English
Related papers

Related papers: Polynomial Approximations of Conditional Expectati…

200 papers

Through refined asymptotic analysis based on the normal approximation, we study how higher-order coding performance depends on the mean power as well as on finer statistics of the input power. We introduce a multifaceted power model in…

Information Theory · Computer Science 2026-05-13 Adeel Mahmood , Aaron B. Wagner

In this paper, we consider low-degree polynomials of inner products between a collection of random vectors. We give an almost orthogonal basis for this vector space of polynomials when the random vectors are Gaussian, spherical, or Boolean.…

Combinatorics · Mathematics 2021-11-23 Chris Jones , Aaron Potechin

We analyze the accuracy of the discrete least-squares approximation of a function $u$ in multivariate polynomial spaces $\mathbb{P}_\Lambda:={\rm span} \{y\mapsto y^\nu \,: \, \nu\in \Lambda\}$ with $\Lambda\subset \mathbb{N}_0^d$ over the…

Numerical Analysis · Mathematics 2016-10-25 Albert Cohen , Giovanni Migliorati , Fabio Nobile

In this paper, we use quantization to construct a nonparametric estimator of conditional quantiles of a scalar response $Y$ given a d-dimensional vector of covariates $X$. First we focus on the population level and show how optimal…

Other Statistics · Statistics 2014-05-13 Isabelle Charlier , Davy Paindaveine , Jérôme Saracco

This paper considers pilot-based channel estimation in large-scale multiple-input multiple-output (MIMO) communication systems, also known as massive MIMO, where there are hundreds of antennas at one side of the link. Motivated by the fact…

Information Theory · Computer Science 2015-06-18 Nafiseh Shariati , Emil Björnson , Mats Bengtsson , Mérouane Debbah

As shown by M\'edard, the capacity of fading channels with imperfect channel-state information (CSI) can be lower-bounded by assuming a Gaussian channel input $X$ with power $P$ and by upper-bounding the conditional entropy $h(X|Y,\hat{H})$…

Information Theory · Computer Science 2016-11-15 Adriano Pastore , Tobias Koch , Javier Rodríguez Fonollosa

We begin by introducing a class of conditional density estimators based on local polynomial techniques. The estimators are boundary adaptive and easy to implement. We then study the (pointwise and) uniform statistical properties of the…

Statistics Theory · Mathematics 2023-12-19 Matias D. Cattaneo , Rajita Chandak , Michael Jansson , Xinwei Ma

The present article derives the minimal number $N$ of observations needed to consider a Bayesian posterior distribution as Gaussian. Two examples are presented. Within one of them, a chi-squared distribution, the observable $x$ as well as…

Statistics Theory · Mathematics 2020-12-03 Christoph Fuhrmann , Hanns Ludwig Harney , Klaus Harney , Andreas Müller

In this letter, we analyse the properties of a maximum likelihood channel estimator based on the syndrome of a linear code. For the two examples of a binary symmetric channel and a binary input additive white Gaussian noise channel, we…

Information Theory · Computer Science 2013-12-12 Gottfried Lechner , Christoph Pacher

We give the first polynomial-time, polynomial-sample, differentially private estimator for the mean and covariance of an arbitrary Gaussian distribution $\mathcal{N}(\mu,\Sigma)$ in $\mathbb{R}^d$. All previous estimators are either…

Machine Learning · Statistics 2022-02-15 Gautam Kamath , Argyris Mouzakis , Vikrant Singhal , Thomas Steinke , Jonathan Ullman

Consider the problem of estimating the Shannon entropy of a distribution over $k$ elements from $n$ independent samples. We show that the minimax mean-square error is within universal multiplicative constant factors of $$\Big(\frac{k }{n…

Information Theory · Computer Science 2016-02-19 Yihong Wu , Pengkun Yang

When is optimal estimation linear? It is well known that, when a Gaussian source is contaminated with Gaussian noise, a linear estimator minimizes the mean square estimation error. This paper analyzes, more generally, the conditions for…

Information Theory · Computer Science 2015-03-19 Emrah Akyol , Kumar Viswanatha , Kenneth Rose

We consider the problem of approximating the product of $n$ expectations with respect to a common probability distribution $\mu$. Such products routinely arise in statistics as values of the likelihood in latent variable models. Motivated…

Computation · Statistics 2017-09-05 Anthony Lee , Simone Tiberi , Giacomo Zanella

Let $X$ be a symmetric, isotropic random vector in $\mathbb{R}^m$ and let $X_1...,X_n$ be independent copies of $X$. We show that under mild assumptions on $\|X\|_2$ (a suitable thin-shell bound) and on the tail-decay of the marginals…

Functional Analysis · Mathematics 2022-07-13 Daniel Bartl , Shahar Mendelson

One of the most widely used properties of the multivariate Gaussian distribution, besides its tail behavior, is the fact that conditional means are linear and that conditional variances are constant. We here show that this property is also…

Statistics Theory · Mathematics 2018-09-24 Lukas Steinberger , Hannes Leeb

This paper is devoted to filtering, smoothing, and prediction of polynomial processes that are partially observed. These problems are known to allow for an explicit solution in the simpler case of linear Gaussian state space models. The key…

Probability · Mathematics 2025-07-10 Jan Kallsen , Ivo Richert

We prove a structural result for degree-$d$ polynomials. In particular, we show that any degree-$d$ polynomial, $p$ can be approximated by another polynomial, $p_0$, which can be decomposed as some function of polynomials $q_1,...,q_m$ with…

Probability · Mathematics 2012-08-17 Daniel M. Kane

It is common practice to collect observations of feature and response pairs from different environments. A natural question is how to identify features that have consistent prediction power across environments. The invariant causal…

Information Theory · Computer Science 2022-07-01 Austin Goddard , Yu Xiang , Ilya Soloveychik

In this paper, we examine the distribution and convergence properties of the estimation error $W = X - \hat{X}(Y)$, where $\hat{X}(Y)$ is the Bayesian estimator of a random variable $X$ from a noisy observation $Y = X +\sigma Z$ where…

Information Theory · Computer Science 2025-07-11 Luca Barletta , Alex Dytso , Shlomo Shamai

Motivated by Tweedie's formula for the Compound Decision problem, we examine the theoretical foundations of empirical Bayes estimators that directly model the marginal density $m(y)$. Our main result shows that polynomial log-marginals of…

Statistics Theory · Mathematics 2026-01-28 Jyotishka Datta , Nicholas G. Polson