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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 ability to quantify information transmission is crucial for the analysis and design of natural and engineered systems. The information transmission rate is the fundamental measure for systems with time-varying signals, yet computing it…

Biological Physics · Physics 2025-09-26 Manuel Reinhardt , Gašper Tkačik , Pieter Rein ten Wolde

We consider the estimation of a signal from the knowledge of its noisy linear random Gaussian projections, a problem relevant in compressed sensing, sparse superposition codes or code division multiple access just to cite few. There has…

Information Theory · Computer Science 2017-03-24 Jean Barbier , Mohamad Dia , Nicolas Macris , Florent Krzakala

Most natural and engineered information-processing systems transmit information via signals that vary in time. Computing the information transmission rate or the information encoded in the temporal characteristics of these signals, requires…

Molecular Networks · Quantitative Biology 2023-10-27 Manuel Reinhardt , Gašper Tkačik , Pieter Rein ten Wolde

To provide an efficient approach to characterize the input-output mutual information (MI) under additive white Gaussian noise (AWGN) channel, this short report fits the curves of exact MI under multilevel quadrature amplitude modulation…

Information Theory · Computer Science 2019-08-27 Chongjun Ouyang , Sheng Wu , Hongwen Yang

Mutual information (MI) is one of the most general ways to measure relationships between random variables, but estimating this quantity for complex systems is challenging. Denoising diffusion models have recently set a new bar for density…

Machine Learning · Computer Science 2025-11-20 Longxuan Yu , Xing Shi , Xianghao Kong , Tong Jia , Greg Ver Steeg

Estimating mutual information (MI) from samples is a fundamental problem in statistics, machine learning, and data analysis. Recently it was shown that a popular class of non-parametric MI estimators perform very poorly for strongly…

Information Theory · Computer Science 2016-02-18 Shuyang Gao , Greg Ver Steeg , Aram Galstyan

Information theory is an outstanding framework to measure uncertainty, dependence and relevance in data and systems. It has several desirable properties for real world applications: it naturally deals with multivariate data, it can handle…

Machine Learning · Statistics 2024-10-30 Valero Laparra , J. Emmanuel Johnson , Gustau Camps-Valls , Raul Santos-Rodríguez , Jesus Malo

Gaussian mixture filters for nonlinear systems usually rely on severe approximations when calculating mixtures in the prediction and filtering step. Thus, offline approximations of noise densities by Gaussian mixture densities to reduce the…

Systems and Control · Electrical Eng. & Systems 2025-06-02 Ondŕej Straka , Uwe D. Hanebeck

We consider the information fiber optical channel modeled by the nonlinear Schrodinger equation with additive Gaussian noise. Using path-integral approach and perturbation theory for the small dimensionless parameter of the second…

Information Theory · Computer Science 2023-08-03 A. V. Reznichenko , V. O. Guba

In this letter, we investigate the mutual information rate (MIR) achieved by an independent identically distributed (IID) Gaussian input on the intensity-driven signal transduction channel. Specifically, the asymptotic expression of the…

Information Theory · Computer Science 2023-06-28 Xuan Chen , Fei Ji , Miaowen Wen , Yu Huang , Andrew W. Eckford

This paper deals with arbitrarily distributed finite-power input signals observed through an additive Gaussian noise channel. It shows a new formula that connects the input-output mutual information and the minimum mean-square error (MMSE)…

Information Theory · Computer Science 2007-07-13 Dongning Guo , Shlomo Shamai , Sergio Verdu

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

Biochemical signal transduction, a form of molecular communication, can be modeled using graphical Markov channels with input-modulated transition rates. Such channel models are strongly non-Gaussian. In this paper we use a linear noise…

Quantitative Methods · Quantitative Biology 2019-08-30 Gregory R. Hessler , Andrew W. Eckford , Peter J. Thomas

This paper investigates the problem of Gaussian approximation for the wireless multi-access interference distribution in large spatial wireless networks. First, a principled methodology is presented to establish rates of convergence of the…

Probability · Mathematics 2015-06-04 Hazer Inaltekin

Mutual information is a nonlinear measure used in time series analysis in order to measure the linear and non-linear correlations at any lag $\tau$. The aim of this study is to evaluate some of the most commonly used mutual information…

Chaotic Dynamics · Physics 2008-09-15 A. Papana , D. Kugiumtzis

Gaussian process regression is a powerful Bayesian nonlinear regression method. Recent research has enabled the capture of many types of observations using non-Gaussian likelihoods. To deal with various tasks in spatial modeling, we benefit…

Machine Learning · Statistics 2025-08-26 Yuta Shikuri

We take an information theoretic perspective on a classical sparse-sampling noisy linear model and present an analytical expression for the mutual information, which plays central role in a variety of communications/processing problems.…

Information Theory · Computer Science 2014-03-25 Wasim Huleihel , Neri Merhav , Shlomo Shamai

The Collective Graphical Model (CGM) models a population of independent and identically distributed individuals when only collective statistics (i.e., counts of individuals) are observed. Exact inference in CGMs is intractable, and previous…

Machine Learning · Computer Science 2014-05-21 Li-Ping Liu , Daniel Sheldon , Thomas G. Dietterich

The amount of information exchanged per unit of time between two nodes in a dynamical network or between two data sets is a powerful concept for analysing complex systems. This quantity, known as the mutual information rate (MIR), is…

Chaotic Dynamics · Physics 2015-05-27 M. S. Baptista , R. M. Rubinger , E. R. V. Junior , J. C. Sartorelli , U. Parlitz , C. Grebogi
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