Related papers: The Linear Model under Mixed Gaussian Inputs: Desi…
This paper deals with arbitrarily distributed finite-power input signals observed through an additive Gaussian noise channel. It shows a new formula that connects the input-output mutual information and the minimum mean-square error (MMSE)…
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…
Consider the Gaussian vector model with mean value {\theta}. We study the twin problems of estimating the number |{\theta}|_0 of non-zero components of {\theta} and testing whether |{\theta}|_0 is smaller than some value. For testing, we…
This paper proposes a desparsified GMM estimator for estimating high-dimensional regression models allowing for, but not requiring, many more endogenous regressors than observations. We provide finite sample upper bounds on the estimation…
In this paper, we consider the problem of recovering a sparse signal from noisy linear measurements using the so called LASSO formulation. We assume a correlated Gaussian design matrix with additive Gaussian noise. We precisely analyze the…
Compressed sensing deals with the reconstruction of sparse signals using a small number of linear measurements. One of the main challenges in compressed sensing is to find the support of a sparse signal. In the literature, several bounds on…
The inference of a large symmetric signal-matrix $\mathbf{S} \in \mathbb{R}^{N\times N}$ corrupted by additive Gaussian noise, is considered for two regimes of growth of the rank $M$ as a function of $N$. For sub-linear ranks…
Multi-task learning models using Gaussian processes (GP) have been developed and successfully applied in various applications. The main difficulty with this approach is the computational cost of inference using the union of examples from…
We consider the problem of recovering random graph signals from nonlinear measurements. For this case, closed-form Bayesian estimators are usually intractable and even numerical evaluation of these estimators may be hard to compute for…
We consider the problem of joint learning of multiple linear dynamical systems. This has received significant attention recently under different types of assumptions on the model parameters. The setting we consider involves a collection of…
We study the performance of estimators of a sparse nonrandom vector based on an observation which is linearly transformed and corrupted by additive white Gaussian noise. Using the reproducing kernel Hilbert space framework, we derive a new…
This note studies a method for the efficient estimation of a finite number of unknown parameters from linear equations, which are perturbed by Gaussian noise. In case the unknown parameters have only few nonzero entries, the proposed…
State estimation is a classical problem in quantum information. In optimization of estimation scheme, to find a lower bound to the error of the estimator is a very important step. So far, all the proposed tractable lower bounds use…
This paper presents two new greedy sensor placement algorithms, named minimum nonzero eigenvalue pursuit (MNEP) and maximal projection on minimum eigenspace (MPME), for linear inverse problems, with greater emphasis on the MPME algorithm…
Inference tasks in signal processing are often characterized by the availability of reliable statistical modeling with some missing instance-specific parameters. One conventional approach uses data to estimate these missing parameters and…
Massive MIMO communication systems, by virtue of utilizing very large number of antennas, have a potential to yield higher spectral and energy efficiency in comparison with the conventional MIMO systems. In this paper, we consider uplink…
This book is meant to provide an introduction to linear models and the theories behind them. Our goal is to give a rigorous introduction to the readers with prior exposure to ordinary least squares. In machine learning, the output is…
In this paper, we consider the joint design of the transceivers for a multiple access Multiple Input and Multiple Output (MIMO) system having Inter-Symbol Interference (ISI) channels. The system we consider is equipped with the Minimum Mean…
We provide a minimax optimal estimation procedure for F and W in matrix valued linear models Y = F W + Z where the parameter matrix W and the design matrix F are unknown but the latter takes values in a known finite set. The proposed finite…
We discuss why MMSE estimation arises in lattice-based schemes for approaching the capacity of linear Gaussian channels, and comment on its properties.