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Compressed sensing aims to undersample certain high-dimensional signals, yet accurately reconstruct them by exploiting signal characteristics. Accurate reconstruction is possible when the object to be recovered is sufficiently sparse in a…

Information Theory · Computer Science 2015-05-13 David L. Donoho , Arian Maleki , Andrea Montanari

We propose two novel approaches to the recovery of an (approximately) sparse signal from noisy linear measurements in the case that the signal is a priori known to be non-negative and obey given linear equality constraints, such as simplex…

Information Theory · Computer Science 2015-06-17 Jeremy Vila , Philip Schniter

Class imbalance and distributional differences in large datasets present significant challenges for classification tasks machine learning, often leading to biased models and poor predictive performance for minority classes. This work…

Machine Learning · Statistics 2024-12-20 Alex Mak , Shubham Sahoo , Shivani Pandey , Yidan Yue , Linglong Kong

Approximate Message Passing (AMP) has been shown to be a superior method for inference problems, such as the recovery of signals from sets of noisy, lower-dimensionality measurements, both in terms of reconstruction accuracy and in…

Information Theory · Computer Science 2015-06-10 Andre Manoel , Florent Krzakala , Eric W. Tramel , Lenka Zdeborová

Optimal dimensionality reduction methods are proposed for the Bayesian inference of a Gaussian linear model with additive noise in presence of overabundant data. Three different optimal projections of the observations are proposed based on…

Statistics Theory · Mathematics 2018-02-13 Loïc Giraldi , Olivier P. Le Maître , Ibrahim Hoteit , Omar M. Knio

Maximum a posteriori (MAP) inference is a fundamental computational paradigm for statistical inference. In the setting of graphical models, MAP inference entails solving a combinatorial optimization problem to find the most likely…

Machine Learning · Computer Science 2020-03-03 Jonathan N. Lee , Aldo Pacchiano , Michael I. Jordan

For several styles of fidelity constraints -- guaranteed distortion, conditional excess distortion, excess distortion -- we show mutual information upper bounds on the minimum expected description length needed to represent a random…

Information Theory · Computer Science 2026-02-10 Victoria Kostina

Linear receivers are considered as an attractive low-complexity alternative to optimal processing for multi-antenna MIMO communications. In this paper we characterize the performance of MMSE MIMO receivers in the limit of large antenna…

Information Theory · Computer Science 2016-11-17 Aris L. Moustakas , K Raj Kumar , Giuseppe Caire

We formulate meta learning using information theoretic concepts; namely, mutual information and the information bottleneck. The idea is to learn a stochastic representation or encoding of the task description, given by a training set, that…

Machine Learning · Computer Science 2021-07-06 Michalis K. Titsias , Francisco J. R. Ruiz , Sotirios Nikoloutsopoulos , Alexandre Galashov

Since the cost of installing and maintaining sensors is usually high, sensor locations are always strategically selected. For those aiming at inferring certain quantities of interest (QoI), it is desirable to explore the dependency between…

Computation · Statistics 2019-06-05 Xiao Lin , Asif Chowdhury , Xiaofan Wang , Gabriel Terejanu

While the linear Pearson correlation coefficient represents a well-established normalized measure to quantify the interrelation of two stochastic variables $X$ and $Y$, it fails for multidimensional variables such as Cartesian coordinates.…

Data Analysis, Statistics and Probability · Physics 2024-09-19 Daniel Nagel , Georg Diez , Gerhard Stock

We study the problem of detecting a structured, low-rank signal matrix corrupted with additive Gaussian noise. This includes clustering in a Gaussian mixture model, sparse PCA, and submatrix localization. Each of these problems is…

Statistics Theory · Mathematics 2017-01-24 Jess Banks , Cristopher Moore , Nicolas Verzelen , Roman Vershynin , Jiaming Xu

We derive a tight lower bound on equivocation (conditional entropy), or equivalently a tight upper bound on mutual information between a signal variable and channel outputs. The bound is in terms of the joint distribution of the signals and…

Information Theory · Computer Science 2019-01-14 Michal Hledík , Thomas R. Sokolowski , Gašper Tkačik

The mutual information between two jointly distributed random variables $X$ and $Y$ is a functional of the joint distribution $P_{XY},$ which is sometimes difficult to handle or estimate. A coarser description of the statistical behavior of…

Information Theory · Computer Science 2016-11-17 Yanjun Han , Or Ordentlich , Ofer Shayevitz

Compressed sensing typically deals with the estimation of a system input from its noise-corrupted linear measurements, where the number of measurements is smaller than the number of input components. The performance of the estimation…

Information Theory · Computer Science 2016-11-17 Jin Tan , Danielle Carmon , Dror Baron

As an emerging communication auxiliary technology, reconfigurable intelligent surface (RIS) is expected to play a significant role in the upcoming 6G networks. Due to its total reflection characteristics, it is challenging to implement…

Signal Processing · Electrical Eng. & Systems 2023-08-04 W. Li , Z. Lin , Q. Guo , B. Vucetic

Reconstruction of images from noisy linear measurements is a core problem in image processing, for which convex optimization methods based on total variation (TV) minimization have been the long-standing state-of-the-art. We present an…

Information Theory · Computer Science 2016-08-31 Jean Barbier , Eric W. Tramel , Florent Krzakala

We consider the task of estimating a low-rank matrix from non-linear and noisy observations. We prove a strong universality result showing that Bayes-optimal performances are characterized by an equivalent Gaussian model with an effective…

Machine Learning · Statistics 2024-03-08 Pierre Mergny , Justin Ko , Florent Krzakala , Lenka Zdeborová

This paper studies the asymptotic performance of maximum-a-posteriori estimation in the presence of prior information. The problem arises in several applications such as recovery of signals with non-uniform sparsity pattern from…

Information Theory · Computer Science 2018-02-19 Ali Bereyhi , Ralf R. Müller

The ability to understand and solve high-dimensional inference problems is essential for modern data science. This article examines high-dimensional inference problems through the lens of information theory and focuses on the standard…

Information Theory · Computer Science 2019-07-05 Galen Reeves , Henry Pfister