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In this paper, we capitalize on information theoretic-estimation theoretic result, called the I-MMSE [1]-[2] to show that such tool generalizes time-frequency signal processing tools urgent for the analysis of non-stationary non-Gaussian…

Signal Processing · Electrical Eng. & Systems 2025-03-04 Samah A. M. Ghanem

We express the mean and variance terms in a double exponential regression model as additive functions of the predictors and use Bayesian variable selection to determine which predictors enter the model, and whether they enter linearly or…

Methodology · Statistics 2007-07-17 Remy Cottet , Robert Kohn , David Nott

We analyze the asymptotic performance of sparse signal recovery from noisy measurements. In particular, we generalize some of the existing results for the Gaussian case to subgaussian and other ensembles. An achievable result is presented…

Information Theory · Computer Science 2009-04-30 Paul Tune , Sibiraj Bhaskaran Pillai , Stephen Hanly

We consider the problem of dictionary learning under the assumption that the observed signals can be represented as sparse linear combinations of the columns of a single large dictionary matrix. In particular, we analyze the minimax risk of…

Machine Learning · Statistics 2014-06-30 Alexander Jung , Yonina C. Eldar , Norbert Görtz

When are inferences (whether Direct-Likelihood, Bayesian, or Frequentist) obtained from partial data valid? This paper answers this question by offering a new asymptotic theory about inference with missing data that is more general than…

Statistics Theory · Mathematics 2022-08-09 Julian Morimoto

Efficient information processing is crucial for both living organisms and engineered systems. The mutual information rate, a core concept of information theory, quantifies the amount of information shared between the trajectories of input…

Molecular Networks · Quantitative Biology 2025-09-01 Manuel Reinhardt , Age J. Tjalma , Anne-Lena Moor , Christoph Zechner , Pieter Rein ten Wolde

We consider a teacher-student model of supervised learning with a fully-trained two-layer neural network whose width $k$ and input dimension $d$ are large and proportional. We provide an effective theory for approximating the Bayes-optimal…

Machine Learning · Statistics 2025-04-02 Jean Barbier , Francesco Camilli , Minh-Toan Nguyen , Mauro Pastore , Rudy Skerk

We consider the problem of recovering the community structure in the stochastic block model with two communities. We aim to describe the mutual information between the observed network and the actual community structure in the sparse…

Probability · Mathematics 2023-08-30 Tomas Dominguez , Jean-Christophe Mourrat

The asymptotic mutual information (MI) analysis for multiple-input multiple-output (MIMO) systems over double-scattering channels has achieved engaging results, but the convergence rates of the mean, variance, and the distribution of the MI…

Information Theory · Computer Science 2023-01-18 Xin Zhang , Shenghui Song

This paper is devoted to the performance study of the Linear Minimum Mean Squared Error estimator for multidimensional signals in the large dimension regime. Such an estimator is frequently encountered in wireless communications and in…

Information Theory · Computer Science 2008-10-13 Abla Kammoun , Malika Kharouf , Walid Hachem , Jamal Najim

We introduce a model for neural scaling laws under sparse activations. In the model, test loss is often dominated by rare coordinates that are never observed in the training input. This mechanism induces a novel bottleneck absent from dense…

Machine Learning · Statistics 2026-05-25 John Sous , Michael Winer

We consider high-dimensional estimation problems where the number of parameters diverges with the sample size. General conditions are established for consistency, uniqueness, and asymptotic normality in both unpenalized and penalized…

Statistics Theory · Mathematics 2025-04-08 Jana Gauss , Thomas Nagler

Sparse Bayesian Learning is one of the most popular sparse signal recovery methods, and various algorithms exist under the SBL paradigm. However, given a performance metric and a sparse recovery problem, it is difficult to know a-priori the…

Signal Processing · Electrical Eng. & Systems 2026-04-06 Rushabha Balaji , Kuan-Lin Chen , Danijela Cabric , Bhaskar D. Rao

Finding neural network weights that generalize well from small datasets is difficult. A promising approach is to learn a weight initialization such that a small number of weight changes results in low generalization error. We show that this…

The ability of machine learning (ML) algorithms to generalize well to unseen data has been studied through the lens of information theory, by bounding the generalization error with the input-output mutual information (MI), i.e., the MI…

Machine Learning · Statistics 2024-06-07 Kimia Nadjahi , Kristjan Greenewald , Rickard Brüel Gabrielsson , Justin Solomon

Bayesian nonparametric regression under a rescaled Gaussian process prior offers smoothness-adaptive function estimation with near minimax-optimal error rates. Hierarchical extensions of this approach, equipped with stochastic variable…

Statistics Theory · Mathematics 2020-12-15 Sheng Jiang , Surya T. Tokdar

The estimation of a sparse vector in the linear model is a fundamental problem in signal processing, statistics, and compressive sensing. This paper establishes a lower bound on the mean-squared error, which holds regardless of the…

Information Theory · Computer Science 2013-03-04 Emmanuel J. Candès , Mark A. Davenport

We provide statistical learning guarantees for two unsupervised learning tasks in the context of compressive statistical learning, a general framework for resource-efficient large-scale learning that we introduced in a companion paper.The…

Machine Learning · Computer Science 2021-08-18 Rémi Gribonval , Gilles Blanchard , Nicolas Keriven , Yann Traonmilin

We study non-Bayesian social learning on random directed graphs and show that under mild connectivity assumptions, all the agents almost surely learn the true state of the world asymptotically in time if the sequence of the associated…

Optimization and Control · Mathematics 2021-08-02 Rohit Parasnis , Massimo Franceschetti , Behrouz Touri

This paper addresses the estimation of signals with sublinear sparsity sent over the additive white Gaussian noise channel. This fundamental problem arises in designing denoisers used in message-passing algorithms for sublinear sparsity.…

Information Theory · Computer Science 2026-04-28 Keigo Takeuchi