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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

Small chemical sensors are subjected to adsorption-desorption fluctuations which usually considered as noise contaminating useful signal. Based on temporal properties of this noise, it is shown that it can be made useful if proper…

General Physics · Physics 2022-07-20 Alexander K. Vidybida

Denoising diffusion models are a popular class of generative models providing state-of-the-art results in many domains. One adds gradually noise to data using a diffusion to transform the data distribution into a Gaussian distribution.…

Machine Learning · Computer Science 2023-08-21 Francisco Vargas , Will Grathwohl , Arnaud Doucet

We investigate unbiased high-dimensional mean estimators in differential privacy. We consider differentially private mechanisms whose expected output equals the mean of the input dataset, for every dataset drawn from a fixed bounded…

Statistics Theory · Mathematics 2023-12-22 Aleksandar Nikolov , Haohua Tang

By learning the gradient of smoothed data distributions, diffusion models can iteratively generate samples from complex distributions. The learned score function enables their generalization capabilities, but how the learned score relates…

Machine Learning · Computer Science 2024-12-16 Binxu Wang , John J. Vastola

A sensor network is used for distributed joint mean and variance estimation, in a single time snapshot. Sensors observe a signal embedded in noise, which are phase modulated using a constant-modulus scheme and transmitted over a Gaussian…

Information Theory · Computer Science 2016-11-17 Mahesh K. Banavar , Cihan Tepedelenlioglu , Andreas Spanias

Robustness to outliers is often a desirable property of statistical estimators. Indeed many well known estimators offer very good optimal performance in theory but are unusable in applied contexts because of their sensitivity to outliers.…

Statistics Theory · Mathematics 2016-12-01 Christophe Culan , Claude Adnet

Channel simulation involves generating a sample $Y$ from the conditional distribution $P_{Y|X}$, where $X$ is a remote realization sampled from $P_X$. This paper introduces a novel approach to approximate Gaussian channel simulation using…

Information Theory · Computer Science 2024-07-19 Szymon Kobus , Lucas Theis , Deniz Gündüz

We study Gaussian approximations to the distribution of a diffusion. The approximations are easy to compute: they are defined by two simple ordinary differential equations for the mean and the covariance. Time correlations can also be…

Probability · Mathematics 2016-05-20 Daniel Sanz-Alonso , Andrew M. Stuart

Astronomical data often suffer from noise and incompleteness. We extend the common mixtures-of-Gaussians density estimation approach to account for situations with a known sample incompleteness by simultaneous imputation from the current…

Instrumentation and Methods for Astrophysics · Physics 2020-09-17 Peter Melchior , Andy D. Goulding

The performance of Bayesian detection of Gaussian signals using noisy observations is investigated via the error exponent for the average error probability. Under unknown signal correlation structure or limited processing capability it is…

Information Theory · Computer Science 2009-11-11 Youngchul Sung , Lang Tong , H. Vincent Poor

Diffusion models generate high-quality synthetic data. They operate by defining a continuous-time forward process which gradually adds Gaussian noise to data until fully corrupted. The corresponding reverse process progressively "denoises"…

The simplest and most widely applied method for guaranteeing differential privacy is to add instance-independent noise to a statistic of interest that is scaled to its global sensitivity. However, global sensitivity is a worst-case notion…

Statistics Theory · Mathematics 2019-06-10 Mark Bun , Thomas Steinke

Randomized (dithered) quantization is a method capable of achieving white reconstruction error independent of the source. Dithered quantizers have traditionally been considered within their natural setting of uniform quantization. In this…

Information Theory · Computer Science 2017-04-26 Emrah Akyol , Kenneth Rose

We revisit the problem of estimating the mean of a real-valued distribution, presenting a novel estimator with sub-Gaussian convergence: intuitively, "our estimator, on any distribution, is as accurate as the sample mean is for the Gaussian…

Statistics Theory · Mathematics 2020-11-18 Jasper C. H. Lee , Paul Valiant

Quantized compressive sensing (QCS) deals with the problem of coding compressive measurements of low-complexity signals with quantized, finite precision representations, i.e., a mandatory process involved in any practical sensing model.…

Information Theory · Computer Science 2019-02-13 Chunlei Xu , Laurent Jacques

In a previous paper (gr-qc/0105100) we derived a set of near-optimal signal detection techniques for gravitational wave detectors whose noise probability distributions contain non-Gaussian tails. The methods modify standard methods by…

General Relativity and Quantum Cosmology · Physics 2009-11-07 Bruce Allen , Jolien D. E. Creighton , Eanna E. Flanagan , Joseph D. Romano

The sub-Gaussian stable distribution is a heavy-tailed elliptically contoured law which has interesting applications in signal processing and financial mathematics. This work addresses the problem of feasible estimation of distributions. We…

Statistics Theory · Mathematics 2022-08-04 Taras Bodnar , Dmitry Otryakhin , Erik Thorsen

The estimation of the parameters of a dynamic signal, such as a sine wave, based on quantized data is customarily performed using the least-square estimator (LSE), such as the sine fit. However, the characteristics of the experiments and…

Signal Processing · Electrical Eng. & Systems 2018-04-30 Paolo Carbone , Johan Schuokens , Antonio Moschitta

Stretched Gaussian distribution is the fundamental solution of the Hausdorff derivative diffusion equation and its corresponding stretched Gaussian noise is a widely encountered non-Gaussian noise in science and engineering. The least…

Numerical Analysis · Mathematics 2019-06-17 Wei Xu , Yingjie Liang , Wen Chen