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In some applications of frequency estimation, it is challenging to sample at as high as the Nyquist rate due to hardware limitations. An effective solution is to use multiple sub-Nyquist channels with coprime undersampling ratios to jointly…

Information Theory · Computer Science 2017-05-26 Shan Huang , Haijian Zhang , Hong Sun , Lei Yu

The paper addresses general aspects of experimental data analysis, dealing with the separation of ``signal vs. background''. It consists of two parts. Part I is a tutorial on statistical event classification, Bayesian inference, and test…

Data Analysis, Statistics and Probability · Physics 2023-06-30 Rudolf Frühwirth , Winfried Mitaroff

The negative binomial distribution has been widely used as a more flexible model than the Poisson distribution for count data. However, when the true data-generating process is Poisson, it is often challenging to distinguish it from a…

Statistics Theory · Mathematics 2026-04-07 Yingying Yang , Niloufar Dousti Mousavi , Zhou Yu , Jie Yang

Measurement samples are often taken in various monitoring applications. To reduce the sensing cost, it is desirable to achieve better sensing quality while using fewer samples. Compressive Sensing (CS) technique finds its role when the…

Information Theory · Computer Science 2016-11-18 Ying Li , Kun Xie , Xin Wang

This paper provides performance bounds for compressed sensing in the presence of Poisson noise using expander graphs. The Poisson noise model is appropriate for a variety of applications, including low-light imaging and digital streaming,…

Information Theory · Computer Science 2015-05-19 Maxim Raginsky , Sina Jafarpour , Zachary Harmany , Roummel Marcia , Rebecca Willett , Robert Calderbank

We discuss a general approach to handling "multiple hypotheses" testing in the case when a particular hypothesis states that the vector of parameters identifying the distribution of observations belongs to a convex compact set associated…

Statistics Theory · Mathematics 2016-02-24 A. Goldenshluger , A. Juditski , A. Nemirovski

Many application domains such as ecology or genomics have to deal with multivariate non Gaussian observations. A typical example is the joint observation of the respective abundances of a set of species in a series of sites, aiming to…

Methodology · Statistics 2018-05-01 Julien Chiquet , Mahendra Mariadassou , Stéphane Robin

For a continuous-input-continuous-output arbitrarily distributed quantum channel carrying classical information, the channel capacity can be computed in terms of the distribution of the channel envelope, received signal strength over a…

Information Theory · Computer Science 2022-06-09 Mouli Chakraborty , Harun Siljak , Indrakshi Dey , Nicola Marchetti

Continuous time Bayesian networks are investigated with a special focus on their ability to express causality. A framework is presented for doing inference in these networks. The central contributions are a representation of the intensity…

Machine Learning · Statistics 2016-01-26 Jonas Hallgren , Timo Koski

In longitudinal studies, it is not uncommon to make multiple attempts to collect a measurement after baseline. Recording whether these attempts are successful provides useful information for the purposes of assessing missing data…

Methodology · Statistics 2023-05-10 Michael J. Daniels , Minji Lee , Wei Feng

Consider a pair of input distributions which after passing through a Poisson channel become $\epsilon$-close in total variation. We show that they must necessarily then be $\epsilon^{0.5+o(1)}$-close after passing through a Gaussian channel…

Information Theory · Computer Science 2023-06-30 Anzo Teh , Yury Polyanskiy

Sparse linear regression is a central problem in high-dimensional statistics. We study the correlated random design setting, where the covariates are drawn from a multivariate Gaussian $N(0,\Sigma)$, and we seek an estimator with small…

Data Structures and Algorithms · Computer Science 2023-05-29 Jonathan Kelner , Frederic Koehler , Raghu Meka , Dhruv Rohatgi

This paper studies the problem of recursively estimating the weighted adjacency matrix of a network out of a temporal sequence of binary-valued observations. The observation sequence is generated from nonlinear networked dynamics in which…

Systems and Control · Electrical Eng. & Systems 2019-12-06 Yu Xing , Xingkang He , Haitao Fang , Karl Henrik Johansson

This paper considers the problem of specifying a simple approximating density function for a given data set (x_1,...,x_n). Simplicity is measured by the number of modes but several different definitions of approximation are introduced. The…

Statistics Theory · Mathematics 2007-06-13 P. Laurie Davies , Arne Kovac

We take an information theoretic perspective on a classical sparse-sampling noisy linear model and present an analytical expression for the mutual information, which plays central role in a variety of communications/processing problems.…

Information Theory · Computer Science 2014-03-25 Wasim Huleihel , Neri Merhav , Shlomo Shamai

The Poisson distribution has been widely studied and used for modeling univariate count-valued data. Multivariate generalizations of the Poisson distribution that permit dependencies, however, have been far less popular. Yet, real-world…

Methodology · Statistics 2016-12-28 David I. Inouye , Eunho Yang , Genevera I. Allen , Pradeep Ravikumar

This article describes an efficient procedure for computing approximate confidence levels for searches for new particles where the expected signal and background levels are small enough to require the use of Poisson statistics. The results…

High Energy Physics - Experiment · Physics 2008-11-26 Thomas Junk

The problem of transmitting a common message to multiple users over the Gaussian multiple-input multiple-output broadcast channel is considered, where each user is equipped with an arbitrary number of antennas. A closed-loop scenario is…

Information Theory · Computer Science 2016-11-17 Anatoly Khina , Idan Livni , Ayal Hitron , Uri Erez

Bayesian optimization is a coherent, ubiquitous approach to decision-making under uncertainty, with applications including multi-arm bandits, active learning, and black-box optimization. Bayesian optimization selects decisions (i.e.…

Machine Learning · Computer Science 2023-12-13 Samuel Stanton , Wesley Maddox , Andrew Gordon Wilson

This paper presents a Markov chain Monte Carlo method to generate approximate posterior samples in retrospective multiple changepoint problems where the number of changes is not known in advance. The method uses conjugate models whereby the…

Computation · Statistics 2010-11-15 Jason Wyse , Nial Friel
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