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We consider a two-mode bosonic state with fixed photon number $n \in \mathbb{N}$, whose upper and lower modes pick up a phase $\phi$ and $-\phi$ respectively. We compute the optimal Fock coefficients of the input state, such that the mean…

Quantum Physics · Physics 2024-10-30 Boyu Zhou , Saikat Guha , Christos N. Gagatsos

We present an asymptotic analysis of the minimum probability of error (MPE) in inferring the correct hypothesis in a Bayesian multi-hypothesis testing (MHT) formalism using many pixels of data that are corrupted by signal dependent shot…

Optics · Physics 2015-06-19 Sudhakar Prasad

A lower bound on the minimum mean-squared error (MSE) in a Bayesian estimation problem is proposed in this paper. This bound utilizes a well-known connection to the deterministic estimation setting. Using the prior distribution, the bias…

Information Theory · Computer Science 2009-05-27 Zvika Ben-Haim , Yonina C. Eldar

We address the estimation problem of the separation of two arbitrarily close incoherent point sources from the quantum Bayesian point of view, i.e., when a prior probability distribution function (PDF) on the separation is available. For…

Quantum Physics · Physics 2024-12-09 Boyu Zhou , Saikat Guha , Christos N. Gagatsos

We consider the problem of estimating a random state vector when there is information about the maximum distances between its subvectors. The estimation problem is posed in a Bayesian framework in which the minimum mean square error (MMSE)…

Statistics Theory · Mathematics 2012-10-30 Dave Zachariah , Isaac Skog , Magnus Jansson , Peter Händel

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

This paper employs a recently developed asymptotic Bayesian multi-hypothesis testing (MHT) error analysis to treat the problem of superresolution imaging of a pair of closely spaced, equally bright point sources. The analysis exploits the…

Optics · Physics 2015-06-19 Sudhakar Prasad

Consider the minimum mean-square error (MMSE) of estimating an arbitrary random variable from its observation contaminated by Gaussian noise. The MMSE can be regarded as a function of the signal-to-noise ratio (SNR) as well as a functional…

Information Theory · Computer Science 2010-04-21 Dongning Guo , Yihong Wu , Shlomo Shamai , Sergio Verdu

The mean square error (MSE)-optimal estimator is known to be the conditional mean estimator (CME). This paper introduces a parametric channel estimation technique based on Bayesian estimation. This technique uses the estimated channel…

Signal Processing · Electrical Eng. & Systems 2025-11-24 Franz Weißer , Wolfgang Utschick

In Bayesian estimation theory, the estimator ${\hat \theta} = E[\theta|l]$ attains the minimum mean squared error (MMSE) for estimating a scalar parameter of interest $\theta$ from the observation of $l$ through a noisy channel…

Data Analysis, Statistics and Probability · Physics 2022-06-10 Kwan Kit Lee , Christos Gagatsos , Saikat Guha , Amit Ashok

This paper focuses on a networked state estimation problem for a spatially large linear system with a distributed array of sensors, each of which offers partial state measurements, and the transmission is lossy. We propose a measurement…

Systems and Control · Computer Science 2019-05-29 Tianju Sui , Damian Marelli , Ximing Sun , Minyue Fu

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

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…

Information Theory · Computer Science 2016-11-15 Chao-Kai Wen , Yongpeng Wu , Kai-Kit Wong , Robert Schober , Pangan Ting

We consider the problem of subspace estimation in a Bayesian setting. Since we are operating in the Grassmann manifold, the usual approach which consists of minimizing the mean square error (MSE) between the true subspace $U$ and its…

Methodology · Statistics 2015-05-27 Olivier Besson , Nicolas Dobigeon , Jean-Yves Tourneret

We consider the problem of distributed estimation of a Gaussian vector with linear observation model. Each sensor makes a scalar noisy observation of the unknown vector, quantizes its observation, maps it to a digitally modulated symbol,…

Information Theory · Computer Science 2020-05-01 Mojtaba Shirazi , Azadeh Vosoughi

In continuation to a recent work on the statistical--mechanical analysis of minimum mean square error (MMSE) estimation in Gaussian noise via its relation to the mutual information (the I-MMSE relation), here we propose a simple and more…

Information Theory · Computer Science 2016-11-17 Neri Merhav

We present novel lower bounds on the mean square error (MSE) of the location estimation of an emitting source via a network where the sensors are deployed randomly. The sensor locations are modeled as a homogenous Poisson point process. In…

Information Theory · Computer Science 2018-02-14 Itsik Bergel , Yair Noam

This paper investigates the combination of parametric channel estimation with minimum mean square error (MMSE) estimation. We propose a direction-of-arrival (DoA)-aided two-stage channel estimation technique that utilizes the decomposition…

Signal Processing · Electrical Eng. & Systems 2024-04-29 Franz Weißer , Nurettin Turan , Wolfgang Utschick

The fundamental task of a digital receiver is to decide the transmitted symbols in the best possible way, i.e., with respect to an appropriately defined performance metric. Examples of usual performance metrics are the probability of error…

Information Theory · Computer Science 2013-03-19 Dimitrios Katselis , Cristian R. Rojas , Håkan Hjalmarsson , Mats Bengtsson , Mikael Skoglund

The most important aspect of any classifier is its error rate, because this quantifies its predictive capacity. Thus, the accuracy of error estimation is critical. Error estimation is problematic in small-sample classifier design because…

Machine Learning · Statistics 2013-11-13 Amin Zollanvari , Edward R. Dougherty
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