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We consider the problem of signal estimation (denoising) from a statistical mechanical perspective, using a relationship between the minimum mean square error (MMSE), of estimating a signal, and the mutual information between this signal…

Information Theory · Computer Science 2016-11-17 Neri Merhav , Dongning Guo , Shlomo Shamai

In continuation to a recent work on the statistical--mechanical analysis of minimum mean square error (MMSE) estimation in Gaussian noise via its relation to the mutual information (the I-MMSE relation), here we propose a simple and more…

Information Theory · Computer Science 2016-11-17 Neri Merhav

This paper investigates the mean square error (MSE)-optimal conditional mean estimator (CME) in one-bit quantized systems in the context of channel estimation with jointly Gaussian inputs. We analyze the relationship of the generally…

Information Theory · Computer Science 2023-06-28 Benedikt Fesl , Michael Koller , Wolfgang Utschick

We study the excess mean square error (EMSE) above the minimum mean square error (MMSE) in large linear systems where the posterior mean estimator (PME) is evaluated with a postulated prior that differs from the true prior of the input…

Information Theory · Computer Science 2015-05-18 Yanting Ma , Dror Baron , Ahmad Beirami

Among the many ways to model signals, a recent approach that draws considerable attention is sparse representation modeling. In this model, the signal is assumed to be generated as a random linear combination of a few atoms from a…

Computer Vision and Pattern Recognition · Computer Science 2015-05-18 Javier Turek , Irad Yavneh , Matan Protter , Michael Elad

In this work we explore possibilities for coding and decoding tailor-made for mean squared error evaluation of error in contexts such as image transmission. To do so, we introduce a loss function that expresses the overall performance of a…

Information Theory · Computer Science 2014-11-06 Marcelo Firer , Luciano Panek , Jerry Anderson Pinheiro

Sparse coding refers to the pursuit of the sparsest representation of a signal in a typically overcomplete dictionary. From a Bayesian perspective, sparse coding provides a Maximum a Posteriori (MAP) estimate of the unknown vector under a…

Signal Processing · Electrical Eng. & Systems 2019-09-04 Dror Simon , Jeremias Sulam , Yaniv Romano , Yue M. Lu , Michael Elad

An alternative to extrinsic information transfer (EXIT) charts called mean squared error (MSE) charts that use a measure related to the MSE instead of mutual information is proposed. Using the relationship between mutual information and…

Information Theory · Computer Science 2007-07-13 Kapil Bhattad , Krishna Narayanan

We address the problem of signal denoising via transform-domain shrinkage based on a novel $\textit{risk}$ criterion called the minimum probability of error (MPE), which measures the probability that the estimated parameter lies outside an…

Applications · Statistics 2020-02-19 Jishnu Sadasivan , Subhadip Mukherjee , Chandra Sekhar Seelamantula

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…

Signal Processing · Electrical Eng. & Systems 2021-07-15 Kai Mei , Jun Liu , Xiaochen Zhang , Nandana Rajatheva , Jibo Wei

The fundamental task of a digital receiver is to decide the transmitted symbols in the best possible way, i.e., with respect to an appropriately defined performance metric. Examples of usual performance metrics are the probability of error…

Information Theory · Computer Science 2013-03-19 Dimitrios Katselis , Cristian R. Rojas , Håkan Hjalmarsson , Mats Bengtsson , Mikael Skoglund

Error and erasure exponents for the broadcast channel with degraded message sets are analyzed. The focus of our error probability analysis is on the main receiver where, nominally, both messages are to be decoded. A two-step decoding…

Information Theory · Computer Science 2015-01-28 Vincent Y. F. Tan

With the aim to propose a non parametric hypothesis test, this paper carries out a study on the Matching Error (ME), a comparison index of two partitions obtained from the same data set, using for example two clustering methods. This index…

Methodology · Statistics 2019-07-31 Mathias Bourel , Badih Ghattas , Meliza González

Consider the minimum mean-square error (MMSE) of estimating an arbitrary random variable from its observation contaminated by Gaussian noise. The MMSE can be regarded as a function of the signal-to-noise ratio (SNR) as well as a functional…

Information Theory · Computer Science 2010-04-21 Dongning Guo , Yihong Wu , Shlomo Shamai , Sergio Verdu

We investigate the performance of a Bayesian statistician tasked with recovering a rank-\(k\) signal matrix \(\bS \bS^{\top} \in \mathbb{R}^{n \times n}\), corrupted by element-wise additive Gaussian noise. This problem lies at the core of…

Information Theory · Computer Science 2025-07-17 Panpan Niu , Yuhao Liu , Teng Fu , Jie Fan , Chaowen Deng , Zhongyi Huang

We consider the estimation of an n-dimensional vector s from the noisy element-wise measurements of $\mathbf{s}\mathbf{s}^T$, a generic problem that arises in statistics and machine learning. We study a mismatched Bayesian inference…

Information Theory · Computer Science 2021-09-14 Farzad Pourkamali , Nicolas Macris

We analyze the problem of estimating a signal from multiple measurements on a $\mbox{group action channel}$ that linearly transforms a signal by a random group action followed by a fixed projection and additive Gaussian noise. This channel…

Information Theory · Computer Science 2018-01-16 Emmanuel Abbe , João M. Pereira , Amit Singer

Based on the mapping between stabilizer quantum error correcting codes and disordered statistical mechanics models, we define a ratio of partition functions that measures the success probability for maximum partition function decoding,…

Quantum Physics · Physics 2025-07-03 Leon Wichette , Hans Hohenfeld , Elie Mounzer , Linnea Grans-Samuelsson

We examine codes, over the additive Gaussian noise channel, designed for reliable communication at some specific signal-to-noise ratio (SNR) and constrained by the permitted minimum mean-square error (MMSE) at lower SNRs. The maximum…

Information Theory · Computer Science 2012-08-10 Ronit Bustin , Shlomo Shamai

This paper considers mean square error (MSE) analysis for stochastic gradient sampling algorithms applied to underdamped Langevin dynamics under a global convexity assumption. A novel discrete Poisson equation framework is developed to…

Numerical Analysis · Mathematics 2025-11-07 Jianfeng Lu , Xuda Ye , Zhennan Zhou
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