Kim , H. Vincent Poor

Transmission line outage rates are fundamental to power system reliability analysis. Line outages are infrequent, occurring only about once a year, so outage data are limited. We propose a Bayesian hierarchical model that leverages line…

Applications · Statistics 2020-01-24 Kai Zhou , James R. Cruise , Chris J. Dent , Ian Dobson , Louis Wehenkel , Zhaoyu Wang , Amy L. Wilson

The minimum mean-square error (MMSE) achievable by optimal estimation of a random variable $Y\in\mathbb{R}$ given another random variable $X\in\mathbb{R}^{d}$ is of much interest in a variety of statistical settings. In the context of…

Information Theory · Computer Science 2022-07-12 Mario Diaz , Peter Kairouz , Lalitha Sankar

Two alternative exact characterizations of the minimum error probability of Bayesian M-ary hypothesis testing are derived. The first expression corresponds to the error probability of an induced binary hypothesis test and implies the…

Information Theory · Computer Science 2016-04-07 Gonzalo Vazquez-Vilar , Adrià Tauste Campo , Albert Guillén i Fàbregas , Alfonso Martinez

Outage probability and capacity of a class of block-fading MIMO channels are considered with partial channel distribution information. Specifically, the channel or its distribution are not known but the latter is known to belong to a class…

Information Theory · Computer Science 2015-03-18 Ioanna Ioannou , Charalambos D. Charalambous , Sergey Loyka

In nonlinear deterministic parameter estimation, the maximum likelihood estimator (MLE) is unable to attain the Cramer-Rao lower bound at low and medium signal-to-noise ratios (SNR) due the threshold and ambiguity phenomena. In order to…

Applications · Statistics 2015-06-19 Achraf Mallat , Sinan Gezici , Davide Dardari , Christophe Craeye , Luc Vandendorpe

We study a variation of Bayesian M-ary hypothesis testing in which the test outputs a list of L candidates out of the M possible upon processing the observation. We study the minimum error probability of list hypothesis testing, where an…

Information Theory · Computer Science 2021-10-28 Ehsan Asadi Kangarshahi , Albert Guillen i Fabregas

We consider the problem of estimating a random state vector when there is information about the maximum distances between its subvectors. The estimation problem is posed in a Bayesian framework in which the minimum mean square error (MMSE)…

Statistics Theory · Mathematics 2012-10-30 Dave Zachariah , Isaac Skog , Magnus Jansson , Peter Händel

The performance of integer-forcing equalization for communication over the compound multiple-input multipleoutput channel is investigated. An upper bound on the resulting outage probability as a function of the gap to capacity has been…

Information Theory · Computer Science 2017-12-05 Elad Domanovitz , Uri Erez

In statistical classification and machine learning, classification error is an important performance measure, which is minimized by the Bayes decision rule. In practice, the unknown true distribution is usually replaced with a model…

Machine Learning · Computer Science 2025-01-28 Zijian Yang , Vahe Eminyan , Ralf Schlüter , Hermann Ney

In this paper, we propose a new upper bound on the error probability performance of maximum-likelihood (ML) detection. The proposed approach provides a much tighter upper bound when compared to the traditionally used union bound, especially…

Information Theory · Computer Science 2022-08-01 Tian Han , Rajitha Senanayake , Peter Smith , Jamie Evans
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