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We consider distributed recursive estimation of consensus+innovations type in the presence of heavy-tailed sensing and communication noises. We allow that the sensing and communication noises are mutually correlated while independent…

Optimization and Control · Mathematics 2023-11-13 Manojlo Vukovic , Dusan Jakovetic , Dragana Bajovic , Soummya Kar

Collective behavior, both in real biological systems as well as in theoretical models, often displays a rich combination of different kinds of order. A clear-cut and unique definition of "phase" based on the standard concept of order…

Statistical Mechanics · Physics 2021-06-30 Andrea Cavagna , Paul M. Chaikin , Dov Levine , Stefano Martiniani , Andrea Puglisi , Massimiliano Viale

Data saving capability of "Compressed sensing (sampling)" in signal discretization is disputed and found to be far below the theoretical upper bound defined by the signal sparsity. On a simple and intuitive example, it is demonstrated that,…

Information Theory · Computer Science 2015-10-28 L. Yaroslavsky

We propose to examine the predictability and the complexity characteristics of the Standard&Poor500 dynamics behaviors in a coarse-grained way using the symbolic dynamics method and under the prism of the Information theory through the…

Statistical Finance · Quantitative Finance 2021-05-11 Geoffrey Ducournau

It is well-known that density estimation on the unit interval is asymptotically equivalent to a Gaussian white noise experiment, provided the densities have H\"older smoothness larger than $1/2$ and are uniformly bounded away from zero. We…

Statistics Theory · Mathematics 2018-10-29 Kolyan Ray , Johannes Schmidt-Hieber

This work investigates the stability of (discrete) empirical interpolation for nonlinear model reduction and state field approximation from measurements. Empirical interpolation derives approximations from a few samples (measurements) via…

Numerical Analysis · Mathematics 2020-05-20 Benjamin Peherstorfer , Zlatko Drmač , Serkan Gugercin

In this paper we apply a compressibility loss that enables learning highly compressible neural network weights. The loss was previously proposed as a measure of negated sparsity of a signal, yet in this paper we show that minimizing this…

Machine Learning · Computer Science 2019-05-06 Caglar Aytekin , Francesco Cricri , Emre Aksu

In this paper, the problem of developing universal algorithms for compressed sensing of stochastic processes is studied. First, R\'enyi's notion of information dimension (ID) is generalized to analog stationary processes. This provides a…

Information Theory · Computer Science 2016-01-27 Shirin Jalali , H. Vincent Poor

Compressive sensing is a novel approach that linearly samples sparse or compressible signals at a rate much below the Nyquist-Shannon sampling rate and outperforms traditional signal processing techniques in acquiring and reconstructing…

Information Theory · Computer Science 2019-01-03 Ramin Ayanzadeh , Seyedahmad Mousavi , Milton Halem , Tim Finin

A popular approach within the signal processing and machine learning communities consists in modelling signals as sparse linear combinations of atoms selected from a learned dictionary. While this paradigm has led to numerous empirical…

Machine Learning · Statistics 2012-10-03 Rodolphe Jenatton , Rémi Gribonval , Francis Bach

Entropy notions for $\varepsilon$-incremental practical stability and incremental stability of deterministic nonlinear systems under disturbances are introduced. The entropy notions are constructed via a set of points in state space which…

Optimization and Control · Mathematics 2022-09-13 Michelle S. Chong

A field known as Compressive Sensing (CS) has recently emerged to help address the growing challenges of capturing and processing high-dimensional signals and data sets. CS exploits the surprising fact that the information contained in a…

Machine Learning · Statistics 2010-02-08 Michael B. Wakin

Progress in science and technology is punctuated by disruptive innovation and breakthroughs. Researchers have characterized these disruptions to explore the factors that spark such innovations and to assess their long-term trends. However,…

Social and Information Networks · Computer Science 2025-02-25 Munjung Kim , Sadamori Kojaku , Yong-Yeol Ahn

We show that a certain type of quasi finite, conservative, ergodic, measure preserving transformation always has a maximal zero entropy factor, generated by predictable sets. We also construct a conservative, ergodic, measure preserving…

Dynamical Systems · Mathematics 2010-06-01 Jon Aaronson , Kyewon Koh Park

The concept of Shannon entropy of random variables was generalized to measurable functions in general, and to simple functions with finite values in particular. It is shown that the information measure of a function is related to the time…

Information Theory · Computer Science 2017-01-25 Guo Zhao

We study the information-theoretic limits of exactly recovering the support of a sparse signal using noisy projections defined by various classes of measurement matrices. Our analysis is high-dimensional in nature, in which the number of…

Statistics Theory · Mathematics 2008-06-04 Wei Wang , Martin J. Wainwright , Kannan Ramchandran

Most existing bounds for signal reconstruction from compressive measurements make the assumption of additive signal-independent noise. However in many compressive imaging systems, the noise statistics are more accurately represented by…

Information Theory · Computer Science 2018-02-13 Deepak Garg , Pakshal Bohra , Karthik S. Gurumoorthy , Ajit Rajwade

There is a wide range of applications where the local extrema of a function are the key quantity of interest. However, there is surprisingly little work on methods to infer local extrema with uncertainty quantification in the presence of…

Methodology · Statistics 2023-09-28 Meng Li , Zejian Liu , Cheng-Han Yu , Marina Vannucci

Transfer entropy is a widely used measure for quantifying directed information flows in complex systems. While the challenges of estimating transfer entropy for continuous data are well known, it has two major shortcomings for data of…

Data Analysis, Statistics and Probability · Physics 2025-11-27 Alec Kirkley

This paper shows how sparse, high-dimensional probability distributions could be represented by neurons with exponential compression. The representation is a novel application of compressive sensing to sparse probability distributions…

Neurons and Cognition · Quantitative Biology 2012-06-11 Xaq Pitkow
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