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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

This paper proposes a new family of lower and upper bounds on the minimum mean squared error (MMSE). The key idea is to minimize/maximize the MMSE subject to the constraint that the joint distribution of the input-output statistics lies in…

Information Theory · Computer Science 2020-06-09 Michael Fauß , Alex Dysto , H. Vincent Poor

We study the amplitude-constrained additive white Gaussian noise channel. It is well known that the capacity-achieving input distribution for this channel is discrete and supported on finitely many points. The best known bounds show that…

Information Theory · Computer Science 2026-03-26 Haiyang Wang , Luca Barletta , Alex Dytso

Motivated by the application of point-to-point communication networks and biological storage, we investigate new achievability bounds for noisy permutation channels with strictly positive and full-rank square matrices. Our new bounds use…

Information Theory · Computer Science 2025-01-24 Lugaoze Feng , Xunan Li , Guocheng Lv , Ye jin

In this paper we derive lower bounds in minimax sense for estimation of the instantaneous volatility if the diffusion type part cannot be observed directly but under some additional Gaussian noise. Three different models are considered. Our…

Statistics Theory · Mathematics 2010-02-17 Axel Munk , Johannes Schmidt-Hieber

The minimum mean-square error of the estimation of a signal where observed from the additive white Gaussian noise (WGN) channel's output, is analyzed. It is assumed that the channel input's signal is composed of a (normalized) sum of N…

Information Theory · Computer Science 2007-07-13 Jacob Binia

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

The capacity-achieving input distribution of the discrete-time, additive white Gaussian noise (AWGN) channel with an amplitude constraint is discrete and seems difficult to characterize explicitly. A dual capacity expression is used to…

Information Theory · Computer Science 2015-11-30 Andrew Thangaraj , Gerhard Kramer , Georg Bocherer

Detailed derivations of two bounds of the minimum mean-square error (MMSE) of complex-valued multiple-input multiple-output (MIMO) systems are proposed for performance evaluation. Particularly, the lower bound is derived based on a…

Information Theory · Computer Science 2021-11-29 Chongjun Ouyang , Hongwen Yang

We derive upper and lower bounds for the covert capacity of Additive White Gaussian Noise channels when measuring reliability in terms of the average error probability and covertness in terms of Kullback-Leibler divergence. This…

Information Theory · Computer Science 2025-06-18 C. Bouette , L. Luzzi , M. Bloch

We propose an adversarial evaluation framework for sensitive feature inference based on minimum mean-squared error (MMSE) estimation with a finite sample size and linear predictive models. Our approach establishes theoretical lower bounds…

Machine Learning · Statistics 2025-05-15 Monica Welfert , Nathan Stromberg , Mario Diaz , Lalitha Sankar

Consider the minimum mean-square error (MMSE) of estimating an arbitrary random variable from its observation contaminated by Gaussian noise. The MMSE can be regarded as a function of the signal-to-noise ratio (SNR) as well as a functional…

Information Theory · Computer Science 2010-04-21 Dongning Guo , Yihong Wu , Shlomo Shamai , Sergio Verdu

Integrated sensing and communication is regarded as a key enabler for next-generation wireless networks. To optimize the transmitted waveform for both sensing and communication, various performance metrics must be considered. This work…

We study the growth of the support size of the capacity-achieving input distribution for the amplitude-constrained additive white Gaussian noise (AWGN) channel. While it is known since Smith (1971) that the optimal input is discrete with…

Information Theory · Computer Science 2025-12-04 Haiyang Wang

A lower bound on the minimum mean-squared error (MSE) in a Bayesian estimation problem is proposed in this paper. This bound utilizes a well-known connection to the deterministic estimation setting. Using the prior distribution, the bias…

Information Theory · Computer Science 2009-05-27 Zvika Ben-Haim , Yonina C. Eldar

This paper studies the performance of block coding on an additive white Gaussian noise channel under different power limitations at the transmitter. Lower bounds are presented for the minimum error probability of codes satisfying maximal…

Information Theory · Computer Science 2020-08-19 Gonzalo Vazquez-Vilar

We examine codes, over the additive Gaussian noise channel, designed for reliable communication at some specific signal-to-noise ratio (SNR) and constrained by the permitted minimum mean-square error (MMSE) at lower SNRs. The maximum…

Information Theory · Computer Science 2012-08-10 Ronit Bustin , Shlomo Shamai

An analog source is to be transmitted across a Gaussian channel in more than one channel use per source symbol. This paper derives a lower bound on the asymptotic mean squared error for a strategy that consists of repeatedly quantizing the…

Information Theory · Computer Science 2016-11-17 Marius Kleiner , Bixio Rimoldi

This paper deals with arbitrarily distributed finite-power input signals observed through an additive Gaussian noise channel. It shows a new formula that connects the input-output mutual information and the minimum mean-square error (MMSE)…

Information Theory · Computer Science 2007-07-13 Dongning Guo , Shlomo Shamai , Sergio Verdu

We study the amplitude-constrained additive white Gaussian noise (AWGN) channel from the perspective of near-optimal input distributions. While it is known that the capacity-achieving input is discrete with finitely many mass points, the…

Information Theory · Computer Science 2026-04-17 Luca Barletta , Alex Dytso
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