Related papers: On Conditions for Linearity of Optimal Estimation
In the present paper, we consider the problem of matrix completion with noise. Unlike previous works, we consider quite general sampling distribution and we do not need to know or to estimate the variance of the noise. Two new nuclear-norm…
Learning a parametric model of a data distribution is a well-known statistical problem that has seen renewed interest as it is brought to scale in deep learning. Framing the problem as a self-supervised task, where data samples are…
We obtain robust and computationally efficient estimators for learning several linear models that achieve statistically optimal convergence rate under minimal distributional assumptions. Concretely, we assume our data is drawn from a…
The multivariate linear regression model with shuffled data and additive Gaussian noise arises in various correspondence estimation and matching problems. Focusing on the denoising aspect of this problem, we provide a characterization the…
We study the excess mean square error (EMSE) above the minimum mean square error (MMSE) in large linear systems where the posterior mean estimator (PME) is evaluated with a postulated prior that differs from the true prior of the input…
Consider the $n$-dimensional vector $y=X\be+\e$, where $\be \in \R^p$ has only $k$ nonzero entries and $\e \in \R^n$ is a Gaussian noise. This can be viewed as a linear system with sparsity constraints, corrupted by noise. We find a…
Zero-delay transmission of a Gaussian source over an additive white Gaussian noise (AWGN) channel is considered in the presence of an additive Gaussian interference signal. The mean squared error (MSE) distortion is minimized under an…
The objective of this work is to quantify the reconstruction error in sparse inverse problems with measures and stochastic noise, motivated by optimal sensor placement. To be useful in this context, the error quantities must be explicit in…
The fundamental task of a digital receiver is to decide the transmitted symbols in the best possible way, i.e., with respect to an appropriately defined performance metric. Examples of usual performance metrics are the probability of error…
We consider the task of estimating a low-rank matrix from non-linear and noisy observations. We prove a strong universality result showing that Bayes-optimal performances are characterized by an equivalent Gaussian model with an effective…
Suppose a linear model y = Hx + n, where inputs x, n are independent Gaussian mixtures. The problem is to design the transfer matrix H so as to minimize the mean square error (MSE) when estimating x from y. This problem has important…
We consider the estimation of an n-dimensional vector s from the noisy element-wise measurements of $\mathbf{s}\mathbf{s}^T$, a generic problem that arises in statistics and machine learning. We study a mismatched Bayesian inference…
We address the estimation of the loss parameter of a bosonic channel probed by Gaussian signals. We derive the ultimate quantum bound on precision and show that no improvement may be obtained by having access to the environment degrees of…
A decentralized linear quadratic system with a major agent and a collection of minor agents is considered. The major agent affects the minor agents, but not vice versa. The state of the major agent is observed by all agents. In addition,…
In the standard Gaussian linear measurement model $Y=X\mu_0+\xi \in \mathbb{R}^m$ with a fixed noise level $\sigma>0$, we consider the problem of estimating the unknown signal $\mu_0$ under a convex constraint $\mu_0 \in K$, where $K$ is a…
We consider the problem of sparse normal means estimation in a distributed setting with communication constraints. We assume there are $M$ machines, each holding $d$-dimensional observations of a $K$-sparse vector $\mu$ corrupted by…
This paper investigates the mean square error (MSE)-optimal conditional mean estimator (CME) in one-bit quantized systems in the context of channel estimation with jointly Gaussian inputs. We analyze the relationship of the generally…
We prove that output-feedback linear policies remain optimal for solving the Linear Quadratic Gaussian regulation problem in the face of worst-case process and measurement noise distributions when these are independent, stationary, and…
We consider mean squared estimation with lookahead of a continuous-time signal corrupted by additive white Gaussian noise. We show that the mutual information rate function, i.e., the mutual information rate as function of the…
We consider the problem of recovering linear image $Bx$ of a signal $x$ known to belong to a given convex compact set $X$ from indirect observation $\omega=Ax+\sigma\xi$ of $x$ corrupted by Gaussian noise $\xi$. It is shown that under some…