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In constrained stochastic optimization, one naturally expects that imposing a stricter feasible set does not increase the statistical risk of an estimator defined by projection onto that set. In this paper, we show that this intuition can…

Statistics Theory · Mathematics 2026-01-23 Omar Al-Ghattas

We consider the estimation of noise parameters in a quantum channel, assuming the most general strategy allowed by quantum mechanics. This is based on the exploitation of unlimited entanglement and arbitrary quantum operations, so that the…

Quantum Physics · Physics 2017-04-05 Stefano Pirandola , Cosmo Lupo

Compressed sensing typically deals with the estimation of a system input from its noise-corrupted linear measurements, where the number of measurements is smaller than the number of input components. The performance of the estimation…

Information Theory · Computer Science 2016-11-17 Jin Tan , Danielle Carmon , Dror Baron

In the context of Independent Component Analysis (ICA), noisy mixtures pose a dilemma regarding the desired objective. On one hand, a "maximally separating" solution, providing the minimal attainable Interference-to-Source-Ratio (ISR),…

Applications · Statistics 2019-10-02 Amir Weiss , Arie Yeredor

The use of multichannel data in line spectral estimation (or frequency estimation) is common for improving the estimation accuracy in array processing, structural health monitoring, wireless communications, and more. Recently proposed…

Information Theory · Computer Science 2018-10-15 Zai Yang , Jinhui Tang , Yonina C. Eldar , Lihua Xie

We consider the problem of sparse normal means estimation in a distributed setting with communication constraints. We assume there are $M$ machines, each holding $d$-dimensional observations of a $K$-sparse vector $\mu$ corrupted by…

Machine Learning · Statistics 2022-02-15 Chen Amiraz , Robert Krauthgamer , Boaz Nadler

A distributed inference scheme which uses bounded transmission functions over a Gaussian multiple access channel is considered. When the sensor measurements are decreasingly reliable as a function of the sensor index, the conditions on the…

Distributed, Parallel, and Cluster Computing · Computer Science 2015-06-16 Sivaraman Dasarathan , Cihan Tepedelenlioglu

This paper considers the penalized least squares estimator with arbitrary convex penalty. When the observation noise is Gaussian, we show that the prediction error is a subgaussian random variable concentrated around its median. We apply…

Statistics Theory · Mathematics 2016-09-22 Pierre C. Bellec , Alexandre B. Tsybakov

This paper addresses the problem of joint downlink channel estimation and user grouping in massive multiple-input multiple-output (MIMO) systems, where the motivation comes from the fact that the channel estimation performance can be…

Signal Processing · Electrical Eng. & Systems 2019-01-30 Jisheng Dai , An Liu , Vincent K. N. Lau

We consider the problem of distributed estimation, where local processors observe independent samples conditioned on a common random parameter of interest, map the observations to a finite number of bits, and send these bits to a remote…

Information Theory · Computer Science 2015-04-24 Aolin Xu , Maxim Raginsky

We consider the problem of modulating the value of a parameter onto a band-limited signal to be transmitted over a continuous-time, additive white Gaussian noise (AWGN) channel, and estimating this parameter at the receiver. The performance…

Information Theory · Computer Science 2016-06-22 Nir Weinberger , Neri Merhav

In this paper, we study the prediction of a circularly symmetric zero-mean stationary Gaussian process from a window of observations consisting of finitely many samples. This is a prevalent problem in a wide range of applications in…

Information Theory · Computer Science 2017-05-10 Mahdi Barzegar Khalilsarai , Saeid Haghighatshoar , Giuseppe Caire , Gerhard Wunder

Various alignment problems arising in cryo-electron microscopy, community detection, time synchronization, computer vision, and other fields fall into a common framework of synchronization problems over compact groups such as Z/L, U(1), or…

Information Theory · Computer Science 2018-09-14 Amelia Perry , Alexander S. Wein , Afonso S. Bandeira , Ankur Moitra

Real-world applications such as magnetic resonance imaging with multiple coils, multi-user communication, and diffuse optical tomography often assume a linear model where several sparse signals sharing common sparse supports are acquired by…

Information Theory · Computer Science 2018-10-17 Junan Zhu , Dror Baron

We study estimation of a multivariate function $f:{\bf R}^d \to {\bf R}$ when the observations are available from function $Af$, where $A$ is a known linear operator. Both the Gaussian white noise model and density estimation are studied.…

Statistics Theory · Mathematics 2009-04-21 Jussi Klemelä , Enno Mammen

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 propose a rectangular rotational invariant estimator to recover a real matrix from noisy matrix observations coming from an arbitrary additive rotational invariant perturbation, in the large dimension limit. Using the Bayes-optimality of…

Information Theory · Computer Science 2023-04-25 Farzad Pourkamali , Nicolas Macris

An alternative to extrinsic information transfer (EXIT) charts called mean squared error (MSE) charts that use a measure related to the MSE instead of mutual information is proposed. Using the relationship between mutual information and…

Information Theory · Computer Science 2007-07-13 Kapil Bhattad , Krishna Narayanan

In imaging inverse problems with Poisson-distributed measurements, it is common to use objectives derived from the Poisson likelihood. But performance is often evaluated by mean squared error (MSE), which raises a practical question: how…

Image and Video Processing · Electrical Eng. & Systems 2026-05-12 Alexandra Spitzer , Lorenzo Baldassari , Valentin Derbanot , Ivan Dokmanić

Despite the simplicity and intuitive interpretation of Minimum Mean Squared Error (MMSE) estimators, their effectiveness in certain scenarios is questionable. Indeed, minimizing squared errors on average does not provide any form of…

Optimization and Control · Mathematics 2019-12-09 Dionysios S. Kalogerias , Luiz F. O. Chamon , George J. Pappas , Alejandro Ribeiro