Related papers: On Conditions for Linearity of Optimal Estimation
Optimal state estimation for linear discrete-time systems is considered. Motivated by the literature on differential privacy, the measurements are assumed to be corrupted by Laplace noise. The optimal least mean square error estimate of the…
The set of all channels with fixed input and output is convex. We first give a convenient formulation of necessary and sufficient condition for a channel to be extreme point of this set in terms of complementary channel, a notion of big…
We propose to send a Gaussian source over an average-power limited additive white Gaussian noise channel by transmitting a linear combination of the source sequence and the result of its quantization using a high dimensional Gaussian vector…
A continuous-time regression model with a jointly strictly sub-Gaussian random noise is considered in the paper. Upper exponential bounds for probabilities of large deviations of the least squares estimator for the regression parameter are…
We revisit the problem of mean estimation in the Gaussian sequence model with $\ell_p$ constraints for $p \in [0, \infty]$. We demonstrate two phenomena for the behavior of the maximum likelihood estimator (MLE), which depend on the noise…
In array processing, a common problem is to estimate the angles of arrival of $K$ deterministic sources impinging on an array of $M$ antennas, from $N$ observations of the source signal, corrupted by gaussian noise. The problem reduces to…
We consider a model nondispersive nonlinear optical fiber channel with additive white Gaussian noise at large $\mathrm{SNR}$ (signal-to-noise ratio) in the intermediate power region. Using Feynman path-integral technique we for the first…
We consider a sensor scheduling and remote estimation problem with one sensor and one estimator. At each time step, the sensor makes an observation on the state of a source, and then decides whether to transmit its observation to the…
The employ of a noiseless linear amplifier (NLA) has been proven as a useful tool for mitigating imperfections in quantum channels. Its analysis is usually conducted within specific frameworks, for which the set of input states for a given…
We consider the problem of testing for the presence (or detection) of an unknown sparse signal in additive white noise. Given a fixed measurement budget, much smaller than the dimension of the signal, we consider the general problem of…
We consider the source-channel separation architecture for lossy source coding in communication networks. It is shown that the separation approach is optimal in two general scenarios, and is approximately optimal in a third scenario. The…
The problem of joint source-channel coding is considered for a stationary remote (noisy) Gaussian source and a Gaussian channel. The encoder and decoder are assumed to be causal and their combined operations are subject to a delay…
Source enumeration, the task of estimating the number of sources from the signal received by the array of antennas, is a critical problem in array signal processing. Numerous methods have been proposed to estimate the number of sources…
We address the problem of estimating a random vector X from two sets of measurements Y and Z, such that the estimator is linear in Y. We show that the partially linear minimum mean squared error (PLMMSE) estimator does not require knowing…
This chapter considers the computational and statistical aspects of learning linear thresholds in presence of noise. When there is no noise, several algorithms exist that efficiently learn near-optimal linear thresholds using a small amount…
The linear minimum mean squared error (LMMSE) estimator is the best linear estimator for a Bayesian linear inverse problem with respect to the mean squared error. It arises as the solution operator to a Tikhonov-type regularized inverse…
We study the power versus distortion trade-off for the distributed transmission of a memoryless bi-variate Gaussian source over a two-to-one average-power limited Gaussian multiple-access channel. In this problem, each of two separate…
The necessary and sufficient conditions of optimality of the decoding of quantum signals minimizing the Bayesian risk are generalized for the Shannon mutual information criteria. It is shown that for a linear channel with Gaussian boson…
We consider the transmission of a memoryless bivariate Gaussian source over an average-power-constrained one-to-two Gaussian broadcast channel. The transmitter observes the source and describes it to the two receivers by means of an…
Optimal coding over the additive white Gaussian noise channel under the peak energy constraint is studied when there is noisy feedback over an orthogonal additive white Gaussian noise channel. As shown by Pinsker, under the peak energy…