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This paper investigates the statistical properties of non-linear transformations (NLT) of random variables, in order to establish useful tools for estimation and information theory. Specifically, the paper focuses on linear regression…

Information Theory · Computer Science 2013-05-13 Paolo Banelli

In Bayesian inference, an unknown measurement uncertainty is often quantified in terms of a Gamma distributed precision parameter, which is impractical when prior information on the standard deviation of the measurement uncertainty shall be…

Methodology · Statistics 2021-01-19 Manuel M. Eichenlaub

This paper takes a different approach for the distributed linear parameter estimation over a multi-agent network. The parameter vector is considered to be stochastic with a Gaussian distribution. The sensor measurements at each agent are…

Systems and Control · Electrical Eng. & Systems 2022-04-19 Subhro Das

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…

Information Theory · Computer Science 2012-05-02 Kartik Venkat , Tsachy Weissman

A general information transmission model, under independent and identically distributed Gaussian codebook and nearest neighbor decoding rule with processed channel output, is investigated using the performance metric of generalized mutual…

Information Theory · Computer Science 2019-08-23 Wenyi Zhang , Yizhu Wang , Cong Shen , Ning Liang

The purpose of this work is to extend the result of previous papers quant-ph/9611023, quant-ph/9703013 to quantum channels with additive constraints onto the input signal, by showing that the capacity of such channel is equal to the…

Quantum Physics · Physics 2007-05-23 A. S. Holevo

In this paper, we propose generalizations of the de Bruijn's identities based on extensions of the Shannon entropy, Fisher information and their associated divergences or relative measures. The foundation of these generalizations are the…

Information Theory · Computer Science 2016-11-30 Irene Valero Toranzo , Steeve Zozor , Jean-Marc Brossier

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…

Machine Learning · Computer Science 2025-11-20 Longxuan Yu , Xing Shi , Xianghao Kong , Tong Jia , Greg Ver Steeg

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…

Information Theory · Computer Science 2012-11-01 Tsachy Weissman , Young-Han Kim , Haim H. Permuter

The conditional mean is a fundamental and important quantity whose applications include the theories of estimation and rate-distortion. It is also notoriously difficult to work with. This paper establishes novel bounds on the differential…

Information Theory · Computer Science 2022-11-23 Arda Atalik , Alper Köse , Michael Gastpar

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…

Information Theory · Computer Science 2017-04-20 Samah A. M. Ghanem

The mutual information is bounded from above by a decreasing affine function of the square of the distance between the input distribution and the set of all capacity-achieving input distributions $\Pi_{\mathcal{A}}$, on small enough…

Information Theory · Computer Science 2025-04-24 Barış Nakiboğlu , Hao-Chung Cheng

We study the Stein equation associated with the one-dimensional Gamma distribution, and provide novel bounds, allowing one to effectively deal with test functions supported by the whole real line. We apply our estimates to derive new…

Probability · Mathematics 2017-03-14 Christian Döbler , Giovanni Peccati

Lossy transmission over a relay channel in which the relay has access to correlated side information is considered. First, a joint source-channel decode-and-forward scheme is proposed for general discrete memoryless sources and channels.…

Information Theory · Computer Science 2016-11-17 Deniz Gunduz , Elza Erkip , Andrea J. Goldsmith , H. Vincent Poor

Generative diffusion processes are an emerging and effective tool for image and speech generation. In the existing methods, the underline noise distribution of the diffusion process is Gaussian noise. However, fitting distributions with…

Machine Learning · Computer Science 2021-06-17 Eliya Nachmani , Robin San Roman , Lior Wolf

In an effort to develop the foundations for a non-stochastic theory of information, the notion of $\delta$-mutual information between uncertain variables is introduced as a generalization of Nair's non-stochastic information functional.…

Information Theory · Computer Science 2020-11-26 Anshuka Rangi , Massimo Franceschetti

Inspired by works on information transmission through quantum channels, we propose the use of a couple of mutual entropies to quantify the efficiency of continual measurement schemes in extracting information on the measured quantum system.…

Quantum Physics · Physics 2009-10-09 Albert Barchielli , Giancarlo Lupieri

In this paper, we generalize the fundamental relation between the derivative of the mutual information and the minimum mean squared error (MMSE) to multiuser setups. We prove that the derivative of the mutual information with respect to the…

Information Theory · Computer Science 2017-03-27 Samah A. M. Ghanem

The goal of quantum channel discrimination and estimation is to determine the identity of an unknown channel from a discrete or continuous set, respectively. The query complexity of these tasks is equal to the minimum number of times one…

Quantum Physics · Physics 2026-02-25 Zixin Huang , Johannes Jakob Meyer , Theshani Nuradha , Mark M. Wilde

Many important properties of quantum channels are quantified by means of entropic functionals. Characteristics of such a kind are closely related to different representations of a quantum channel. In the Jamio{\l}kowski-Choi representation,…

Quantum Physics · Physics 2013-07-23 Alexey E. Rastegin