Related papers: Nonanticipative Rate Distortion Function and Filte…

We consider a nonparametric Bayesian approach to estimate the diffusion coefficient of a stochastic differential equation given discrete time observations over a fixed time interval. As a prior on the diffusion coefficient, we employ a…

Feedback particle filter (FPF) is a Monte-Carlo (MC) algorithm to approximate the solution of a stochastic filtering problem. In contrast to conventional particle filters, the Bayesian update step in FPF is implemented via a mean-field type…

Marton's optimal error exponent for the lossy source coding problem is defined as a non-convex optimization problem. This fact had prevented us to develop an efficient algorithm to compute it. This problem is caused by the fact that the…

Performative prediction is a framework that captures distribution shifts that occur during the training of machine learning models due to their deployment. As the trained model is used, data generation causes the model to evolve, leading to…

Jointly Gaussian memoryless sources are observed at N distinct terminals. The goal is to efficiently encode the observations in a distributed fashion so as to enable reconstruction of any one of the observations, say the first one, at the…

Feedback particle filter (FPF) is a numerical algorithm to approximate the solution of the nonlinear filtering problem in continuous-time settings. In any numerical implementation of the FPF algorithm, the main challenge is to numerically…

Density regression provides a flexible strategy for modeling the distribution of a response variable $Y$ given predictors $\mathbf{X}=(X_1,\ldots,X_p)$ by letting that the conditional density of $Y$ given $\mathbf{X}$ as a completely…

Optimization of slow-time transmit sequence endows cognitive radar with the ability to suppress strong clutter in the range-Doppler domain. However, in practice, inaccurate target velocity information or random phase error would induce…

We consider a prior for nonparametric Bayesian estimation which uses finite random series with a random number of terms. The prior is constructed through distributions on the number of basis functions and the associated coefficients. We…

We study the problem of distributed and rate-adaptive feature compression for linear regression. A set of distributed sensors collect disjoint features of regressor data. A fusion center is assumed to contain a pretrained linear regression…

Fractional programming (FP) plays a crucial role in wireless network design because many relevant problems involve maximizing or minimizing ratio terms. Notice that the maximization case and the minimization case of FP cannot be converted…

The distributed adaptive signal fusion (DASF) framework allows to solve spatial filtering optimization problems in a distributed and adaptive fashion over a bandwidth-constrained wireless sensor network. The DASF algorithm requires each…

A general expression for the distortion rate function (DRF) of cyclostationary Gaussian processes in terms of their spectral properties is derived. This expression can be seen as the result of orthogonalization over the different components…

Kernel Adaptive Filtering (KAF) are mathematically principled methods which search for a function in a Reproducing Kernel Hilbert Space. While they work well for tasks such as time series prediction and system identification they are…

Approximation of scattered geometric data is often a task in many engineering problems. The Radial Basis Function (RBF) approximation is appropriate for large scattered (unordered) datasets in d-dimensional space. This method is useful for…

In the context of lossy compression, Blau & Michaeli (2019) adopt a mathematical notion of perceptual quality and define the information rate-distortion-perception function, generalizing the classical rate-distortion tradeoff. We consider…

The focus of this work is on the analysis of transmit beamforming schemes with a low-rate feedback link in wireless sensor/relay networks, where nodes in the network need to implement beamforming in a distributed manner. Specifically, the…

In this paper we address the complexity of solving linear programming problems with a set of differential equations that converge to a fixed point that represents the optimal solution. Assuming a probabilistic model, where the inputs are…

Distribution regression, where the goal is to predict a scalar response from a distribution-valued predictor, arises naturally in settings where observations are grouped and outcomes depend on group-level characteristics rather than on…

This paper proposes a novel approach to the statistical characterization of non-central complex Gaussian quadratic forms (CGQFs). Its key strategy is the generation of an auxiliary random variable (RV) that converges in distribution to the…