Related papers: Analysis of Mismatched Estimation Errors Using Gra…

This paper focuses on a networked state estimation problem for a spatially large linear system with a distributed array of sensors, each of which offers partial state measurements, and the transmission is lossy. We propose a measurement…

This paper investigates the minimum mean square error (MMSE) estimation of x, given the observation y = Hx+n, when x and n are independent and Gaussian Mixture (GM) distributed. The introduction of GM distributions, represents a…

Motivated by emerging technologies for energy efficient analog computing and continuous-time processing, this paper proposes continuous-time minimum mean squared error estimation for multiple-input multiple-output (MIMO) systems based on an…

The moment conditions or estimating equations for instrumental variables quantile regression involve the discontinuous indicator function. We instead use smoothed estimating equations (SEE), with bandwidth $h$. We show that the mean squared…

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 this article, a study of the mean-square error (MSE) performance of linear echo-state neural networks is performed, both for training and testing tasks. Considering the realistic setting of noise present at the network nodes, we derive…

This paper studies the effect of parametric mismatch in minimum mean square error (MMSE) estimation. In particular, we consider the problem of estimating the input signal from the output of an additive white Gaussian channel whose gain is…

We consider a linear minimum mean squared error (LMMSE) estimation framework with model mismatch where the assumed model order is smaller than that of the underlying linear system which generates the data used in the estimation process. By…

We derive a simple general parametric representation of the rate-distortion function of a memoryless source, where both the rate and the distortion are given by integrals whose integrands include the minimum mean square error (MMSE) of the…

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)…

Taking a functional approach, we derive a general expression for the gradient of the Mutual Information (MI) with respect to the system parameters in the stochastic systems. This expression covers the cases in which the system input depends…

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…

Minimizing the Mean Squared Error (MSE) is a key objective in machine learning and is commonly used for imputing missing values. While this approach provides accurate point estimates, it introduces systematic biases in downstream analyses.…

A lower bound on the minimum mean-squared error (MSE) in a Bayesian estimation problem is proposed in this paper. This bound utilizes a well-known connection to the deterministic estimation setting. Using the prior distribution, the bias…

The decomposition of a stochastic time series into three component series representing a dual signal - namely, the mean and dispersion - while isolating noise is presented. The decomposition is performed by applying machine learning…

We present the derivation of post-processing SNR for Minimum-Mean-Squared-Error (MMSE) receivers with imperfect channel estimates, and show that it is an accurate indicator of the error rate performance of MIMO systems in the presence of…

The problem of estimating an arbitrary random vector from its observation corrupted by additive white Gaussian noise, where the cost function is taken to be the Minimum Mean $p$-th Error (MMPE), is considered. The classical Minimum Mean…

The state-of-the-art error correcting codes are based on large random constructions (random graphs, random permutations, ...) and are decoded by linear-time iterative algorithms. Because of these features, they are remarkable examples of…

We consider the problem of optimally decoding a quantum error correction code -- that is to find the optimal recovery procedure given the outcomes of partial "check" measurements on the system. In general, this problem is NP-hard. However,…

This paper gives a replica analysis for the minimum mean square error (MSE) of a massive multiple-input multiple-output (MIMO) system by using Bayesian inference. The Bayes-optimal estimator is adopted to estimate the data symbols and the…