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This paper investigates the minimum mean square error (MMSE) estimation of x, given the observation y = Hx+n, when x and n are independent and Gaussian Mixture (GM) distributed. The introduction of GM distributions, represents a…

Statistics Theory · Mathematics 2011-08-18 John T. Flam , Saikat Chatterjee , Kimmo Kansanen , Torbjorn Ekman

Signal decomposition and multiscale signal analysis provide many useful tools for time-frequency analysis. We proposed a random feature method for analyzing time-series data by constructing a sparse approximation to the spectrogram. The…

Signal Processing · Electrical Eng. & Systems 2023-03-17 Nicholas Richardson , Hayden Schaeffer , Giang Tran

Using state-space representation, mobile object positioning problems can be described as dynamic systems, with the state representing the unknown location and the observations being the information gathered from the location sensors. For…

Systems and Control · Computer Science 2015-06-26 Leila Pishdad , Fabrice Labeau

Motivated by analyzing complicated time series, nonlinear-type time-frequency analysis became an active research topic in the past decades. Those developed tools have been applied to various problems. In this article, we review those…

Signal Processing · Electrical Eng. & Systems 2020-04-02 Hau-Tieng Wu

We consider machine learning techniques to develop low-latency approximate solutions to a class of inverse problems. More precisely, we use a probabilistic approach for the problem of recovering sparse stochastic signals that are members of…

Information Theory · Computer Science 2016-09-06 Steffen Limmer , Sławomir Stańczak

Large audio language models are increasingly used for complex audio understanding tasks, but they struggle with temporal tasks that require precise temporal grounding, such as word alignment and speaker diarization. The standard approach,…

Machine Learning · Computer Science 2026-02-12 Joesph An , Phillip Keung , Jiaqi Wang , Orevaoghene Ahia , Noah A. Smith

A number of methods have been proposed for causal effect estimation, yet few have demonstrated efficacy in handling data with complex structures, such as images. To fill this gap, we propose Causal Multi-task Deep Ensemble (CMDE), a novel…

Machine Learning · Computer Science 2023-05-30 Ziyang Jiang , Zhuoran Hou , Yiling Liu , Yiman Ren , Keyu Li , David Carlson

Pairwise Markov Models (PMMs) extend the wellknown Hidden Markov Models (HMMs). Being significantly more general, PMMs enable several types of processing, like Bayesian filtering or smoothing, similar to those used in HMMs. In this paper,…

Dynamical Systems · Mathematics 2024-02-13 Marc Escudier , Ikram Abdelkefi , Clément Fernandes , Wojciech Pieczynski

We consider the estimation of a signal from the knowledge of its noisy linear random Gaussian projections. A few examples where this problem is relevant are compressed sensing, sparse superposition codes, and code division multiple access.…

Information Theory · Computer Science 2020-08-31 Jean Barbier , Nicolas Macris , Mohamad Dia , Florent Krzakala

The effects of quantization and coding on the estimation quality of a Gauss-Markov, namely Ornstein-Uhlenbeck, process are considered. Samples are acquired from the process, quantized, and then encoded for transmission using either infinite…

Information Theory · Computer Science 2020-04-28 Ahmed Arafa , Karim Banawan , Karim G. Seddik , H. Vincent Poor

We consider channel estimation (CE) in narrowband Internet-of-Things (NB-IoT) systems. Due to the fluctuations in phase within receiver and transmitter oscillators, and also the residual frequency offset (FO) caused by discontinuous…

Information Theory · Computer Science 2017-10-02 Fredrik Rusek , Sha Hu

Minimum mean squared error (MMSE) estimators of signals from samples corrupted by jitter (timing noise) and additive noise are nonlinear, even when the signal prior and additive noise have normal distributions. This paper develops a…

Applications · Statistics 2015-03-24 Daniel S. Weller , Vivek K Goyal

It is important to predict how the Global Mean Temperature (GMT) will evolve in the next few decades. The ability to predict historical data is a necessary first step toward the actual goal of making long-range forecasts. This paper…

Applications · Statistics 2023-03-14 Debdarsan Niyogi , J. Srinivasan

The detection of continuous gravitational-wave signals requires to account for the motion of the detector with respect to the solar system barycenter in the data analysis. In order to search efficiently for such signals by means of the fast…

General Relativity and Quantum Cosmology · Physics 2009-10-31 Andrzej Krolak , Massimo Tinto

Modeling non-Markovian time series is a recent topic of research in many fields such as climate modeling, biophysics, molecular dynamics, or finance. The generalized Langevin equation (GLE), given naturally by the Mori-Zwanzig projection…

Data Analysis, Statistics and Probability · Physics 2022-07-25 Clemens Willers , Oliver Kamps

Temporal Graph Neural Networks, a new and trending area of machine learning, suffers from a lack of formal analysis. In this paper, information theory is used as the primary tool to provide a framework for the analysis of temporal GNNs. For…

Information Theory · Computer Science 2024-08-13 Amirmohammad Farzaneh

The paper focuses on minimum mean square error (MMSE) Bayesian estimation for a Gaussian source impaired by additive Middleton's Class-A impulsive noise. In addition to the optimal Bayesian estimator, the paper considers also the…

Information Theory · Computer Science 2016-11-17 Paolo Banelli

Mutual information is a widely-used information theoretic measure to quantify the amount of association between variables. It is used extensively in many applications such as image registration, diagnosis of failures in electrical machines,…

Computation · Statistics 2021-08-21 Luai Al-Labadi , Forough Fazeli-Asl , Zahra Saberi

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…

Information Theory · Computer Science 2015-06-05 Jeremy P. Vila , Philip Schniter

A method for time-frequency analysis is given. The approach utilizes properties of Gaussian distribution, properties of Hermite polynomials and Fourier analysis. We begin by the definitions of a set of functions called harmonic Gaussian…

General Mathematics · Mathematics 2015-04-29 Tokiniaina Ranaivoson , Raoelina Andriambololona , Rakotoson Hanitriarivo