Related papers: Numerical determination of the optimal value of qu…
We develop a systematic theory of quantum fluctuations in the driven parametric oscillator (OPO), including the region near threshold. This allows us to treat the limits imposed by nonlinearities to quantum squeezing and noise reduction, in…
Many nonlinear optical technologies require the two-mode spectral amplitude function that describes them---the \emph{joint spectral amplitude} (JSA)---to be separable. We prove that the JSA factorizes \emph{only} when the incident pump…
We address numerical differentiation under coarse, non-uniform sampling and Gaussian noise. A maximum-likelihood estimator with $L_2$-norm constraint on a higher-order derivative is obtained, yielding spline-based solution. We introduce a…
Functions on a bounded domain in scientific computing are often approximated using piecewise polynomial approximations on meshes that adapt to the shape of the geometry. We study the problem of function approximation using splines on a…
We present new fundamental results for the mean square error (MSE)-optimal conditional mean estimator (CME) in one-bit quantized systems for a Gaussian mixture model (GMM) distributed signal of interest, possibly corrupted by additive white…
Efficient estimation of wideband spectrum is of great importance for applications such as cognitive radio. Recently, sub-Nyquist sampling schemes based on compressed sensing have been proposed to greatly reduce the sampling rate. However,…
We study the capacity of the discrete-time Gaussian channel when its output is quantized with a one-bit quantizer. We focus on the low signal-to-noise ratio (SNR) regime, where communication at very low spectral efficiencies takes place. In…
Compressed sensing deals with efficient recovery of analog signals from linear encodings. This paper presents a statistical study of compressed sensing by modeling the input signal as an i.i.d. process with known distribution. Three classes…
A new framework of compressive sensing (CS), namely statistical compressive sensing (SCS), that aims at efficiently sampling a collection of signals that follow a statistical distribution and achieving accurate reconstruction on average, is…
This paper establishes optimal convergence rates for estimation of structured covariance operators of Gaussian processes. We study banded operators with kernels that decay rapidly off-the-diagonal and $L^q$-sparse operators with an…
The sampling, quantization, and estimation of a bounded dynamic-range bandlimited signal affected by additive independent Gaussian noise is studied in this work. For bandlimited signals, the distortion due to additive independent Gaussian…
We consider the design of a linear sensing system with a fixed energy budget assuming that the sampling noise is the dominant noise source. The energy constraint implies that the signal energy per measurement decreases linearly with the…
In this paper, we propose a sparse signal estimation algorithm that is suitable for many wireless communication systems, especially for the future millimeter wave and underwater communication systems. This algorithm is not only…
We obtain estimates for the Mean Squared Error (MSE) for the multitaper spectral estimator and certain compressive acquisition methods for multi-band signals. We confirm a fact discovered by Thomson [Spectrum estimation and harmonic…
We investigate an empirical quantile estimation approach to solve chance-constrained nonlinear optimization problems. Our approach is based on the reformulation of the chance constraint as an equivalent quantile constraint to provide…
We consider the estimation of quadratic functionals in a Gaussian sequence model where the eigenvalues are supposed to be unknown and accessible through noisy observations only. Imposing smoothness assumptions both on the signal and the…
This paper proposes an estimation framework to assess the performance of sorting over perturbed/noisy data. In particular, the recovering accuracy is measured in terms of Minimum Mean Square Error (MMSE) between the values of the sorting…
Given noisy data, function estimation is considered when the unknown function is known a priori to consist of a small number of regions where the function is either convex or concave. When the number of regions is unknown, the model…
We consider the problem of signal estimation (denoising) from a statistical-mechanical perspective, in continuation to a recent work on the analysis of mean-square error (MSE) estimation using a direct relationship between optimum…
Compressed sensing typically deals with the estimation of a system input from its noise-corrupted linear measurements, where the number of measurements is smaller than the number of input components. The performance of the estimation…