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Compressed sensing posits that, within limits, one can undersample a sparse signal and yet reconstruct it accurately. Knowing the precise limits to such undersampling is important both for theory and practice. We present a formula that…

Information Theory · Computer Science 2013-01-09 David Donoho , Iain Johnstone , Andrea Montanari

Reconstruction fidelity of sparse signals contaminated by sparse noise is considered. Statistical mechanics inspired tools are used to show that the l1-norm based convex optimization algorithm exhibits a phase transition between the…

Information Theory · Computer Science 2013-09-17 Mikko Vehkapera , Yoshiyuki Kabashima , Saikat Chatterjee

We tackle covariance estimation in low-sample scenarios, employing a structured covariance matrix with shrinkage methods. These involve convexly combining a low-bias/high-variance empirical estimate with a biased regularization estimator,…

Instrumentation and Methods for Astrophysics · Physics 2024-06-28 Olivier Flasseur , Eric Thiébaut , Loïc Denis , Maud Langlois

The minimum mean-square error (MMSE) achievable by optimal estimation of a random variable $Y\in\mathbb{R}$ given another random variable $X\in\mathbb{R}^{d}$ is of much interest in a variety of statistical settings. In the context of…

Information Theory · Computer Science 2022-07-12 Mario Diaz , Peter Kairouz , Lalitha Sankar

Diffusion models (DMs) as generative priors have recently shown great potential for denoising tasks but lack theoretical understanding with respect to their mean square error (MSE) optimality. This paper proposes a novel denoising strategy…

Machine Learning · Computer Science 2025-03-04 Benedikt Fesl , Benedikt Böck , Florian Strasser , Michael Baur , Michael Joham , Wolfgang Utschick

In this article we provide some nonnegative and positive estimators of the mean squared errors(MSEs) for shrinkage estimators of multivariate normal means. Proposed estimators are shown to improve on the uniformly minimum variance unbiased…

Statistics Theory · Mathematics 2007-10-08 Hisayuki Hara

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

Compressed Sensing suggests that the required number of samples for reconstructing a signal can be greatly reduced if it is sparse in a known discrete basis, yet many real-world signals are sparse in a continuous dictionary. One example is…

Information Theory · Computer Science 2015-07-24 Yuanxin Li , Yuejie Chi

It is known that the minimum-mean-squared-error (MMSE) denoiser under Gaussian noise can be written as a proximal operator, which suffices for asymptotic convergence of plug-and-play (PnP) methods but does not reveal the structure of the…

Optimization and Control · Mathematics 2026-04-06 Henry Pritchard , Rahul Parhi

Deconvolution is the important problem of estimating the distribution of a quantity of interest from a sample with additive measurement error. Nearly all methods in the literature are based on Fourier transformation because it is…

Methodology · Statistics 2026-03-03 Yun Cai , Hong Gu , Toby Kenney

Motivated by emerging technologies for energy efficient analog computing and continuous-time processing, this paper proposes continuous-time minimum mean squared error estimation for multiple-input multiple-output (MIMO) systems based on an…

Information Theory · Computer Science 2022-09-05 Ayano Nakai-Kasai , Tadashi Wadayama

We consider the problems of compressed sensing and optimal denoising for signals $\mathbf{x_0}\in\mathbb{R}^N$ that are monotone, i.e., $\mathbf{x_0}(i+1) \geq \mathbf{x_0}(i)$, and sparsely varying, i.e., $\mathbf{x_0}(i+1) >…

Statistics Theory · Mathematics 2017-01-03 Eftychios A. Pnevmatikakis

Detailed derivations of two bounds of the minimum mean-square error (MMSE) of complex-valued multiple-input multiple-output (MIMO) systems are proposed for performance evaluation. Particularly, the lower bound is derived based on a…

Information Theory · Computer Science 2021-11-29 Chongjun Ouyang , Hongwen Yang

Minimum Bayes-risk (MBR) decoding has recently gained renewed attention in text generation. MBR decoding considers texts sampled from a model as pseudo-references and selects the text with the highest similarity to the others. Therefore,…

Computation and Language · Computer Science 2024-04-02 Atsumoto Ohashi , Ukyo Honda , Tetsuro Morimura , Yuu Jinnai

This paper proposes novel spectrum sensing algorithms for cognitive radio networks. By assuming known transmitter pulse shaping filter, synchronous and asynchronous receiver scenarios have been considered. For each of these scenarios, the…

Optimization and Control · Mathematics 2013-12-31 Tadilo Endeshaw Bogale , Luc Vandendorpe

Compressed sensing with subsampled unitary matrices benefits from \emph{optimized} sampling schemes, which feature improved theoretical guarantees and empirical performance relative to uniform subsampling. We provide, in a first of its kind…

Machine Learning · Statistics 2025-04-03 Yaniv Plan , Matthew S. Scott , Xia Sheng , Ozgur Yilmaz

We study a seemingly unexpected and relatively less understood overfitting aspect of a fundamental tool in sparse linear modeling - best subset selection, which minimizes the residual sum of squares subject to a constraint on the number of…

Methodology · Statistics 2022-01-11 Rahul Mazumder , Peter Radchenko , Antoine Dedieu

In multiple-input multiple-output (MIMO) spatially multiplexing (SM) systems, achievable error rate performance is determined by signal detection strategy. The optimal maximum-likelihood detection (MLD) that exhaustively examines all symbol…

Information Theory · Computer Science 2015-03-17 Makoto Tanahashi , Hideki Ochiai

We consider the problem of modulating the value of a parameter onto a band-limited signal to be transmitted over a continuous-time, additive white Gaussian noise (AWGN) channel, and estimating this parameter at the receiver. The performance…

Information Theory · Computer Science 2016-06-22 Nir Weinberger , Neri Merhav

In many data analysis applications the following scenario is commonplace: we are given a point set that is supposed to sample a hidden ground truth $K$ in a metric space, but it got corrupted with noise so that some of the data points lie…

Computational Geometry · Computer Science 2017-03-28 Mickaël Buchet , Tamal K. Dey , Jiayuan Wang , Yusu Wang