Related papers: Comparing Poisson and Gaussian channels (extended)
Let $X$ be a non-negative random variable and let the conditional distribution of a random variable $Y$, given $X$, be ${Poisson}(\gamma \cdot X)$, for a parameter $\gamma \geq 0$. We identify a natural loss function such that: 1) The…
As Gaussian processes are used to answer increasingly complex questions, analytic solutions become scarcer and scarcer. Monte Carlo methods act as a convenient bridge for connecting intractable mathematical expressions with actionable…
Sufficient conditions are developed, under which the compound Poisson distribution has maximal entropy within a natural class of probability measures on the nonnegative integers. Recently, one of the authors [O. Johnson, {\em Stoch. Proc.…
Stochastic inference on Lie groups plays a key role in state estimation problems such as; inertial navigation, visual inertial odometry, pose estimation in virtual reality, etc. A key problem is fusing independent concentrated Gaussian…
We investigate whether uncoded schemes are optimal for Gaussian sources on multiuser Gaussian channels. Particularly, we consider two problems: the first is to send correlated Gaussian sources on a Gaussian broadcast channel where each…
Mixtures of high dimensional Gaussian distributions have been studied extensively in statistics and learning theory. While the total variation distance appears naturally in the sample complexity of distribution learning, it is analytically…
Variational Bayesian Inference is a popular methodology for approximating posterior distributions over Bayesian neural network weights. Recent work developing this class of methods has explored ever richer parameterizations of the…
The Anscombe transform offers an approximate conversion of a Poisson random variable into a Gaussian one. This transform is important and appealing, as it is easy to compute, and becomes handy in various inverse problems with Poisson noise…
This work considers a discrete-time Poisson noise channel with an input amplitude constraint $\mathsf{A}$ and a dark current parameter $\lambda$. It is known that the capacity-achieving distribution for this channel is discrete with…
We study communication over a Gaussian multiple-access channel (MAC) with two types of transmitters: Digital transmitters hold a message from a discrete set that needs to be communicated to the receiver with vanishing error probability.…
This paper studies an $n$-dimensional additive Gaussian noise channel with a peak-power-constrained input. It is well known that, in this case, when $n=1$ the capacity-achieving input distribution is discrete with finitely many mass points,…
We investigate the optimal performance of dense sensor networks by studying the joint source-channel coding problem. The overall goal of the sensor network is to take measurements from an underlying random process, code and transmit those…
In this paper we use a Malliavin-Stein type method to investigate Poisson and normal approximations for the measurable functions of infinitely many independent random variables. We combine Stein's method with the difference operators in…
We consider the first-crossing-time problem through a constant boundary for a Wiener process perturbed by random jumps driven by a counting process. On the base of a sample-path analysis of the jump-diffusion process we obtain explicit…
Fix a subset $S \subset \mathbb{R}^n$ of volume at most $c n$ that satisfies $S \cap (-S) = \emptyset$. We consider two point processes in $S$: the first is the Poisson point process of intensity one, and the second is the restriction of a…
The scalar additive Gaussian noise channel has the "single crossing point" property between the minimum-mean square error (MMSE) in the estimation of the input given the channel output, assuming a Gaussian input to the channel, and the MMSE…
A product of two Gaussians (or normal distributions) is another Gaussian. That's a valuable and useful fact! Here we use it to derive a refactoring of a common product of multivariate Gaussians: The product of a Gaussian likelihood times a…
Compound Poisson distributions and signed compound Poisson measures are used for approximation of the Markov binomial distribution. The upper and lower bound estimates are obtained for the total variation, local and Wasserstein norms. In a…
Given a determinate (multivariate) probability measure $\mu$, we characterize Gaussian mixtures $\nu\_\phi$ which minimize the Wasserstein distance $W\_2(\mu,\nu\_\phi)$ to $\mu$ when the mixing probability measure $\phi$ on the parameters…
Consider the family of power divergence statistics based on $n$ trials, each leading to one of $r$ possible outcomes. This includes the log-likelihood ratio and Pearson's statistic as important special cases. It is known that in certain…