Related papers: On Continuous-Time Gaussian Channels
Numerical approximation of a stochastic partial integro-differential equation driven by a space- time white noise is studied by truncating a series representation of the noise, with finite element method for spatial discretization and…
We consider the accuracy of an approximate posterior distribution in nonparametric regression problems by combining posterior distributions computed on subsets of the data defined by the locations of the independent variables. We show that…
We study approximations to a class of vector-valued equations of Burgers type driven by a multiplicative space-time white noise. A solution theory for this class of equations has been developed recently in [Hairer, Weber, Probab. Theory…
In this paper, we are interested in the classical problem of restoring data degraded by a convolution and the addition of a white Gaussian noise. The originality of the proposed approach is two-fold. Firstly, we formulate the restoration…
Two familiar notions of correlation are rediscovered as the extreme operating points for distributed synthesis of a discrete memoryless channel, in which a stochastic channel output is generated based on a compressed description of the…
We present simple coding strategies, which are variants of the Schalkwijk-Kailath scheme, for communicating reliably over additive white noise channels in the presence of corrupted feedback. More specifically, we consider a framework…
Starting with the Wigner distribution formulation for beam wave propagation in H\"{o}lder continuous non-Gaussian random refractive index fields we show that the wave beam regime naturally leads to the white-noise scaling limit and…
In this paper we address a fundamental question in communication, that is, in the presence of various noise scenarios such as white/colored Gaussian noise and impulsive -type noises, how to efficiently and accurately transmit a set of…
We present the reduction of generalized Langevin equations to a coordinate-only stochastic model, which in its exact form, involves a forcing term with memory and a general Gaussian noise. It will be shown that a similar…
In this paper, we develop the continuous time dynamic topic model (cDTM). The cDTM is a dynamic topic model that uses Brownian motion to model the latent topics through a sequential collection of documents, where a "topic" is a pattern of…
The factor graph approach to discrete-time linear Gaussian state space models is well developed. The paper extends this approach to continuous-time linear systems/filters that are driven by white Gaussian noise. By Gaussian message passing,…
This paper is centered around the approximation of dynamical systems by means of Gaussian processes. To this end, trajectories of such systems must be collected to be used as training data. The measurements of these trajectories are…
This paper studies the two-user Gaussian interference channel with half-duplex causal cognition. This channel model consists of two source-destination pairs sharing a common wireless channel. One of the sources, referred to as the…
In this thesis, we disentangle the generalized Gauss-Newton and approximate inference for Bayesian deep learning. The generalized Gauss-Newton method is an optimization method that is used in several popular Bayesian deep learning…
We consider the problem of communicating the state of a dynamical system via a Shannon Gaussian channel. The receiver, which acts as both a decoder and estimator, observes the noisy measurement of the channel output and makes an optimal…
A group of transition probability functions form a Shannon's channel whereas a group of truth functions form a semantic channel. By the third kind of Bayes' theorem, we can directly convert a Shannon's channel into an optimized semantic…
We present the continuous wavelet transform (WT) of white Gaussian noise and establish a connection to the theory of Gaussian analytic functions. Based on this connection, we propose a methodology that detects components of a signal in…
Channel uncertainty and co-channel interference are two major challenges in the design of wireless systems such as future generation cellular networks. This paper studies receiver design for a wireless channel model with both time-varying…
The generalization of Shannon's theory to include messages with given autocorrelations is presented. The analytical calculation of the channel capacity is based on the transfer matrix method of the effective 1D Hamiltonian. This bridge…
This paper considers approximate smoothing for discretely observed non-linear stochastic differential equations. The problem is tackled by developing methods for linearising stochastic differential equations with respect to an arbitrary…