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Radio frequency sources are observed at a fusion center via sensor measurements made over slow flat-fading channels. The number of sources may be larger than the number of sensors, but their activity is sparse and intermittent with bursty…

Signal Processing · Electrical Eng. & Systems 2019-08-07 Annan Dong , Osvaldo Simeone , Alexander Haimovich , Jason Dabin

A posteriori error estimates are derived in the context of two-dimensional structural elastic shape optimization under the compliance objective. It is known that the optimal shape features are microstructures that can be constructed using…

Numerical Analysis · Mathematics 2015-01-30 Benedict Geihe , Martin Rumpf

In this paper, we study the following model of hidden Markov chain: $Y_i=X_i+\epsilon_i$, $i=1,...,n+1$ with $(X_i)$ a real-valued stationary Markov chain and $(\epsilon_i)_{1\leq i\leq n+1}$ a noise having a known distribution and…

Statistics Theory · Mathematics 2009-09-29 Claire Lacour

In parameter estimation problems one computes a posterior distribution over uncertain parameters defined jointly by a prior distribution, a model, and noisy data. Markov Chain Monte Carlo (MCMC) is often used for the numerical solution of…

Numerical Analysis · Mathematics 2017-11-15 Matthias Morzfeld , Marcus S. Day , Ray W. Grout , George Shu Heng Pau , Stefan A. Finsterle , John B. Bell

A popular class of lidar-based grid mapping algorithms computes for each map cell the probability that it reflects an incident laser beam. These algorithms typically determine the map as the set of reflection probabilities that maximizes…

Robotics · Computer Science 2019-10-24 Lukas Luft , Alexander Schaefer , Tobias Schubert , Wolfram Burgard

Inference in hidden Markov model has been challenging in terms of scalability due to dependencies in the observation data. In this paper, we utilize the inherent memory decay in hidden Markov models, such that the forward and backward…

Machine Learning · Statistics 2025-01-14 Felix X. -F. Ye , Yi-an Ma , Hong Qian

This paper derives fundamental limits on the performance of compressive classification when the source is a mixture of Gaussians. It provides an asymptotic analysis of a Bhattacharya based upper bound on the misclassification probability…

Information Theory · Computer Science 2014-01-28 Hugo Reboredo , Francesco Renna , Robert Calderbank , Miguel R. D. Rodrigues

We present a statistical interpretation of beamforming to overcome limitations of standard delay-and-sum (DAS) processing. Both the interference and the signal of interest are viewed as random variables and the distribution of the signal of…

Information Theory · Computer Science 2018-06-12 Tanya Chernyakova , Dan Cohen , Meged Shoham , Yonina C. Eldar

We are assisting at a growing interest in the development of learning architectures with application to digital communication systems. Herein, we consider the detection/decoding problem. We aim at developing an optimal neural architecture…

Information Theory · Computer Science 2022-09-02 Andrea M. Tonello , Nunzio A. Letizia

We consider estimating the transition probability matrix of a finite-state finite-observation alphabet hidden Markov model with known observation probabilities. The main contribution is a two-step algorithm; a method of moments estimator…

Systems and Control · Computer Science 2017-11-22 Robert Mattila , Cristian R. Rojas , Vikram Krishnamurthy , Bo Wahlberg

One of the tasks of the Bayesian inverse problem is to find a good estimate based on the posterior probability density. The most common point estimators are the conditional mean (CM) and maximum a posteriori (MAP) estimates, which…

Numerical Analysis · Mathematics 2016-08-29 Martin Burger , Yiqiu Dong , Federica Sciacchitano

The problem of generating random samples of high-dimensional posterior distributions is considered. The main results consist of non-asymptotic computational guarantees for Langevin-type MCMC algorithms which scale polynomially in key…

Statistics Theory · Mathematics 2022-03-25 Richard Nickl , Sven Wang

In this paper, channel estimation problem for extremely large-scale multi-input multi-output (XL-MIMO) systems is investigated with the considerations of the spherical wavefront effect and the spatially non-stationary (SnS) property. Due to…

Information Theory · Computer Science 2024-12-05 Anzheng Tang , Jun-Bo Wang , Yijin Pan , Wence Zhang , Yijian Chen , Hongkang Yu , Rodrigo C. de Lamare

We propose an a posteriori error estimator for a sparse optimal control problem: the control variable lies in the space of regular Borel measures. We consider a solution technique that relies on the discretization of the control variable as…

Numerical Analysis · Mathematics 2018-06-14 Francisco Fuica , Enrique Otarola , Abner J. Salgado

We study multipath parameter estimation from orthogonal frequency division multiplex signals transmitted over doubly dispersive mobile radio channels. We are interested in cases where the transmission is long enough to suffer time…

Information Theory · Computer Science 2016-11-18 Nick Letzepis , Alex Grant , Paul Alexander , David Haley

In massive multiple-input multiple-output (MIMO) systems, the knowledge of the users' channel covariance matrix is crucial for minimum mean square error (MMSE) channel estimation in the uplink as well as it plays an important role in…

Information Theory · Computer Science 2022-06-07 Tianyu Yang , Mahdi Barzegar Khalilsarai , Saeid Haghighatshoar , Giuseppe Caire

In many inverse problems such as 3D X-ray Computed Tomography (CT), the estimation of an unknown quantity, such as a volume or an image, can be greatly enhanced, compared to maximum-likelihood techniques, by incorporating a prior model on…

Computation · Statistics 2018-09-03 Camille Chapdelaine

In this article, we consider multiuser detection that copes with multiple access interference caused in star-topology machine-to-machine (M2M) communications. We assume that the transmitted signals are discrete-valued (e.g. binary signals…

Information Theory · Computer Science 2015-10-27 Hampei Sasahara , Kazunori Hayashi , Masaaki Nagahara

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

In this paper, a novel robust beamforming scheme is proposed in three dimensional multi-input multi-output (3D-MIMO) systems. As one of the typical deployments of massive MIMO, a 3D-MIMO system owns sparse channels in angular domain. Thus,…

Signal Processing · Electrical Eng. & Systems 2018-12-19 Kai Liu , Hui Feng , Tao Yang , Bo Hu
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