Related papers: Stochastic differential equations for performance …
We consider the problem of estimating sparse communication channels in the MIMO context. In small to medium bandwidth communications, as in the current standards for OFDM and CDMA communication systems (with bandwidth up to 20 MHz), such…
We present a general method for the error analysis of spatial modulation (SM) systems over correlated and uncorrelated Rayleigh and Rician fading channels. The proposed method, making use of the properties of proper complex random variables…
We identify effective stochastic differential equations (SDE) for coarse observables of fine-grained particle- or agent-based simulations; these SDE then provide useful coarse surrogate models of the fine scale dynamics. We approximate the…
We study mean field stochastic differential equations with a diffusion coefficient that depends on the distribution function of the unknown process in a discontinuous manner, which is a type of distribution dependent regime switching. To…
In this paper we focus on the tracking performance of incremental adaptive LMS algorithm in an adaptive network. For this reason we consider the unknown weight vector to be a time varying sequence. First we analyze the performance of…
Selection combining (SC) at the destination for differential amplify-and-forward (AF) relaying is attractive as it does not require channel state information as compared to the semi maximum-ratio-combining (semi-MRC) while delivering close…
We study the parameter estimation for parabolic, linear, second-order, stochastic partial differential equations (SPDEs) observing a mild solution on a discrete grid in time and space. A high-frequency regime is considered where the mesh of…
The paper studies the problem of filtering a discrete-time linear system observed by a network of sensors. The sensors share a common communication medium to the estimator and transmission is bit and power budgeted. Under the assumption of…
In this work, we explore modeling change points in time-series data using neural stochastic differential equations (neural SDEs). We propose a novel model formulation and training procedure based on the variational autoencoder (VAE)…
In this paper, throughput and energy efficiency of secure wireless transmission of delay sensitive data generated by random sources is studied. A fading broadcast model in which the transmitter sends confidential and common messages to two…
We propose a decentralized stochastic control solution for the broadcast message dissemination problem in wireless ad hoc networks with slow fading channels. We formulate the control problem as a dynamic robust game which is well justified…
System identification in scenarios where the observed number of variables is less than the degrees of freedom in the dynamics is an important challenge. In this work we tackle this problem by using a recognition network to increase the…
Discovering the underlying relationships among variables from temporal observations has been a longstanding challenge in numerous scientific disciplines, including biology, finance, and climate science. The dynamics of such systems are…
The noncoherent capacity of stationary discrete-time fading channels is known to be very sensitive to the fine details of the channel model. More specifically, the measure of the support of the fading-process power spectral density (PSD)…
In contrast to the prevalent assumption of rich multipath in information theoretic analysis of wireless channels, physical channels exhibit sparse multipath, especially at large bandwidths. We propose a model for sparse multipath fading…
This paper studies dual-hop amplify-and-forward relaying over time-varying Rayleigh fading channels with differential M-PSK modulation and non-coherent detection. For the case of "two-symbol" detection, a first order time-series model is…
In this paper, fading Gaussian multiuser channels are considered. If the channel is perfectly known to the transmitter, capacity has been established for many cases in which the channels may satisfy certain information theoretic orders such…
We study the effect of stochastic wireless channel models on the connectivity of ad hoc networks. Unlike in the deterministic geometric disk model where nodes connect if they are within a certain distance from each other, stochastic models…
In this paper, we consider a fundamental class of stochastic differential equations with time delays. Our aim is to investigate the weak convergence with respect to delay parameter of the solutions. Based on the techniques of Malliavin…
Score-based modeling through stochastic differential equations (SDEs) has provided a new perspective on diffusion models, and demonstrated superior performance on continuous data. However, the gradient of the log-likelihood function, i.e.,…