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Poisson distributed shot noise is normally considered in the Gaussian limit in cosmology. However, if the shot noise is large enough and the correlation function/power spectrum conspires, the Gaussian approximation mis-estimates the errors…

Astrophysics · Physics 2009-01-23 J. D. Cohn

The estimation of the covariance structure from a discretely observed multivariate Gaussian process under asynchronicity and noise is analysed under high-frequency asymptotics. Asymptotic lower and upper bounds are established for a general…

Statistics Theory · Mathematics 2020-04-21 Sebastian Holtz

In this work, we consider the problem of distributed approximation of functions over multiple-access channels with additive noise. In contrast to previous works, we take fast fading into account and give explicit probability bounds for the…

Information Theory · Computer Science 2021-03-01 Igor Bjelakovic , Matthias Frey , Slawomir Stanczak

This paper describes performance bounds for compressed sensing in the presence of Poisson noise when the underlying signal, a vector of Poisson intensities, is sparse or compressible (admits a sparse approximation). The signal-independent…

Information Theory · Computer Science 2009-04-30 Rebecca M. Willett , Maxim Raginsky

This paper considers the problem of estimating a periodic function in a continuous time regression model with an additive stationary gaussian noise having unknown correlation function. A general model selection procedure on the basis of…

Statistics Theory · Mathematics 2010-11-10 Victor Konev , Serguei Pergamenchtchikov

This paper establishes quantitative correlation inequalities between monotone events and structured threshold objects in both the discrete cube and Gaussian space. We prove that for any increasing balanced family, there exists a linear…

Probability · Mathematics 2026-03-26 Yiming Chen , Guozheng Dai

We have analyzed the phenomenon of stochastic resonance in a system driven by non Gaussian noises. We have considered both white and colored noises. In the latter case we have obtained a consistent Markovian approximation that enables us to…

Statistical Mechanics · Physics 2007-05-23 M. A. Fuentes , C. Tessone , H. S. Wio , R. Toral

It is proved that the width of a function and the width of the distribution of its values cannot be made arbitrarily small simultaneously. In the case of ergodic stochastic processes, an ensuing uncertainty relationship is demonstrated for…

Statistical Mechanics · Physics 2019-04-30 Timur E. Gureyev , Alexander Kozlov , Yakov I. Nesterets , David M. Paganin , Harry M. Quiney

It is shown that a large class of events in a product probability space are highly sensitive to noise, in the sense that with high probability, the configuration with an arbitrary small percent of random errors gives almost no prediction…

Probability · Mathematics 2008-11-26 Itai Benjamini , Gil Kalai , Oded Schramm

Fluctuations of the qubit frequencies are one of the major problems to overcome on the way to scalable quantum computers. Of particular importance are fluctuations with the correlation time that exceeds the decoherence time due to decay and…

Quantum Physics · Physics 2024-01-23 Filip Wudarski , Yaxing Zhang , Alexander Korotkov , A. G. Petukhov , M. I. Dykman

Consider estimating a structured signal $\mathbf{x}_0$ from linear, underdetermined and noisy measurements $\mathbf{y}=\mathbf{A}\mathbf{x}_0+\mathbf{z}$, via solving a variant of the lasso algorithm: $\hat{\mathbf{x}}=\arg\min_\mathbf{x}\{…

Optimization and Control · Mathematics 2014-01-28 Christos Thrampoulidis , Samet Oymak , Babak Hassibi

We introduce a method for testing quantum correlations in terms of quasiprobability functions in the presence of noise. We analyze the effects of measurement imperfection and thermal environment on quantum correlations and show that their…

Quantum Physics · Physics 2020-07-09 Seung-Woo Lee , Jaewan Kim , Wonmin Son

This paper presents a finite difference quasi-Newton method for the minimization of noisy functions. The method takes advantage of the scalability and power of BFGS updating, and employs an adaptive procedure for choosing the differencing…

Optimization and Control · Mathematics 2019-01-09 Albert S. Berahas , Richard H. Byrd , Jorge Nocedal

Euler integrals of deterministic functions have recently been shown to have a wide variety of possible applications, including in signal processing, data aggregation and network sensing. Adding random noise to these scenarios, as is natural…

Probability · Mathematics 2015-06-30 Gregory Naitzat , Robert J. Adler

We study the problem of estimating a monotone function $f:\{0,1\}^d\to[0,1]$ from noisy observations at uniformly random vertices of the Boolean hypercube. As a measure of complexity for the target~$f$, we use the total $L^1$-influence…

Statistics Theory · Mathematics 2026-05-20 Gérard Biau

Non-conservative uncertainty bounds are key for both assessing an estimation algorithm's accuracy and in view of downstream tasks, such as its deployment in safety-critical contexts. In this paper, we derive a tight, non-asymptotic…

Machine Learning · Computer Science 2026-01-16 Amon Lahr , Johannes Köhler , Anna Scampicchio , Melanie N. Zeilinger

In this paper, tight upper and lower bounds are derived on the weighted sum of minimum mean-squared errors for additive Gaussian noise channels. The bounds are obtained by constraining the input distribution to be close to a Gaussian…

Information Theory · Computer Science 2020-01-23 Michael Fauß , Abdelhak M. Zoubir , Alex Dytso , H. Vincent Poor , K. G. Nagananda

We study corrections to the scaling limit of subcritical long-range Ising models with (super)-summable interactions on $\mathbb{Z}^d$. For a wide class of models, the scaling limit is known to be white noise, as shown by Newman (1980). In…

Probability · Mathematics 2024-01-31 Trishen S. Gunaratnam , Romain Panis

Classical Gaussian white noise in communications and signal processing is viewed as the limit of zero mean second order Gaussian processes with a compactly supported flat spectral density as the support goes to infinity. The difficulty of…

Information Theory · Computer Science 2013-11-19 A. V. Balakrishnan , Ravi R. Mazumdar

In this paper, we investigate the additive Gaussian noise channel with noisy feedback. We consider the setup of linear coding of the feedback information and Gaussian signaling of the message (i.e. Cover-Pombra Scheme). Then, we derive the…

Information Theory · Computer Science 2015-03-19 Chong Li , Nicola Elia