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It is impossible to recover a vector from $\mathbb{R}^m$ with less than $m$ linear measurements, even if the measurements are chosen adaptively. Recently, it has been shown that one can recover vectors from $\mathbb{R}^m$ with arbitrary…

Numerical Analysis · Mathematics 2025-10-28 David Krieg , Erich Novak , Leszek Plaskota , Mario Ullrich

This work theoretically studies the problem of estimating a structured high-dimensional signal $x_0 \in \mathbb{R}^n$ from noisy $1$-bit Gaussian measurements. Our recovery approach is based on a simple convex program which uses the hinge…

Statistics Theory · Mathematics 2020-06-02 Martin Genzel , Alexander Stollenwerk

We consider the scenario in which multiple sensors send spatially correlated data to a fusion center (FC) via independent Rayleigh-fading channels with additive noise. Assuming that the sensor data is sparse in some basis, we show that the…

Information Theory · Computer Science 2015-06-12 Gang Yang , Vincent Y. F. Tan , Chin Keong Ho , See Ho Ting , Yong Liang Guan

In a previous article we developed an approach to the optimal (minimum variance, unbiased) statistical estimation technique for the equilibrium displacement of a damped, harmonic oscillator in the presence of thermal noise. Here, we expand…

Data Analysis, Statistics and Probability · Physics 2009-09-28 Jason H. Steffen , Michael W. Moore , Paul E. Boynton

Load balancing across parallel servers is an important class of congestion control problems that arises in service systems. An effective load balancer relies heavily on accurate, real-time congestion information to make routing decisions.…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-05-24 Gal Mendelson , Xu Kuang

The one-bit quantization is implemented by one single comparator that operates at low power and a high rate. Hence one-bit compressive sensing (1bit-CS) becomes attractive in signal processing. When measurements are corrupted by noise…

Information Theory · Computer Science 2018-03-20 Xiaolin Huang , Lei Shi , Ming Yan , Johan A. K. Suykens

The question addressed in this paper is the performance of the optimal strategy, and the impact of partial information. The setting we consider is that of a stochastic asset price model where the trend follows an unobservable…

Portfolio Management · Quantitative Finance 2015-10-14 Ahmed Bel Hadj Ayed , Grégoire Loeper , Sofiene El Aoud , Frédéric Abergel

In this work the information loss in deterministic, memoryless systems is investigated by evaluating the conditional entropy of the input random variable given the output random variable. It is shown that for a large class of systems the…

Information Theory · Computer Science 2013-04-18 Bernhard C. Geiger , Gernot Kubin

In the context of distributed estimation, we consider the problem of sensor collaboration, which refers to the act of sharing measurements with neighboring sensors prior to transmission to a fusion center. While incorporating the cost of…

Methodology · Statistics 2015-06-22 Sijia Liu , Swarnendu Kar , Makan Fardad , Pramod K. Varshney

We consider the problem of distributed binary hypothesis testing in a parallel network topology where sensors independently observe some phenomenon and send a finite rate summary of their observations to a fusion center for the final…

Information Theory · Computer Science 2016-06-29 Alla Tarighati , Joakim Jalden

We study the problem of estimating a rank one signal matrix from an observed matrix generated by corrupting the signal with additive rotationally invariant noise. We develop a new class of approximate message-passing algorithms for this…

Statistics Theory · Mathematics 2025-09-09 Rishabh Dudeja , Songbin Liu , Junjie Ma

We proposed a Least Information theory (LIT) to quantify meaning of information in probability distribution changes, from which a new information retrieval model was developed. We observed several important characteristics of the proposed…

Information Retrieval · Computer Science 2012-05-03 Weimao Ke

Gravitational wave backgrounds generate correlated noises to separated detectors. This correlation can induce statistical losses to actual detector networks, compared with idealized noise-independent networks. Assuming that the backgrounds…

General Relativity and Quantum Cosmology · Physics 2021-09-29 Naoki Seto

This paper is devoted to the study of the performance of the Linear Minimum Mean-Square Error receiver for (receive) correlated Multiple-Input Multiple-Output systems. By the random matrix theory, it is well-known that the Signal-to-Noise…

Information Theory · Computer Science 2008-10-17 Abla Kammoun , Malika Kharouf , Walid Hachem , Jamal Najim

We present a new set of accurate formulae for the computation of random errors in the measurement of atomic and molecular indices. The new expressions are in excellent agreement with numerical simulations. We have found that, in some cases,…

Astrophysics · Physics 2009-10-30 N. Cardiel , J. Gorgas , J. Cenarro , J. J. Gonzalez

Consider a remote estimation problem where a sensor wants to communicate the state of an uncertain source to a remote estimator over a finite time horizon. The uncertain source is modeled as an autoregressive process with bounded noise.…

Systems and Control · Computer Science 2019-02-12 Mukul Gagrani , Yi Ouyang , Mohammad Rasouli , Ashutosh Nayyar

The paper considers the problem of distributed adaptive linear parameter estimation in multi-agent inference networks. Local sensing model information is only partially available at the agents and inter-agent communication is assumed to be…

Optimization and Control · Mathematics 2012-08-07 Soummya Kar , Jose' M. F. Moura , H. Vincent Poor

InfoNCE loss is a widely used loss function for contrastive model training. It aims to estimate the mutual information between a pair of variables by discriminating between each positive pair and its associated $K$ negative pairs. It is…

Machine Learning · Computer Science 2021-05-28 Chuhan Wu , Fangzhao Wu , Yongfeng Huang

In the problem of learning mixtures of linear regressions, the goal is to learn a collection of signal vectors from a sequence of (possibly noisy) linear measurements, where each measurement is evaluated on an unknown signal drawn uniformly…

Machine Learning · Computer Science 2019-11-01 Akshay Krishnamurthy , Arya Mazumdar , Andrew McGregor , Soumyabrata Pal

We consider a wireless sensor network consisting of multiple nodes that are coordinated by a fusion center (FC) in order to estimate a common signal of interest. In addition to being coordinated, the sensors are also able to collaborate,…

Information Theory · Computer Science 2012-10-15 Swarnendu Kar , Pramod K. Varshney