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This paper deals with the parametric inference for integrated signals embedded in an additive Gaussian noise and observed at deterministic discrete instants which are not necessarily equidistant. The unknown parameter is multidimensional…

Statistics Theory · Mathematics 2019-03-18 Dominique Dehay , Khalil El Waled , Vincent Monsan

Estimation of a deterministic quantity observed in non-Gaussian additive noise is explored via order statistics approach. More specifically, we study the estimation problem when measurement noises either have positive supports or follow a…

Signal Processing · Electrical Eng. & Systems 2020-07-15 Kamiar Radnosrati , Gustaf Hendeby , Fredrik Gustafsson

Stochastic resonance describes the utility of noise in improving the detectability of weak signals in certain types of systems. It has been observed widely in natural and engineered settings, but its utility in image classification with…

Computer Vision and Pattern Recognition · Computer Science 2025-02-21 Siegfried Ludwig

We consider the high-dimensional inference problem where the signal is a low-rank symmetric matrix which is corrupted by an additive Gaussian noise. Given a probabilistic model for the low-rank matrix, we compute the limit in the large…

Probability · Mathematics 2017-03-31 Marc Lelarge , Léo Miolane

We consider the problem of estimating the support of a vector $\beta^* \in \mathbb{R}^{p}$ based on observations contaminated by noise. A significant body of work has studied behavior of $\ell_1$-relaxations when applied to measurement…

Machine Learning · Statistics 2008-05-21 Dapo Omidiran , Martin J. Wainwright

A low-complexity model for signal quality prediction in a nonlinear fiber-optical network is developed. The model, which builds on the Gaussian noise model, takes into account the signal degradation caused by a combination of chromatic…

Optics · Physics 2015-01-07 Pontus Johannisson , Erik Agrell

Recovery of the sparsity pattern (or support) of an unknown sparse vector from a limited number of noisy linear measurements is an important problem in compressed sensing. In the high-dimensional setting, it is known that recovery with a…

Information Theory · Computer Science 2012-06-26 Galen Reeves , Michael Gastpar

Recovery of the sparsity pattern (or support) of an unknown sparse vector from a small number of noisy linear measurements is an important problem in compressed sensing. In this paper, the high-dimensional setting is considered. It is shown…

Information Theory · Computer Science 2013-02-06 Galen Reeves , Michael Gastpar

We study matched and Euclidean-mismatched decoding on finite Fourier-curve constellations with tangent-space artificial noise. Each hypothesis induces a Gaussian law with symbol-dependent rank-one covariance. We derive exact Euclidean…

Information Theory · Computer Science 2026-04-24 Bin Han , Hao Chen , Muxia Sun , H. V. Poor , Hans D. Schotten

The minimum mean-square error of the estimation of a signal where observed from the additive white Gaussian noise (WGN) channel's output, is analyzed. It is assumed that the channel input's signal is composed of a (normalized) sum of N…

Information Theory · Computer Science 2007-07-13 Jacob Binia

The problem of parameter estimation by the continuous time observations of a deterministic signal in white gaussian noise is considered. The asymptotic properties of the maximul likelihood estimator are described in the asymptotics of small…

Statistics Theory · Mathematics 2015-09-10 Oleg Chernoyarov , Yury Kutoyants , Andrei Trifonov

A classical problem in digital communications is to evaluate the symbol error probability (SEP) and bit error probability (BEP) of a multidimensional constellation over an additive white Gaussian noise channel. In this paper, we revisit…

Information Theory · Computer Science 2024-01-25 Alex Alvarado , Erik Agrell , Fredrik Brännström

We study the rate of decay of the probability of error for distinguishing between a sparse signal with noise, modeled as a sparse mixture, from pure noise. This problem has many applications in signal processing, evolutionary biology,…

Information Theory · Computer Science 2016-12-28 Jonathan G. Ligo , George V. Moustakides , Venugopal V. Veeravalli

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…

Machine Learning · Statistics 2022-02-15 Chen Amiraz , Robert Krauthgamer , Boaz Nadler

The performance of Neyman-Pearson detection of correlated stochastic signals using noisy observations is investigated via the error exponent for the miss probability with a fixed level. Using the state-space structure of the signal and…

Information Theory · Computer Science 2016-11-17 Youngchul Sung , Lang Tong , H. Vincent Poor

The multi-detector F-statistic is close to optimal for detecting continuous gravitational waves (CWs) in Gaussian noise. However, it is susceptible to false alarms from instrumental artefacts, for example quasi-monochromatic disturbances…

General Relativity and Quantum Cosmology · Physics 2015-01-19 David Keitel , Reinhard Prix

This paper investigates the classical statistical signal processing problem of detecting a signal in the presence of colored noise with an unknown covariance matrix. In particular, we consider a scenario where m-dimensional p possible…

Information Theory · Computer Science 2019-01-29 Lahiru D. Chamain , Prathapasinghe Dharmawansa , Saman Atapattu , Chintha Tellambura

Convexity properties of error rates of a class of decoders, including the ML/min-distance one as a special case, are studied for arbitrary constellations, bit mapping and coding. Earlier results obtained for the AWGN channel are extended to…

Information Theory · Computer Science 2016-11-15 Sergey Loyka , Victoria Kostina , Francois Gagnon

We consider the high-dimensional inference problem where the signal is a low-rank matrix which is corrupted by an additive Gaussian noise. Given a probabilistic model for the low-rank matrix, we compute the limit in the large dimension…

Probability · Mathematics 2018-06-01 Léo Miolane

We study the problem of detection of a high-dimensional signal function in the white Gaussian noise model. As well as a smoothness assumption on the signal function, we assume an additive sparse condition on the latter. The detection…

Statistics Theory · Mathematics 2012-07-24 Ghislaine Gayraud , Yuri Ingster