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The minimum mean-squared error (MMSE) is one of the most popular criteria for Bayesian estimation. Conversely, the signal-to-noise ratio (SNR) is a typical performance criterion in communications, radar, and generally detection theory. In…
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 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…
This paper considers a sequential estimation and sensor scheduling problem with one sensor and one estimator. The sensor makes sequential observations about the state of an underlying memoryless stochastic process, and makes a decision as…
This paper considers the problem of symbol detection in massive multiple-input multiple-output (MIMO) wireless communication systems. We consider hard-thresholding preceeded by two variants of the regularized least squares (RLS) decoder;…
Message passing algorithms have been tailored for compressive imaging applications by plugging in different types of off-the-shelf image denoisers. These off-the-shelf denoisers mostly rely on some generic or hand-crafted priors for…
We continue to discuss why MMSE estimation arises in coding schemes that approach the capacity of linear Gaussian channels. Here we consider schemes that involve successive decoding, such as decision-feedback equalization or successive…
This paper develops a channel estimation technique for millimeter wave (mmWave) communication systems. Our method exploits the sparse structure in mmWave channels for low training overhead and accounts for the phase errors in the channel…
Paper [1] derived the probability density function (PDF) of a sum of products of two correlated complex Gaussian zero-mean random variables (RVs) that has been applied to calculate the error probabilities of a \emph{M}-ary phase shift…
We study the matrix denoising problem of estimating the singular vectors of a rank-$1$ signal corrupted by noise with both column and row correlations. Existing works are either unable to pinpoint the exact asymptotic estimation error or,…
We consider the transmission of a Gaussian vector source over a multi-dimensional Gaussian channel where a random or a fixed subset of the channel outputs are erased. Within the setup where the only encoding operation allowed is a linear…
Two-port demodulation reference signals (DMRS) have been employed in new radio (NR) recently. In this paper, we firstly propose a minimum mean square error (MMSE) scheme with full priori knowledge (F-MMSE) to achieve the channel estimation…
This paper focuses on the problem of separately modulating and jointly estimating two independent continuous-valued parameters sent over a Gaussian multiple-access channel (MAC) under the mean square error (MSE) criterion. To this end, we…
Matrix denoising is central to signal processing and machine learning. Its statistical analysis when the matrix to infer has a factorised structure with a rank growing proportionally to its dimension remains a challenge, except when it is…
This paper studies selecting a subset of the system's output to minimize the state estimation mean square error (MSE). This results in the maximization problem of a set function defined on possible sensor selections subject to a cardinality…
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…
Accurate phase extraction from sinusoidal signals is a crucial task in various signal processing applications. While prior research predominantly addresses the case of asynchronous sampling with unknown signal frequency, this study focuses…
This paper provides a framework to analyze stochastic gradient algorithms in a mean squared error (MSE) sense using the asymptotic normality result of the stochastic gradient descent (SGD) iterates. We perform this analysis by taking the…
Reduced-rank approach has been used for decades in robust linear estimation of both deterministic and random vector of parameters in linear model y=Hx+\sqrt{epsilon}n. In practical settings, estimation is frequently performed under…
We consider the problem of estimating the missing mass, partition function or evidence and its probability distribution in the case that for each sample point in the discrete sample space its (unnormalized) probability mass is revealed.…