Related papers: An MMSE Lower Bound via Poincar\'e Inequality
In this paper we study the influence of additive noise in randomized consensus algorithms. Assuming that the update matrices are symmetric, we derive a closed form expression for the mean square error induced by the noise, together with…
Consider the task of estimating a 3-order $n \times n \times n$ tensor from noisy observations of randomly chosen entries in the sparse regime. We introduce a similarity based collaborative filtering algorithm for estimating a tensor from…
This paper presents a new performance bound for estimation problems where the parameter to estimate lies in a Riemannian manifold (a smooth manifold endowed with a Riemannian metric) and follows a given prior distribution. In this setup,…
The constrained Cramer-Rao bound (CCRB) is a lower bound on the mean-squared-error (MSE) of estimators that satisfy some unbiasedness conditions. Although the CCRB unbiasedness conditions are satisfied asymptotically by the constrained…
Motivated by emerging technologies for energy efficient analog computing and continuous-time processing, this paper proposes continuous-time minimum mean squared error estimation for multiple-input multiple-output (MIMO) systems based on an…
Sparse linear arrays, such as co-prime arrays and nested arrays, have the attractive capability of providing enhanced degrees of freedom. By exploiting the coarray structure, an augmented sample covariance matrix can be constructed and…
This paper explores the Ziv-Zakai bound (ZZB), which is a well-known Bayesian lower bound on the Minimum Mean Squared Error (MMSE). First, it is shown that the ZZB holds without any assumption on the distribution of the estimand, that is,…
We consider the classical problem of missing-mass estimation, which deals with estimating the total probability of unseen elements in a sample. The missing-mass estimation problem has various applications in machine learning, statistics,…
Linear minimum mean square error (LMMSE) estimation is often ill-conditioned, suggesting that unconstrained minimization of the mean square error is an inadequate approach to filter design. To address this, we first develop a unifying…
In many estimation theory and statistical analysis problems, the true data model is unknown, or partially unknown. To describe the model generating the data, parameterized models of some degree are used. A question that arises is which…
Empirical Bayes estimators are based on minimizing the average risk with the hyper-parameters in the weighting function being estimated from observed data. The performance of an empirical Bayes estimator is typically evaluated by its mean…
This paper gives a replica analysis for the minimum mean square error (MSE) of a massive multiple-input multiple-output (MIMO) system by using Bayesian inference. The Bayes-optimal estimator is adopted to estimate the data symbols and the…
This paper considers the linear inverse problem where we wish to estimate a structured signal $x$ from its corrupted observations. When the problem is ill-posed, it is natural to make use of a convex function $f(\cdot)$ that exploits the…
Multiplicative noise models are often used instead of additive noise models in cases in which the noise variance depends on the state. Furthermore, when Poisson distributions with relatively small counts are approximated with normal…
We address the problem of classification when data are collected from two samples with measurement errors. This problem turns to be an inverse problem and requires a specific treatment. In this context, we investigate the minimax rates of…
This paper presents new structure and adaptation criterion for equalization of two-dimensional magnetic recording channels, as opposed to typical linear equalizer with minimum mean square error (MMSE) as adaptation criterion. To compensate…
We study the problem of exact support recovery based on noisy observations and present Refined Least Squares (RLS). Given a set of noisy measurement $$ \myvec{y} = \myvec{X}\myvec{\theta}^* + \myvec{\omega},$$ and $\myvec{X} \in…
This paper studies the effect of parametric mismatch in minimum mean square error (MMSE) estimation. In particular, we consider the problem of estimating the input signal from the output of an additive white Gaussian channel whose gain is…
Here, in this paper it has been considered a sub family of exponential family. Maximum likelihood estimations (MLE) for the parameter of this family, probability density function, and cumulative density function based on a sample and based…
Diffusion models (DMs) as generative priors have recently shown great potential for denoising tasks but lack theoretical understanding with respect to their mean square error (MSE) optimality. This paper proposes a novel denoising strategy…