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We propose a method of analysis of dynamical networks based on a recent measure of Granger causality between time series, based on kernel methods. The generalization of kernel Granger causality to the multivariate case, here presented,…

Disordered Systems and Neural Networks · Physics 2009-11-13 Daniele Marinazzo , Mario Pellicoro , Sebastiano Stramaglia

Motivated by single-particle cryo-electron microscopy, multi-reference alignment (MRA) models the task of recovering an unknown signal from multiple noisy observations corrupted by random rotations. The standard approach,…

Signal Processing · Electrical Eng. & Systems 2026-01-09 Shay Kreymer , Amnon Balanov , Tamir Bendory

This paper proposes an estimation framework to assess the performance of sorting over perturbed/noisy data. In particular, the recovering accuracy is measured in terms of Minimum Mean Square Error (MMSE) between the values of the sorting…

Information Theory · Computer Science 2019-09-04 Alex Dytso , Martina Cardone , H. Vincent Poor

Evaluation of QA systems is very challenging and expensive, with the most reliable approach being human annotations of correctness of answers for questions. Recent works (AVA, BEM) have shown that transformer LM encoder based similarity…

Computation and Language · Computer Science 2023-09-22 Matteo Gabburo , Siddhant Garg , Rik Koncel Kedziorski , Alessandro Moschitti

Granger causality is a statistical notion of causal influence based on prediction via vector autoregression. For Gaussian variables it is equivalent to transfer entropy, an information-theoretic measure of time-directed information transfer…

Quantitative Methods · Quantitative Biology 2021-02-17 Sebastiano Stramaglia , Tomas Scagliarini , Yuri Antonacci , Luca Faes

This paper investigates system identification problems with Gaussian inputs and quantized observations under fixed thresholds. By reinterpreting the nonlinear effects induced by quantization as the product of the unknown parameter and an…

Optimization and Control · Mathematics 2025-10-20 Xingrui Liu , Ying Wang , Yanlong Zhao

We derive an asymptotic expansion for the log likelihood of Gaussian mixture models (GMMs) with equal covariance matrices in the low signal-to-noise regime. The expansion reveals an intimate connection between two types of algorithms for…

Statistics Theory · Mathematics 2020-06-30 Anya Katsevich , Afonso Bandeira

Variational quantum algorithms (VQAs) offer the most promising path to obtaining quantum advantages via noisy intermediate-scale quantum (NISQ) processors. Such systems leverage classical optimization to tune the parameters of a…

Quantum Physics · Physics 2022-09-26 Sharu Theresa Jose , Osvaldo Simeone

The K-Mean and EM algorithms are popular in clustering and mixture modeling, due to their simplicity and ease of implementation. However, they have several significant limitations. Both coverage to a local optimum of their respective…

Machine Learning · Computer Science 2013-01-18 Ian Davidson

Estimating causal effects from observational data remains a fundamental challenge in causal inference, especially in the presence of latent confounders. This paper focuses on estimating causal effects in Gaussian Linear Structural Causal…

Machine Learning · Computer Science 2026-01-09 Aurghya Maiti , Prateek Jain

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

Graphical models are a framework for representing and exploiting prior conditional independence structures within distributions using graphs. In the Gaussian case, these models are directly related to the sparsity of the inverse covariance…

Statistics Theory · Mathematics 2015-10-28 Ami Wiesel , Yonina C. Eldar , Alfred O. Hero

An estimation problem of fundamental interest is that of phase synchronization, in which the goal is to recover a collection of phases using noisy measurements of relative phases. It is known that in the Gaussian noise setting, the maximum…

Optimization and Control · Mathematics 2016-11-02 Huikang Liu , Man-Chung Yue , Anthony Man-Cho So

The purpose of this note is to show how the method of maximum entropy in the mean (MEM) may be used to improve parametric estimation when the measurements are corrupted by large level of noise. The method is developed in the context on a…

Machine Learning · Computer Science 2021-08-23 Henryk Gzyl , Enrique ter Horst

Uncertainty estimation is crucial for the reliability of safety-critical human and artificial intelligence (AI) interaction systems, particularly in the domain of healthcare engineering. However, a robust and general uncertainty measure for…

Computation and Language · Computer Science 2024-11-19 Zhiyuan Wang , Jinhao Duan , Chenxi Yuan , Qingyu Chen , Tianlong Chen , Yue Zhang , Ren Wang , Xiaoshuang Shi , Kaidi Xu

It is known that the estimating equations for quantile regression (QR) can be solved using an EM algorithm in which the M-step is computed via weighted least squares, with weights computed at the E-step as the expectation of independent…

Methodology · Statistics 2021-08-26 Haim Bar , James Booth , Martin T. Wells

Semi- and non-parametric mixture of regressions are a very useful flexible class of mixture of regressions in which some or all of the parameters are non-parametric functions of the covariates. These models are, however, based on the…

Methodology · Statistics 2026-01-13 Sphiwe B. Skhosana , Weixin Yao

Generalized Estimation Equations (GEE) are a well-known method for the analysis of non-Gaussian longitudinal data. This method has computational simplicity and marginal parameter interpretation. However, in the presence of missing data, it…

Methodology · Statistics 2015-06-16 José Luiz P. da Silva , Enrico A. Colosimo , Fábio N. Demarqui

Linear minimum mean square error (MMSE) detector has been shown to alleviate the noise amplification problem, resulting in the conventional zero-forcing (ZF) detector. In this paper, we analyze the performance improvement by the MMSE…

Information Theory · Computer Science 2009-12-10 Manar Mohaisen , KyungHi Chang

This paper presents the development of a joint optimization of an automatic gain control (AGC) algorithm and a linear \textit{minimum mean square error} (MMSE) receiver for multi-user multiple input multiple output (MU-MIMO) systems with…

Information Theory · Computer Science 2018-10-30 T. Cunha , R. C. de Lamare