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In this work, we analyze the noisy importance sampling (IS), i.e., IS working with noisy evaluations of the target density. We present the general framework and derive optimal proposal densities for noisy IS estimators. The optimal…

Machine Learning · Statistics 2022-01-24 Fernando Llorente , Luca Martino , Jesse Read , David Delgado-Gómez

In this paper, we consider the problem of estimating finite rate of innovation (FRI) signals from noisy measurements, and specifically analyze the interaction between FRI techniques and the underlying sampling methods. We first obtain a…

Information Theory · Computer Science 2016-11-18 Zvika Ben-Haim , Tomer Michaeli , Yonina C. Eldar

The problem of separation of an observed sum of chaotic signals into the individual components in the presence of noise on the path to the observer is considered. A noise threshold is found above which high-quality separation is impossible.…

Chaotic Dynamics · Physics 2009-11-07 Yuri V. Andreyev , Alexander S. Dmitriev , Elena V. Efremova

In this paper, we address the problem of simultaneous classification and estimation of hidden parameters in a sensor network with communications constraints. In particular, we consider a network of noisy sensors which measure a common…

Multiagent Systems · Computer Science 2012-06-19 Fabio Fagnani , Sophie M. Fosson , Chiara Ravazzi

From the flashes of fireflies to Josephson junctions and power infrastructure, networks of coupled phase oscillators provide a powerful framework to describe synchronization phenomena in many natural and engineered systems. Most real-world…

Adaptation and Self-Organizing Systems · Physics 2022-03-02 Sherwood Martineau , Tim Saffold , Timothy T. Chang , Henrik Ronellenfitsch

We consider the maximization of a submodular objective function $f:2^U\to\mathbb{R}_{\geq 0}$, where the objective $f$ is not accessed as a value oracle but instead subject to noisy queries. We introduce a versatile adaptive sampling…

Data Structures and Algorithms · Computer Science 2024-04-11 Wenjing Chen , Shuo Xing , Victoria G. Crawford

We provide a unified treatment of a broad class of noisy structure recovery problems, known as structured normal means problems. In this setting, the goal is to identify, from a finite collection of Gaussian distributions with different…

Machine Learning · Statistics 2016-01-27 Akshay Krishnamurthy

We consider the transmission of a memoryless bivariate Gaussian source over an average-power-constrained one-to-two Gaussian broadcast channel. The transmitter observes the source and describes it to the two receivers by means of an…

Information Theory · Computer Science 2009-03-20 Shraga Bross , Amos Lapidoth , Stephan Tinguely

A common problem to signal processing are biases introduced by correlated noise. When quantifying time delays between two signals, mixed noise introduces a bias towards zero delay in conventional delay estimates based on the cross- or…

Signal Processing · Electrical Eng. & Systems 2025-06-02 Tin Jurhar , Franziska Pellegrini , Ana I. Nuñes del Toro , Tilman Stephani , Guido Nolte , Stefan Haufe

Estimation of a location parameter based on noisy and binary quantized measurements is considered in this letter. We study the behavior of the Cramer-Rao bound as a function of the quantizer threshold for different symmetric unimodal noise…

Information Theory · Computer Science 2013-10-28 Rodrigo Cabral Farias , Eric Moisan , Jean-Marc Brossier

System identification is a fundamental problem in control and learning, particularly in high-stakes applications where data efficiency is critical. Classical approaches, such as the ordinary least squares estimator (OLS), achieve an…

Systems and Control · Electrical Eng. & Systems 2025-06-12 Xiong Zeng , Jing Yu , Necmiye Ozay

We study the maximum achievable differential entropy at the output of a system assigning to each input X the sum X+N, with N a given noise with probability law absolutely continuous with respect to the Lebesgue measure and where the input…

Optimization and Control · Mathematics 2016-02-04 Francisco J. Piera

A discrete time stochastic feedback control system with a noisy communication channel between the sensor and the controller is considered. The sensor has limited memory. At each time, the sensor transmits encoded symbol over the channel and…

Optimization and Control · Mathematics 2007-05-23 Aditya Mahajan , Demosthenis Teneketzis

The highest current estimates for the amount of noise a quantum computer can tolerate are based on fault-tolerance schemes relying heavily on postselecting on no detected errors. However, there has been no proof that these schemes give even…

Quantum Physics · Physics 2012-06-22 Ben W. Reichardt

Recently we find several candidates of quantum algorithms that may be implementable in near-term devices for estimating the amplitude of a given quantum state, which is a core sub- routine in various computing tasks such as the Monte Carlo…

Quantum Physics · Physics 2021-10-12 Tomoki Tanaka , Yohichi Suzuki , Shumpei Uno , Rudy Raymond , Tamiya Onodera , Naoki Yamamoto

We consider a channel with a binary input X being corrupted by a continuous-valued noise that results in a continuous-valued output Y. An optimal binary quantizer is used to quantize the continuous-valued output Y to the final binary output…

Signal Processing · Electrical Eng. & Systems 2020-01-08 Thuan Nguyen , Thinh Nguyen

It is of particular interest to reconstruct or estimate bandlimited graph signals, which are smoothly varying signals defined over graphs, from partial noisy measurements. However, choosing an optimal subset of nodes to sample is NP-hard.…

Signal Processing · Electrical Eng. & Systems 2017-11-21 Xuan Xie , Hui Feng , Junlian Jia , Bo Hu

This paper establishes a nearly optimal algorithm for estimating the frequencies and amplitudes of a mixture of sinusoids from noisy equispaced samples. We derive our algorithm by viewing line spectral estimation as a sparse recovery…

Information Theory · Computer Science 2013-04-02 Gongguo Tang , Badri Narayan Bhaskar , Benjamin Recht

A signal recovery problem is considered, where the same binary testing problem is posed over multiple, independent data streams. The goal is to identify all signals, i.e., streams where the alternative hypothesis is correct, and noises,…

Methodology · Statistics 2022-11-08 Yiming Xing , Georgios Fellouris

Detailed derivations of two bounds of the minimum mean-square error (MMSE) of complex-valued multiple-input multiple-output (MIMO) systems are proposed for performance evaluation. Particularly, the lower bound is derived based on a…

Information Theory · Computer Science 2021-11-29 Chongjun Ouyang , Hongwen Yang