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In this paper, we investigate a distributed learning scheme for a broad class of stochastic optimization problems and games that arise in signal processing and wireless communications. The proposed algorithm relies on the method of matrix…

Information Theory · Computer Science 2017-04-05 Panayotis Mertikopoulos , E. Veronica Belmega , Romain Negrel , Luca Sanguinetti

The minimum mean-square error (MMSE) achievable by optimal estimation of a random variable $Y\in\mathbb{R}$ given another random variable $X\in\mathbb{R}^{d}$ is of much interest in a variety of statistical settings. In the context of…

Information Theory · Computer Science 2022-07-12 Mario Diaz , Peter Kairouz , Lalitha Sankar

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

A distributed average consensus algorithm in which every sensor transmits with bounded peak power is proposed. In the presence of communication noise, it is shown that the nodes reach consensus asymptotically to a finite random variable…

Distributed, Parallel, and Cluster Computing · Computer Science 2015-06-15 Sivaraman Dasarathan , Cihan Tepedelenlioglu , Mahesh Banavar , Andreas Spanias

We consider distributed estimation of a Gaussian source in a heterogenous bandwidth constrained sensor network, where the source is corrupted by independent multiplicative and additive observation noises, with incomplete statistical…

Information Theory · Computer Science 2018-05-23 Alireza Sani , Azadeh Vosoughi

Accurate channel estimation is essential for broadband wireless communications. As wireless channels often exhibit sparse structure, the adaptive sparse channel estimation algorithms based on normalized least mean square (NLMS) have been…

Information Theory · Computer Science 2013-11-07 Guan Gui , Linglong Dai , Shinya Kumagai , Fumiyuki Adachi

This paper proposes a unified sparsity-aware robust normalized subband adaptive filtering (SA-RNSAF) algorithm for identification of sparse systems under impulsive noise. The proposed SA-RNSAF algorithm generalizes different algorithms by…

Machine Learning · Computer Science 2022-05-17 Yi Yu , Zongxin Huang , Hongsen He , Yuriy Zakharov , Rodrigo C. de Lamare

Estimating linear, mean-square continuous functionals is a pivotal challenge in statistics. In high-dimensional contexts, this estimation is often performed under the assumption of exact model sparsity, meaning that only a small number of…

Statistics Theory · Mathematics 2025-08-04 Jelena Bradic , Victor Chernozhukov , Whitney K. Newey , Yinchu Zhu

In the theory of compressed sensing (CS), the sparsity $\|x\|_0$ of the unknown signal $\mathbf{x} \in \mathcal{R}^n$ is of prime importance and the focus of reconstruction algorithms has mainly been either $\|x\|_0$ or its convex…

Information Theory · Computer Science 2016-05-17 Mithun Das Gupta

Since its development, the minimax framework has been one of the corner stones of theoretical statistics, and has contributed to the popularity of many well-known estimators, such as the regularized M-estimators for high-dimensional…

Statistics Theory · Mathematics 2024-01-01 Yilin Guo , Haolei Weng , Arian Maleki

We study parameter estimation and asymptotic inference for sparse nonlinear regression. More specifically, we assume the data are given by $y = f( x^\top \beta^* ) + \epsilon$, where $f$ is nonlinear. To recover $\beta^*$, we propose an…

Machine Learning · Statistics 2015-11-17 Zhuoran Yang , Zhaoran Wang , Han Liu , Yonina C. Eldar , Tong Zhang

Autonomous systems can be used to search for sparse signals in a large space; e.g., aerial robots can be deployed to localize threats, detect gas leaks, or respond to distress calls. Intuitively, search algorithms may increase efficiency by…

Machine Learning · Statistics 2016-12-05 Yifei Ma , Roman Garnett , Jeff Schneider

When the input signal is correlated input signals, and the input and output signal is contaminated by Gaussian noise, the total least squares normalized subband adaptive filter (TLS-NSAF) algorithm shows good performance. However, when it…

Signal Processing · Electrical Eng. & Systems 2023-07-21 Haiquan Zhao , Zian Cao , Yida Chen

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…

As an emerging communication auxiliary technology, reconfigurable intelligent surface (RIS) is expected to play a significant role in the upcoming 6G networks. Due to its total reflection characteristics, it is challenging to implement…

Signal Processing · Electrical Eng. & Systems 2023-08-04 W. Li , Z. Lin , Q. Guo , B. Vucetic

We consider the problem of distributed estimation of an unknown deterministic scalar parameter (the target signal) in a wireless sensor network (WSN), where each sensor receives a single snapshot of the field. We assume that the observation…

Information Theory · Computer Science 2015-10-09 Qing Zhou , Di Li , Soummya Kar , Lauren Huie , H. Vincent Poor , Shuguang Cui

Detection of a signal under noise is a classical signal processing problem. When monitoring spatial phenomena under a fixed budget, i.e., either physical, economical or computational constraints, the selection of a subset of available…

Signal Processing · Electrical Eng. & Systems 2018-08-01 Mario Coutino , Sundeep Prabhakar Chepuri , Geert Leus

Minimum mean squared error (MMSE) estimators of signals from samples corrupted by jitter (timing noise) and additive noise are nonlinear, even when the signal prior and additive noise have normal distributions. This paper develops a…

Applications · Statistics 2015-03-24 Daniel S. Weller , Vivek K Goyal

Practical systems often suffer from hardware impairments that already appear during signal generation. Despite the limiting effect of such input-noise impairments on signal processing systems, they are routinely ignored in the literature.…

Signal Processing · Electrical Eng. & Systems 2021-10-04 Ramina Ghods , Charles Jeon , Arian Maleki , Christoph Studer

In this paper, we address the problem of simultaneous classification and estimation of hidden parameters in a sensor network with communications constraints. In particular, we consider a network of noisy sensors which measure a common…

Multiagent Systems · Computer Science 2012-06-19 Fabio Fagnani , Sophie M. Fosson , Chiara Ravazzi
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