Related papers: Estimation for High-Dimensional Multi-Layer Genera…

Maximum-a-posteriori (MAP) approaches are an effective framework for inverse problems with known forward operators, particularly when combined with expressive priors and careful parameter selection. In blind settings, however, their use…

The analytic characterization of the high-dimensional behavior of optimization for Generalized Linear Models (GLMs) with Gaussian data has been a central focus in statistics and probability in recent years. While convex cases, such as the…

We study the problem of optimal power allocation in a single-hop ad hoc wireless network. In solving this problem, we propose a hybrid neural architecture inspired by the algorithmic unfolding of the iterative weighted minimum mean squared…

This paper studies the problem of estimation from relative measurements in a graph, in which a vector indexed over the nodes has to be reconstructed from pairwise measurements of differences between its components associated to nodes…

A popular approach for estimating an unknown signal from noisy, linear measurements is via solving a so called \emph{regularized M-estimator}, which minimizes a weighted combination of a convex loss function and of a convex (typically,…

We propose an Gaussian Mixture Model (GMM) learning algorithm, based on our previous work of GMM expansion idea. The new algorithm brings more robustness and simplicity than classic Expectation Maximization (EM) algorithm. It also improves…

This letter presents an improved version of diffusion least mean ppower (LMP) algorithm for distributed estimation. Instead of sum of mean square errors, a weighted sum of mean square error is defined as the cost function for global and…

Generalized linear models (GLMs) are fundamental tools for statistical modeling, with maximum likelihood estimation (MLE) serving as the classical approach for parameter inference. While MLE performs well for canonical GLMs, it can become…

Weighted Minimum Mean Square Error (WMMSE) precoding is widely recognized for its near-optimal weighted sum rate performance. However, its practical deployment in massive multi-user (MU) multiple-input multiple-output (MIMO) orthogonal…

Sensor placement plays a crucial role in graph signal recovery in underdetermined systems. In this paper, we present the graph-filtered regularized maximum likelihood (GFR-ML) estimator of graph signals, which integrates general graph…

We describe two implementations of the optimal error correction algorithm known as the maximum likelihood decoder (MLD) for the 2D surface code with a noiseless syndrome extraction. First, we show how to implement MLD exactly in time…

In this work, a Bayesian approximate message passing algorithm is proposed for solving the multiple measurement vector (MMV) problem in compressive sensing, in which a collection of sparse signal vectors that share a common support are…

When recovering a sparse signal from noisy compressive linear measurements, the distribution of the signal's non-zero coefficients can have a profound effect on recovery mean-squared error (MSE). If this distribution was apriori known, then…

In this letter, we present a unified Bayesian inference framework for generalized linear models (GLM) which iteratively reduces the GLM problem to a sequence of standard linear model (SLM) problems. This framework provides new perspectives…

Mixed linear regression (MLR) model is among the most exemplary statistical tools for modeling non-linear distributions using a mixture of linear models. When the additive noise in MLR model is Gaussian, Expectation-Maximization (EM)…

Deep learning is a hierarchical inference method formed by subsequent multiple layers of learning able to more efficiently describe complex relationships. In this work, Deep Gaussian Mixture Models are introduced and discussed. A Deep…

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…

In this paper, we investigate seemingly unrelated regression (SUR) models that allow the number of equations (N) to be large, and to be comparable to the number of the observations in each equation (T). It is well known in the literature…

The problem of estimating a random vector x from noisy linear measurements y = A x + w with unknown parameters on the distributions of x and w, which must also be learned, arises in a wide range of statistical learning and linear inverse…

The problem of estimating an arbitrary random vector from its observation corrupted by additive white Gaussian noise, where the cost function is taken to be the Minimum Mean $p$-th Error (MMPE), is considered. The classical Minimum Mean…