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In this paper, new classes of lower bounds on the outage error probability and on the mean-square-error (MSE) in Bayesian parameter estimation are proposed. The minima of the h-outage error probability and the MSE are obtained by the…
Threshold and ambiguity phenomena are studied in Part 1 of this work where approximations for the mean-squared-error (MSE) of the maximum likelihood estimator are proposed using the method of interval estimation (MIE), and where approximate…
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…
An empirical Bayes approach to the estimation of possibly sparse sequences observed in Gaussian white noise is set out and investigated. The prior considered is a mixture of an atom of probability at zero and a heavy-tailed density \gamma,…
We propose blind estimators for the average noise power, receive signal power, signal-to-noise ratio (SNR), and mean-square error (MSE), suitable for multi-antenna millimeter wave (mmWave) wireless systems. The proposed estimators can be…
This paper considers linear minimum meansquare- error (MMSE) transceiver design problems for downlink multiuser multiple-input multiple-output (MIMO) systems where imperfect channel state information is available at the base station (BS)…
The stochastic minimum-variance pseudo-unbiased reduced-rank estimator (stochastic MV-PURE estimator) has been developed to provide linear estimation with robustness against high noise levels, imperfections in model knowledge, and…
We investigate the problem of representing information measures in terms of the moments of the underlying random variables. First, we derive polynomial approximations of the conditional expectation operator. We then apply these…
This paper presents a novel Bayesian strategy for the estimation of smooth signals corrupted by Gaussian noise. The method assumes a smooth evolution of a succession of continuous signals that can have a numerical or an analytical…
In this paper, we generalize the fundamental relation between the mutual information and the minimum mean squared error (MMSE) by Guo, Shamai, and Verdu [1] to K-User Gaussian channels. We prove that the derivative of the multiuser mutual…
In this paper, we propose a minimum mean square error (MMSE) based transceiver design scheme for a downlink multiple-input multiple-output (MIMO) two-tier heterogeneous network with general linear equality per-cell power constraints. Three…
In data-driven learning and inference tasks, the high cost of acquiring samples from the target distribution often limits performance. A common strategy to mitigate this challenge is to augment the limited target samples with data from a…
Reduced-rank approach has been used for decades in robust linear estimation of both deterministic and random vector of parameters in linear model y=Hx+\sqrt{epsilon}n. In practical settings, estimation is frequently performed under…
We propose a two-stage least squares (2SLS) estimator whose first stage is the equal-weighted average over a complete subset with $k$ instruments among $K$ available, which we call the complete subset averaging (CSA) 2SLS. The approximate…
Linear minimum mean square error (MMSE) detector has been shown to alleviate the noise amplification problem, resulting in the conventional zero-forcing (ZF) detector. In this paper, we analyze the performance improvement by the MMSE…
We develop a Bayesian framework for sensing which adapts the sensing time and/or basis functions to the instantaneous sensing quality measured in terms of the expected posterior mean-squared error. For sparse Gaussian sources a significant…
Sparse adaptive channel estimation problem is one of the most important topics in broadband wireless communications systems due to its simplicity and robustness. So far many sparsity-aware channel estimation algorithms have been developed…
In sparse Bayesian learning (SBL), Gaussian scale mixtures (GSMs) have been used to model sparsity-inducing priors that realize a class of concave penalty functions for the regression task in real-valued signal models. Motivated by the…
We obtain estimates for the Mean Squared Error (MSE) for the multitaper spectral estimator and certain compressive acquisition methods for multi-band signals. We confirm a fact discovered by Thomson [Spectrum estimation and harmonic…
We present the marginal unbiased score expansion (MUSE) method, an algorithm for generic high-dimensional hierarchical Bayesian inference. MUSE performs approximate marginalization over arbitrary non-Gaussian latent parameter spaces,…