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Strong generative models can accurately learn channel distributions. This could save recurring costs for physical measurements of the channel. Moreover, the resulting differentiable channel model supports training neural encoders by…

Information Theory · Computer Science 2024-06-12 Muah Kim , Rick Fritschek , Rafael F. Schaefer

Stochastic partial differential equations (SPDEs) represent a very active research field with numerous recent developments and breakthrough results. There are several well-established approaches and methods used to construct solutions for…

Probability · Mathematics 2019-08-27 Christian Kuehn , Alexandra Neamtu

I propose a novel framework that integrates stochastic differential equations (SDEs) with deep generative models to improve uncertainty quantification in machine learning applications involving structured and temporal data. This approach,…

Machine Learning · Statistics 2026-01-09 James Rice

We present a method for learning latent stochastic differential equations (SDEs) from high-dimensional time series data. Given a high-dimensional time series generated from a lower dimensional latent unknown It\^o process, the proposed…

Machine Learning · Statistics 2021-11-30 Ali Hasan , João M. Pereira , Sina Farsiu , Vahid Tarokh

Measurements of a scalar linear Gauss-Markov process are sent over a fading channel. The fading channel is modeled as independent and identically distributed random variables with known realization at the receiver. The optimal estimator at…

Information Theory · Computer Science 2014-10-20 Reza Parseh , Kimmo Kansanen

In this paper, we present a detailed framework to analyze the evolution of the random topology of a time-varying wireless network via the information theoretic notion of entropy rate. We consider a propagation channel varying over time with…

Information Theory · Computer Science 2018-11-08 Arta Cika , Mihai-Alin Badiu , Justin P. Coon , Shahriar Etemadi Tajbakhsh

Both the first-order signal statistics (e.g. the outage probability) and the second-order signal statistics (e.g. the average level crossing rate, LCR, and the average fade duration, AFD) are important design criteria and performance…

Information Theory · Computer Science 2009-08-26 Zoran Hadzi-Velkov

This paper provides analytical performance of the low-complexity family of affine projection algorithms on the estimation of multipath Rayleigh fading channels in the presence of carrier frequency offsets (CFO) and random channel…

Numerical Analysis · Mathematics 2011-07-08 Sayed A. Hadei , Paeiz Azmi

A fundamental problem in the delay and backlog analysis across multi-hop paths in wireless networks is how to account for the random properties of the wireless channel. Since the usual statistical models for radio signals in a propagation…

Networking and Internet Architecture · Computer Science 2012-07-30 Hussein Al-Zubaidy , Jorg Liebeherr , Almut Burchard

Ordinary and stochastic differential equations (ODEs and SDEs) are widely used to model continuous-time processes across various scientific fields. While ODEs offer interpretability and simplicity, SDEs incorporate randomness, providing…

Methodology · Statistics 2025-05-20 Qingchuan Sun , Susanne Ditlevsen

Network inference has been extensively studied in several fields, such as systems biology and social sciences. Learning network topology and internal dynamics is essential to understand mechanisms of complex systems. In particular, sparse…

Machine Learning · Statistics 2022-06-13 Yasen Wang , Junyang Jin , Jorge Goncalves

Stochastic differential equations (SDEs) are one of the most important representations of dynamical systems. They are notable for the ability to include a deterministic component of the system and a stochastic one to represent random…

Machine Learning · Computer Science 2021-05-19 Noura Dridi , Lucas Drumetz , Ronan Fablet

Astronomical time series from large-scale surveys like LSST are often irregularly sampled and incomplete, posing challenges for classification and anomaly detection. We introduce a new framework based on Neural Stochastic Delay Differential…

Machine Learning · Computer Science 2026-04-03 YongKyung Oh , Seungsu Kam , Dong-Young Lim , Sungil Kim

Increasingly larger data sets of processes in space and time ask for statistical models and methods that can cope with such data. We show that the solution of a stochastic advection-diffusion partial differential equation provides a…

Methodology · Statistics 2016-02-18 Fabio Sigrist , Hans R. Künsch , Werner A. Stahel

The aim of this paper is to study the effect of cooperation on system delay, quantified as the number of retransmissions required to deliver a broadcast message to all intended receivers. Unlike existing works on broadcast scenarios, where…

Information Theory · Computer Science 2013-06-19 Anvar Tukmanov , Zhiguo Ding , Said Boussakta , Abbas Jamalipour

We present a novel relationship between the distribution of circular and non-circular complex Gaussian random variables. Specifically, we show that the distribution of the squared norm of a non-circular complex Gaussian random variable,…

Information Theory · Computer Science 2020-04-02 Juan M. Romero-Jerez , F. Javier Lopez-Martinez

The frequency selectivity of wireless communication channels can be characterized by the delay spread Ds of the channel impulse response. If the delay spread is small compared to the bandwidth W of the input signal, that is, Ds*W…

Information Theory · Computer Science 2008-08-07 Georg Böcherer , Daniel Bielefeld

Time-parallel methods can reduce the wall clock time required for the accurate numerical solution of differential equations by parallelizing across the time-dimension. In this paper, we present and test the convergence behavior of a…

Numerical Analysis · Mathematics 2025-02-03 Ignace Bossuyt , Giovanni Samaey , Stefan Vandewalle

In this paper a new algorithm for adaptive dynamic channel estimation for frequency selective time varying fading OFDM channels is proposed. The new algorithm adopts a new strategy that successfully increases OFDM symbol rate. Instead of…

Optimization and Control · Mathematics 2010-09-23 Wessam M. Afifi , Hassan M. Elkamchouchi

The performance of wireless networks is fundamentally limited by the aggregate interference, which depends on the spatial distributions of the interferers, channel conditions, and user traffic patterns (or queueing dynamics). These factors…

Networking and Internet Architecture · Computer Science 2021-08-13 Xiao Lu , Mohammad Salehi , Martin Haenggi , Ekram Hossain , and Hai Jiang
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