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Related papers: On Continuous-Time Gaussian Channels

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We propose a new sampling-based approach for approximate inference in filtering problems. Instead of approximating conditional distributions with a finite set of states, as done in particle filters, our approach approximates the…

Machine Learning · Computer Science 2020-03-03 Xuan Su , Wee Sun Lee , Zhen Zhang

We extend previous results on covert communication over the additive white Gaussian noise channel to two other types of additive noise channels. The first is the Gaussian channel with memory, where the noise sequence is a Gaussian vector…

Information Theory · Computer Science 2023-03-22 Cécile Bouette , Laura Luzzi , Ligong Wang

We study memoryless, discrete time, matrix channels with additive white Gaussian noise and input power constraints of the form $Y_i = \sum_j H_{ij} X_j + Z_i$, where $Y_i$ ,$X_j$ and $Z_i$ are complex, $i=1..m$, $j=1..n$, and $H$ is a…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Anirvan Mayukh Sengupta , Partha Pratim Mitra

In this work we review the application of the theory of Gaussian processes to the modeling of noise in pulsar-timing data analysis, and we derive various useful and optimized representations for the likelihood expressions that are needed in…

General Relativity and Quantum Cosmology · Physics 2014-11-19 Rutger van Haasteren , Michele Vallisneri

We propose a variational superposed Gaussian approximation (VSGA) for dynamical solutions of Langevin equations subject to applied signals, determining time-dependent parameters of superposed Gaussian distributions by the variational…

Statistical Mechanics · Physics 2015-05-20 Yoshihiko Hasegawa

We present an algorithm for calculation of the Gaussian classical capacity of a quantum bosonic memory channel with additive Gaussian noise. The algorithm, restricted to Gaussian input states, is applicable to all channels with noise…

Quantum Physics · Physics 2015-03-17 Joachim Schäfer , Evgueni Karpov , Nicolas J. Cerf

This paper explores the two-user Gaussian interference channel through the lens of a natural deterministic channel model. The main result is that the deterministic channel uniformly approximates the Gaussian channel, the capacity regions…

Information Theory · Computer Science 2008-07-22 Guy Bresler , David Tse

In this report, we study communication over an additive white Gaussian noise channel with a fixed signal constellation. We measure how much information we can send through this channel and how to improve the rate of communication by…

Information Theory · Computer Science 2023-02-17 Sébastien Delsad

We introduce the concept of numerical Gaussian processes, which we define as Gaussian processes with covariance functions resulting from temporal discretization of time-dependent partial differential equations. Numerical Gaussian processes,…

Machine Learning · Statistics 2017-03-31 Maziar Raissi , Paris Perdikaris , George Em Karniadakis

Single-channel deep speech enhancement approaches often estimate a single multiplicative mask to extract clean speech without a measure of its accuracy. Instead, in this work, we propose to quantify the uncertainty associated with clean…

Audio and Speech Processing · Electrical Eng. & Systems 2023-05-16 Huajian Fang , Timo Gerkmann

We study compressed sensing (CS) signal reconstruction problems where an input signal is measured via matrix multiplication under additive white Gaussian noise. Our signals are assumed to be stationary and ergodic, but the input statistics…

Information Theory · Computer Science 2016-11-03 Yanting Ma , Junan Zhu , Dror Baron

We approach the theoretical problem of compressing a signal dominated by Gaussian noise. We present expressions for the compression ratio which can be reached, under the light of Shannon's noiseless coding theorem, for a linearly quantized…

Data Analysis, Statistics and Probability · Physics 2009-10-31 August Romeo , Enrique Gaztanaga , Jose Barriga , Emilio Elizalde

The achievable and converse regions for sparse representation of white Gaussian noise based on an overcomplete dictionary are derived in the limit of large systems. Furthermore, the marginal distribution of such sparse representations is…

Information Theory · Computer Science 2017-02-13 Ori Shental

This paper discusses the fractional diffusion equation forced by a tempered fractional Gaussian noise. The fractional diffusion equation governs the probability density function of the subordinated killed Brownian motion. The tempered…

Numerical Analysis · Mathematics 2020-07-14 Xing Liu , Weihua Deng

We study deterministic approximations of the Gaussian two-user multiple access wiretap channel (G-MAC-WT) and the Gaussian wiretap channel with a helper (G-WT-H). These approximations enable results beyond the recently shown 2/3 and 1/2…

Information Theory · Computer Science 2018-04-24 Rick Fritschek , Gerhard Wunder

Assuming an effective quadratic Hamiltonian, we derive an approximate, linear stochastic equation of motion for the density-fluctuations in liquids, composed of overdamped Brownian particles. From this approach, time dependent two point…

Soft Condensed Matter · Physics 2017-04-26 Matthias Krüger , David S. Dean

We consider massive multiple-input multiple-output (MIMO) systems in the presence of Cauchy noise. First, we focus on the channel estimation problem. In the standard massive MIMO setup, the users transmit orthonormal pilots during the…

Information Theory · Computer Science 2023-07-07 Ziya Gulgun , Erik G. Larsson

Using quasi-Newton methods in stochastic optimization is not a trivial task given the difficulty of extracting curvature information from the noisy gradients. Moreover, pre-conditioning noisy gradient observations tend to amplify the noise.…

Optimization and Control · Mathematics 2024-04-02 Andre Carlon , Luis Espath , Raul Tempone

The scalar additive Gaussian noise channel has the "single crossing point" property between the minimum-mean square error (MMSE) in the estimation of the input given the channel output, assuming a Gaussian input to the channel, and the MMSE…

Information Theory · Computer Science 2016-11-17 Ronit Bustin , Miquel Payaro , Daniel Palomar , Shlomo Shamai

We consider the estimation of a signal from the knowledge of its noisy linear random Gaussian projections. A few examples where this problem is relevant are compressed sensing, sparse superposition codes, and code division multiple access.…

Information Theory · Computer Science 2020-08-31 Jean Barbier , Nicolas Macris , Mohamad Dia , Florent Krzakala