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We study the excess mean square error (EMSE) above the minimum mean square error (MMSE) in large linear systems where the posterior mean estimator (PME) is evaluated with a postulated prior that differs from the true prior of the input…

Information Theory · Computer Science 2015-05-18 Yanting Ma , Dror Baron , Ahmad Beirami

This two-part work considers the minimum means square error (MMSE) estimation problem for a high dimensional multi-layer generalized linear model (ML-GLM), which resembles a feed-forward fully connected deep learning network in that each of…

Information Theory · Computer Science 2020-07-21 Haochuan Zhang , Qiuyun Zou , Hongwen Yang

This paper aims to propose and theoretically analyze a new distributed scheme for sparse linear regression and feature selection. The primary goal is to learn the few causal features of a high-dimensional dataset based on noisy observations…

Machine Learning · Statistics 2021-11-05 Hanie Barghi , Amir Najafi , Seyed Abolfazl Motahari

We consider distributed estimation of the inverse covariance matrix, also called the concentration or precision matrix, in Gaussian graphical models. Traditional centralized estimation often requires global inference of the covariance…

Machine Learning · Statistics 2015-06-15 Zhaoshi Meng , Dennis Wei , Ami Wiesel , Alfred O. Hero

The problem of communicating sensor measurements over shared networks is prevalent in many modern large-scale distributed systems such as cyber-physical systems, wireless sensor networks, and the internet of things. Due to bandwidth…

Systems and Control · Electrical Eng. & Systems 2021-12-14 Marcos M. Vasconcelos

This paper investigates the minimum mean square error (MMSE) estimation of x, given the observation y = Hx+n, when x and n are independent and Gaussian Mixture (GM) distributed. The introduction of GM distributions, represents a…

Statistics Theory · Mathematics 2011-08-18 John T. Flam , Saikat Chatterjee , Kimmo Kansanen , Torbjorn Ekman

We study a distributed beamforming approach for cell-free massive multiple-input multiple-output networks, referred to as Global Statistics & Local Instantaneous information-based minimum mean-square error (GSLI-MMSE). The scenario with…

Signal Processing · Electrical Eng. & Systems 2026-02-05 Zhe Wang , Emil Björnson , Jiayi Zhang , Peng Zhang , Vitaly Petrov , Bo Ai

We present an algorithm for the problem of linear distributed estimation of a parameter in a network where a set of agents are successively taking measurements. The approach considers a roaming token in a network that carries the estimate,…

Systems and Control · Computer Science 2018-07-05 Lucas Balthazar , João Xavier , Bruno Sinopoli

This paper takes a different approach for the distributed linear parameter estimation over a multi-agent network. The parameter vector is considered to be stochastic with a Gaussian distribution. The sensor measurements at each agent are…

Systems and Control · Electrical Eng. & Systems 2022-04-19 Subhro Das

This paper presents distributed conjugate gradient algorithms for distributed parameter estimation and spectrum estimation over wireless sensor networks. In particular, distributed conventional conjugate gradient (CCG) and modified…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-01-19 R. C. de Lamare

When recovering a sparse signal from noisy compressive linear measurements, the distribution of the signal's non-zero coefficients can have a profound effect on recovery mean-squared error (MSE). If this distribution was apriori known, then…

Information Theory · Computer Science 2015-06-05 Jeremy P. Vila , Philip Schniter

Mixed-resolution architectures, combining high-resolution (analog) data with coarsely quantized (e.g., 1-bit) data, are widely employed in emerging communication and radar systems to reduce hardware costs and power consumption. However, the…

Signal Processing · Electrical Eng. & Systems 2025-08-29 Yaniv Mazor , Tirza Routtenberg

We propose a communication-efficient distributed estimation method for sparse linear discriminant analysis (LDA) in the high dimensional regime. Our method distributes the data of size $N$ into $m$ machines, and estimates a local sparse LDA…

Machine Learning · Statistics 2016-10-18 Lu Tian , Quanquan Gu

Sensor placement plays a crucial role in graph signal recovery in underdetermined systems. In this paper, we present the graph-filtered regularized maximum likelihood (GFR-ML) estimator of graph signals, which integrates general graph…

Signal Processing · Electrical Eng. & Systems 2025-08-19 Lital Dabush , Tirza Routtenberg

Motivated by the need for distributed learning and optimization algorithms with low communication cost, we study communication efficient algorithms for distributed mean estimation. Unlike previous works, we make no probabilistic assumptions…

Machine Learning · Computer Science 2017-09-26 Ananda Theertha Suresh , Felix X. Yu , Sanjiv Kumar , H. Brendan McMahan

We consider the problem of distributed mean estimation (DME), in which $n$ machines are each given a local $d$-dimensional vector $x_v \in \mathbb{R}^d$, and must cooperate to estimate the mean of their inputs $\mu = \frac 1n\sum_{v = 1}^n…

Machine Learning · Computer Science 2021-04-08 Peter Davies , Vijaykrishna Gurunathan , Niusha Moshrefi , Saleh Ashkboos , Dan Alistarh

In this paper, we propose a sparse signal estimation algorithm that is suitable for many wireless communication systems, especially for the future millimeter wave and underwater communication systems. This algorithm is not only…

Information Theory · Computer Science 2018-07-20 Chongwen Huang , Lei Liu , Chau Yuen

We analyze the problem of estimating a signal from multiple measurements on a $\mbox{group action channel}$ that linearly transforms a signal by a random group action followed by a fixed projection and additive Gaussian noise. This channel…

Information Theory · Computer Science 2018-01-16 Emmanuel Abbe , João M. Pereira , Amit Singer

We consider the design of identical one-bit probabilistic quantizers for distributed estimation in sensor networks. We assume the parameter-range to be finite and known and use the maximum Cram\'er-Rao Lower Bound (CRB) over the…

Information Theory · Computer Science 2012-06-01 Swarnendu Kar , Hao Chen , Pramod K. Varshney

The minimum mean-squared error (MMSE) is one of the most popular criteria for Bayesian estimation. Conversely, the signal-to-noise ratio (SNR) is a typical performance criterion in communications, radar, and generally detection theory. In…

Information Theory · Computer Science 2016-10-12 Luca Rugini , Paolo Banelli