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The performance of Neyman-Pearson detection of correlated stochastic signals using noisy observations is investigated via the error exponent for the miss probability with a fixed level. Using the state-space structure of the signal and…

Information Theory · Computer Science 2016-11-17 Youngchul Sung , Lang Tong , H. Vincent Poor

We present herein a scheme by which to accurately evaluate the error exponents of a lossy data compression problem, which characterize average probabilities over a code ensemble of compression failure and success above or below a critical…

Statistical Mechanics · Physics 2007-05-23 Tadaaki Hosaka , Yoshiyuki Kabashima

The detection of hidden two-dimensional Gauss-Markov random fields using sensor networks is considered. Under a conditional autoregressive model, the error exponent for the Neyman-Pearson detector satisfying a fixed level constraint is…

Information Theory · Computer Science 2016-11-15 Youngchul Sung , H. Vincent Poor , Heejung Yu

We study detection of random signals corrupted by noise that over time switch their values (states) from a finite set of possible values, where the switchings occur at unknown points in time. We model such signals by means of a random…

Information Theory · Computer Science 2017-12-27 Dragana Bajović , Kanghang He , Lina Stanković , Dejan Vukobratović , Vladimir Stanković

This study explores the classification error of Mixture Discriminant Analysis (MDA) in scenarios where the number of mixture components exceeds those present in the actual data distribution, a condition known as overspecification. We use a…

Machine Learning · Statistics 2025-11-03 Arman Bolatov , Alan Legg , Igor Melnykov , Amantay Nurlanuly , Maxat Tezekbayev , Zhenisbek Assylbekov

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,…

Information Theory · Computer Science 2016-01-26 Christos Thrampoulidis , Ehsan Abbasi , Babak Hassibi

We study the estimation error of constrained M-estimators, and derive explicit upper bounds on the expected estimation error determined by the Gaussian width of the constraint set. Both of the cases where the true parameter is on the…

Statistics Theory · Mathematics 2015-06-29 Yen-Huan Li , Ya-Ping Hsieh , Nissim Zerbib , Volkan Cevher

This paper investigates achievable information rates and error exponents of mismatched decoding when the channel belongs to the class of channels that are close to the decoding metric in terms of relative entropy. For both discrete- and…

Information Theory · Computer Science 2025-05-28 Priyanka Patel , Francesc Molina , Albert Guillén i Fàbregas

Compressed sensing typically deals with the estimation of a system input from its noise-corrupted linear measurements, where the number of measurements is smaller than the number of input components. The performance of the estimation…

Information Theory · Computer Science 2016-11-17 Jin Tan , Danielle Carmon , Dror Baron

This paper studies random-coding error exponents of randomised list decoding, in which the decoder randomly selects $L$ messages with probabilities proportional to the decoding metric of the codewords. The exponents (or bounds) are given…

Information Theory · Computer Science 2026-01-15 Henrique K. Miyamoto , Sheng Yang

A detection system with a single sensor and two detectors is considered, where each of the terminals observes a memoryless source sequence, the sensor sends a message to both detectors and the first detector sends a message to the second…

Information Theory · Computer Science 2018-10-09 Pierre Escamilla , Abdellatif Zaidi , Michèle Wigger

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

This paper characterizes the optimal type-II error exponent for a distributed hypothesis testing-against-independence problem when the \emph{expected} rate of the sensor-detector link is constrained. Unlike for the well-known…

Information Theory · Computer Science 2019-10-21 Sadaf Salehkalaibar , Michele Wigger

We consider a point-to-point communication system, where in addition to the encoder and the decoder, there is a helper that observes non-causally the realization of the noise vector and provides a (lossy) rate-$R_{\mbox{\tiny h}}$…

Information Theory · Computer Science 2020-11-23 Neri Merhav

In many machine learning applications, crowdsourcing has become the primary means for label collection. In this paper, we study the optimal error rate for aggregating labels provided by a set of non-expert workers. Under the classic…

Machine Learning · Statistics 2016-05-27 Chao Gao , Yu Lu , Dengyong Zhou

Generalized linear mixed models are powerful tools for analyzing clustered data, where the unknown parameters are classically (and most commonly) estimated by the maximum likelihood and restricted maximum likelihood procedures. However,…

Statistics Theory · Mathematics 2023-03-23 Andrea M. Bratsberg , Magne Thoresen , Abhik Ghosh

This paper considers the problem of symbol detection in massive multiple-input multiple-output (MIMO) wireless communication systems. We consider hard-thresholding preceeded by two variants of the regularized least squares (RLS) decoder;…

Information Theory · Computer Science 2023-08-11 Ayed M. Alrashdi , Abla Kammoun , Ali H. Muqaibel , Tareq Y. Al-Naffouri

A fundamental problem in statistics is estimating the shape matrix of an Elliptical distribution. This generalizes the familiar problem of Gaussian covariance estimation, for which the sample covariance achieves optimal estimation error.…

Statistics Theory · Mathematics 2025-10-16 Lap Chi Lau , Akshay Ramachandran

In a recent article (Proc. Natl. Acad. Sci., 110(36), 14557-14562), El Karoui et al. study the distribution of robust regression estimators in the regime in which the number of parameters p is of the same order as the number of samples n.…

Statistics Theory · Mathematics 2013-11-18 David Donoho , Andrea Montanari

Compressed sensing deals with the reconstruction of sparse signals using a small number of linear measurements. One of the main challenges in compressed sensing is to find the support of a sparse signal. In the literature, several bounds on…

Information Theory · Computer Science 2009-11-26 Ali Hormati , Amin Karbasi , Soheil Mohajer , Martin Vetterli
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