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Minimum mean square error (MMSE) estimation of block sparse signals from noisy linear measurements is considered. Unlike in the standard compressive sensing setup where the non-zero entries of the signal are independently and uniformly…

Information Theory · Computer Science 2012-04-26 Mikko Vehkaperä , Saikat Chatterjee , Mikael Skoglund

Threshold and ambiguity phenomena are studied in Part 1 of this work where approximations for the mean-squared-error (MSE) of the maximum likelihood estimator are proposed using the method of interval estimation (MIE), and where approximate…

Applications · Statistics 2015-06-19 Achraf Mallat , Sinan Gezici , Davide Dardari , Luc Vandendorpe

We consider the problem of estimating a signal subspace in the presence of interference that contaminates some proportion of the received observations. Our emphasis is on detecting the contaminated observations so that the signal subspace…

Methodology · Statistics 2023-03-15 Robert L. Bassett , Micah Y. Oh

In this work we propose an approximate Minimum Mean-Square Error (MMSE) filter for linear dynamic systems with Gaussian Mixture noise. The proposed estimator tracks each component of the Gaussian Mixture (GM) posterior with an individual…

Systems and Control · Computer Science 2015-06-26 Leila Pishdad , Fabrice Labeau

An empirical Bayes approach to the estimation of possibly sparse sequences observed in Gaussian white noise is set out and investigated. The prior considered is a mixture of an atom of probability at zero and a heavy-tailed density \gamma,…

Statistics Theory · Mathematics 2007-06-13 Iain M. Johnstone , Bernard W. Silverman

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

Quantization of signals is an integral part of modern signal processing applications, such as sensing, communication, and inference. While signal quantization provides many physical advantages, it usually degrades the subsequent estimation…

Signal Processing · Electrical Eng. & Systems 2021-12-01 Itai E. Berman , Tirza Routtenberg

We consider a linear minimum mean squared error (LMMSE) estimation framework with model mismatch where the assumed model order is smaller than that of the underlying linear system which generates the data used in the estimation process. By…

Signal Processing · Electrical Eng. & Systems 2021-05-26 Martin Hellkvist , Ayça Özçelikkale

The information-theoretic limits of community detection have been studied extensively for network models with high levels of symmetry or homogeneity. The contribution of this paper is to study a broader class of network models that allow…

Information Theory · Computer Science 2019-07-05 Galen Reeves , Vaishakhi Mayya , Alexander Volfovsky

We study a class of orbit recovery problems in which we observe independent copies of an unknown element of $\mathbb{R}^p$, each linearly acted upon by a random element of some group (such as $\mathbb{Z}/p$ or $\mathrm{SO}(3)$) and then…

Statistics Theory · Mathematics 2023-06-26 Afonso S. Bandeira , Ben Blum-Smith , Joe Kileel , Amelia Perry , Jonathan Niles-Weed , Alexander S. Wein

Confirmation bias, the tendency to interpret information in a way that aligns with one's preconceptions, can profoundly impact scientific research, leading to conclusions that reflect the researcher's hypotheses even when the observational…

Machine Learning · Statistics 2025-09-09 Amnon Balanov , Tamir Bendory , Wasim Huleihel

Complex interactions between entities are often represented as edges in a network. In practice, the network is often constructed from noisy measurements and inevitably contains some errors. In this paper we consider the problem of…

Statistics Theory · Mathematics 2018-12-11 Can M. Le , Keith Levin , Elizaveta Levina

In many scenarios, the communication system suffers from both Gaussian white noise and non-Gaussian impulsive noise. In order to design optimal signal detection method, it is necessary to estimate the parameters of mixed Gaussian-impulsive…

Signal Processing · Electrical Eng. & Systems 2022-09-07 Tianfu Qi , Jun Wang , Xiaonan Chen , Wei Huang

We propose blind estimators for the average noise power, receive signal power, signal-to-noise ratio (SNR), and mean-square error (MSE), suitable for multi-antenna millimeter wave (mmWave) wireless systems. The proposed estimators can be…

Signal Processing · Electrical Eng. & Systems 2021-02-09 Alexandra Gallyas-Sanhueza , Christoph Studer

We establish the convergence rates and asymptotic distributions of the common break change-point estimators, obtained by least squares and maximum likelihood in panel data models and compare their asymptotic variances. Our model assumptions…

Statistics Theory · Mathematics 2017-08-22 Monika Bhattacharjee , Moulinath Banerjee , George Michailidis

An additive noise channel is considered, in which the distribution of the noise is nonparametric and unknown. The problem of learning encoders and decoders based on noise samples is considered. For uncoded communication systems, the problem…

Information Theory · Computer Science 2021-11-17 Nir Weinberger

The problem of estimating the mean of a normal vector with known but unequal variances introduces substantial difficulties that impair the adequacy of traditional empirical Bayes estimators. By taking a different approach, that treats the…

Methodology · Statistics 2017-01-04 Asaf Weinstein , Zhuang Ma , Lawrence D. Brown , Cun-Hui Zhang

We analyze the mean-squared error (MSE) performance of widely linear (WL) and conventional subspace-based channel estimation for single-input multiple-output (SIMO) flat-fading channels employing binary phase-shift-keying (BPSK) modulation…

Information Theory · Computer Science 2015-05-28 Saeed Abdallah , Ioannis N. Psaromiligkos

Baseband processing algorithms often require knowledge of the noise power, signal power, or signal-to-noise ratio (SNR). In practice, these parameters are typically unknown and must be estimated. Furthermore, the mean-square error (MSE) is…

Signal Processing · Electrical Eng. & Systems 2023-03-28 Alexandra Gallyas-Sanhueza , Christoph Studer

A distributed average consensus algorithm robust to a wide range of impulsive channel noise distributions is proposed. This work is the first of its kind in the literature to propose a consensus algorithm which relaxes the requirement of…

Systems and Control · Computer Science 2015-06-22 Sivaraman Dasarathan , Cihan Tepedelenlioglu , Mahesh Banavar , Andreas Spanias