Related papers: Information, Estimation, and Lookahead in the Gaus…
We present a new uncertainty principle for risk-aware statistical estimation, effectively quantifying the inherent trade-off between mean squared error ($\mse$) and risk, the latter measured by the associated average predictive squared…
To provide an efficient approach to characterize the input-output mutual information (MI) under additive white Gaussian noise (AWGN) channel, this short report fits the curves of exact MI under multilevel quadrature amplitude modulation…
This paper investigates the combination of parametric channel estimation with minimum mean square error (MMSE) estimation. We propose a direction-of-arrival (DoA)-aided two-stage channel estimation technique that utilizes the decomposition…
This paper investigates the supervised learning problem with observations drawn from certain general stationary stochastic processes. Here by \emph{general}, we mean that many stationary stochastic processes can be included. We show that…
In this paper, we consider sampling an Ornstein-Uhlenbeck (OU) process through a channel for remote estimation. The goal is to minimize the mean square error (MSE) at the estimator under a sampling frequency constraint when the channel…
Confirmation bias, the tendency to interpret information in a way that aligns with one's preconceptions, can profoundly impact scientific research, leading to conclusions that reflect the researcher's hypotheses even when the observational…
Recently, machine learning-based channel estimation has attracted much attention. The performance of machine learning-based estimation has been validated by simulation experiments. However, little attention has been paid to the theoretical…
We consider a continuous-time bandlimited additive white Gaussian noise channel with 1-bit output quantization. On such a channel the information is carried by the temporal distances of the zero-crossings of the transmit signal. The set of…
This paper investigates semi-blind channel estimation for massive multiple-input multiple-output (MIMO) systems. To this end, we first estimate a subspace based on all received symbols (pilot and payload) to provide additional information…
Baseband processing algorithms often require knowledge of the noise power, signal power, or signal-to-noise ratio (SNR). In practice, these parameters are typically unknown and must be estimated. Furthermore, the mean-square error (MSE) is…
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…
This work studies an information-theoretic performance limit of an integrated sensing and communication (ISAC) system where the goal of sensing is to estimate a random continuous state. Considering the mean-squared error (MSE) for…
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…
Using state-space representation, mobile object positioning problems can be described as dynamic systems, with the state representing the unknown location and the observations being the information gathered from the location sensors. For…
Mutual information (MI) is one of the most general ways to measure relationships between random variables, but estimating this quantity for complex systems is challenging. Denoising diffusion models have recently set a new bar for density…
This paper studies the minimum mean squared error (MMSE) of estimating $\mathbf{X} \in \mathbb{R}^d$ from the noisy observation $\mathbf{Y} \in \mathbb{R}^k$, under the assumption that the noise (i.e., $\mathbf{Y}|\mathbf{X}$) is a member…
In cognitive radio systems, employing sensing-based spectrum access strategies, secondary users are required to perform channel sensing in order to detect the activities of primary users. In realistic scenarios, channel sensing occurs with…
In many scenarios, the communication system suffers from both Gaussian white noise and non-Gaussian impulsive noise. In order to design optimal signal detection method, it is necessary to estimate the parameters of mixed Gaussian-impulsive…
We study the effect of fading in the communication channels between nodes on the performance of the incremental least mean square (ILMS) algorithm. We derive steady-state performance metrics, including the mean-square deviation (MSD),…
This paper considers the quantification of the prediction performance in Gaussian process regression. The standard approach is to base the prediction error bars on the theoretical predictive variance, which is a lower bound on the mean…