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We discuss probabilistic models of random covariance structures defined by distributions over sparse eigenmatrices. The decomposition of orthogonal matrices in terms of Givens rotations defines a natural, interpretable framework for…

Methodology · Statistics 2022-06-07 Andrew J. Cron , Mike West

Multilayer (or deep) networks are powerful probabilistic models based on multiple stages of a linear transform followed by a non-linear (possibly random) function. In general, the linear transforms are defined by matrices and the non-linear…

Information Theory · Computer Science 2017-10-13 Galen Reeves

Estimation of the mean vector and covariance matrix is of central importance in the analysis of multivariate data. In the framework of generalized linear models, usually the variances are certain functions of the means with the normal…

Methodology · Statistics 2023-01-25 Anupam Kundu , Mohsen Pourahmadi

This paper focuses on the problem of separately modulating and jointly estimating two independent continuous-valued parameters sent over a Gaussian multiple-access channel (MAC) under the mean square error (MSE) criterion. To this end, we…

Information Theory · Computer Science 2016-09-28 Ayse Unsal , Raymond Knopp , Neri Merhav

Leveraging the inherent connection between sensing systems and wireless communications can improve their overall performance and is the core objective of joint communications and sensing. For effective communications, one has to frequently…

Signal Processing · Electrical Eng. & Systems 2025-02-26 Benedikt Böck , Franz Weißer , Michael Baur , Wolfgang Utschick

Fast millimeter wave (mmWave) channel estimation techniques based on compressed sensing (CS) suffer from low signal-to-noise ratio (SNR) in the channel measurements, due to the use of wide beams. To address this problem, we develop an…

Signal Processing · Electrical Eng. & Systems 2022-05-24 Hamed Masoumi , Nitin Jonathan Myers , Geert Leus , Sander Wahls , Michel Verhaegen

Massive multiple-input multiple-output (MIMO) systems use antenna arrays with a large number of antenna elements to serve many different users simultaneously. The large number of antennas in the system makes, however, the channel state…

Information Theory · Computer Science 2020-02-21 Alexis Decurninge , Luis G. Ordóñez , Maxime Guillaud

The tremendous bandwidth available in the millimeter wave (mmW) frequencies between 30 and 300 GHz have made these bands an attractive candidate for next-generation cellular systems. However, reliable communication at these frequencies…

Information Theory · Computer Science 2014-10-20 Parisa A. Eliasi , Sundeep Rangan , Theodore S. Rappaport

We consider the problem of estimating the covariance structure of a random vector $Y\in \mathbb R^d$ from a sample $Y_1,\ldots,Y_n$. We are interested in the situation when $d$ is large compared to $n$ but the covariance matrix $\Sigma$ of…

Statistics Theory · Mathematics 2024-10-08 Stanislav Minsker , Lang Wang

In this paper, the line spectral estimation (LSE) problem with multiple measurement vectors (MMVs) is studied utilizing the Bayesian methods. Motivated by the recently proposed variational line spectral estimation (VALSE) method, we develop…

Information Theory · Computer Science 2018-11-29 Jiang Zhu , Qi Zhang , Peter Gerstoft , Mihai-Alin Badiu , Zhiwei Xu

A major limitation of machine learning (ML) prediction models is that they recover associational, rather than causal, predictive relationships between variables. In high-stakes automation applications of ML this is problematic, as the model…

Machine Learning · Computer Science 2025-11-04 Jianqiao Mao , Max A. Little

Efficient and scalable non-parametric or semi-parametric regression analysis and density estimation are of crucial importance to the fields of statistics and machine learning. However, available methods are limited in their ability to…

Machine Learning · Computer Science 2026-03-23 Zeyu Ding , Katja Ickstadt , Nadja Klein , Alexander Munteanu , Simon Omlor

Inference tasks in signal processing are often characterized by the availability of reliable statistical modeling with some missing instance-specific parameters. One conventional approach uses data to estimate these missing parameters and…

Signal Processing · Electrical Eng. & Systems 2023-04-25 Nir Shlezinger , Tirza Routtenberg

Learning the covariance matrices of spatially-correlated wireless channels, in millimeter-wave (mmWave) vehicular communication, can be utilized in designing environmen-taware beamforming codebooks. Such channel covariance matrices can be…

Signal Processing · Electrical Eng. & Systems 2021-07-05 Imtiaz Nasim , Ahmed S. Ibrahim

The minimum mean square error of the estimation of a non Gaussian signal where observed from an additive white Gaussian noise channel's output, is analyzed. First, a quite general time-continuous channel model is assumed for which the…

Information Theory · Computer Science 2010-02-04 Jacob Binia

In many channel measurement applications, one needs to estimate some characteristics of the channels based on a limited set of measurements. This is mainly due to the highly time varying characteristics of the channel. In this contribution,…

Information Theory · Computer Science 2009-11-13 Øyvind Ryan , Merouane Debbah

The simulation of vehicular wireless channels using geometry-based radio channel models is computationally intensive when the number of scatterers is significantly high. In this paper, we propose a new geometry-based stochastic channel…

Signal Processing · Electrical Eng. & Systems 2020-02-03 Rakesh R. T. , Emanuele Viterbo

Initial access at millimeter wave frequencies is a challenging problem due to hardware non-idealities and low SNR measurements prior to beamforming. Prior work has exploited the observation that mmWave MIMO channels are sparse in the…

Information Theory · Computer Science 2018-06-06 Nitin Jonathan Myers , Robert W. Heath

We introduce a technique for estimating a structured covariance matrix from observations of a random vector which have been sketched. Each observed random vector $\boldsymbol{x}_t$ is reduced to a single number by taking its inner product…

Information Theory · Computer Science 2015-10-09 Sohail Bahmani , Justin Romberg

Incomplete covariate vectors are known to be problematic for estimation and inferences on model parameters, but their impact on prediction performance is less understood. We develop an imputation-free method that builds on a random…

Methodology · Statistics 2024-05-31 Matthew J. Heiner , Garritt L. Page , Fernando Andrés Quintana
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