Related papers: Extensions of the I-MMSE Relationship to Gaussian …
Unveiling a fundamental link between information theory and estimation theory, the I-MMSE relation by Guo, Shamai and Verdu~\cite{gu05}, together with its numerous extensions, has great theoretical significance and various practical…
The I-MMSE formula connects two important quantities in information theory and estimation theory: the mutual information and the minimum mean-squared error (MMSE). It states that in a scalar Gaussian channel, the derivative of the mutual…
Fundamental relations between information and estimation have been established in the literature for the discrete-time Gaussian and Poisson channels. In this work, we demonstrate that such relations hold for a much larger class of…
In this paper, we study Sibson's $\alpha$-mutual information in the context of the additive Gaussian noise channel. While the classical case $\alpha = 1$ is well understood and admits deep connections to estimation-theoretic quantities,…
Many of the classical and recent relations between information and estimation in the presence of Gaussian noise can be viewed as identities between expectations of random quantities. These include the I-MMSE relationship of Guo et al.; the…
A continuous-time white Gaussian channel can be formulated using a white Gaussian noise, and a conventional way for examining such a channel is the sampling approach based on the classical Shannon-Nyquist sampling theorem, where the…
A recent result of the authors shows a so-called I-MMSE-like relationship that, for the two-user Gaussian interference channel, an I-MMSE relationship holds in the limit, as n $\to \infty$, between the interference and the interfered-with…
A continuous-time white Gaussian channel can be formulated using a white Gaussian noise, and a conventional way for examining such a channel is the sampling approach based on the Shannon-Nyquist sampling theorem, where the original…
Fundamental relations between information and estimation have been established in the literature for the continuous-time Gaussian and Poisson channels, in a long line of work starting from the classical representation theorems by Duncan and…
For vector Gaussian channels, a precise differential connection between channel capacity and a quantity termed normalized optimal detection error (NODE) is presented. Then, this C-NODE relationship is extended to continuous-time Gaussian…
This paper extends the "single crossing point" property of the scalar MMSE function, derived by Guo, Shamai and Verd\'u (first presented in ISIT 2008), to the parallel degraded MIMO scenario. It is shown that the matrix Q(t), which is the…
In this paper, we generalize the fundamental relation between the mutual information and the minimum mean squared error (MMSE) by Guo, Shamai, and Verdu [1] to K-User Gaussian channels. We prove that the derivative of the multiuser mutual…
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…
For information transmission a discrete time channel with independent additive Gaussian noise is used. There is also another channel with independent additive Gaussian noise (the feedback channel), and the transmitter observes without delay…
The scalar additive Gaussian noise channel has the "single crossing point" property between the minimum-mean square error (MMSE) in the estimation of the input given the channel output, assuming a Gaussian input to the channel, and the MMSE…
This paper considers the model of an arbitrary distributed signal x observed through an added independent white Gaussian noise w, y=x+w. New relations between the minimal mean square error of the non-causal estimator and the likelihood…
Gaussian channels with memory and with noiseless feedback have been widely studied in the information theory literature. However, a coding scheme to achieve the feedback capacity is not available. In this paper, a coding scheme is proposed…
We consider the feedback capacity of a MIMO channel whose channel output is given by a linear state-space model driven by the channel inputs and a Gaussian process. The generality of our state-space model subsumes all previous studied…
I present several new relations between mutual information (MI) and statistical estimation error for a system that can be regarded simultaneously as a communication channel and as an estimator of an input parameter. I first derive a…
A notion of directed information between two continuous-time processes is proposed. A key component in the definition is taking an infimum over all possible partitions of the time interval, which plays a role no less significant than the…