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Normal priors with unknown variance (NUV) have long been known to promote sparsity and to blend well with parameter learning by expectation maximization (EM). In this paper, we advocate this approach for linear state space models for…

Information Theory · Computer Science 2016-02-10 Hans-Andrea Loeliger , Lukas Bruderer , Hampus Malmberg , Federico Wadehn , Nour Zalmai

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

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

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

State-space smoothing has found many applications in science and engineering. Under linear and Gaussian assumptions, smoothed estimates can be obtained using efficient recursions, for example Rauch-Tung-Striebel and Mayne-Fraser algorithms.…

Optimization and Control · Mathematics 2016-09-27 A. Y. Aravkin , J. V. Burke , L. Ljung , A. Lozano , G. Pillonetto

The transmission of digital data is one of the principal tasks in modern wireless communication. Classically, the communication channel consists of one transmitter and one receiver; however, due to the constantly increasing demand in higher…

Information Theory · Computer Science 2015-01-08 Andrei Osipov

Gaussian channels with memory and with noiseless feedback have been widely studied in the information theory literature. However, a coding scheme to achieve the feedback capacity is not available. In this paper, a coding scheme is proposed…

Information Theory · Computer Science 2007-07-13 Jialing Liu , Nicola Elia

We consider symmetric two-user Gaussian interference channel with common messages. We derive an upper bound on the sum capacity, and show that the upper bound is tight in the low interference regime, where the optimal transmission scheme is…

Information Theory · Computer Science 2014-01-22 Quan Geng , Tie Liu

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.…

Information Theory · Computer Science 2025-04-28 Matthias Frey , Igor Bjelaković , Michael C. Gastpar , Jingge Zhu

An additive noise channel is considered, in which the distribution of the noise is nonparametric and unknown. The problem of learning encoders and decoders based on noise samples is considered. For uncoded communication systems, the problem…

Information Theory · Computer Science 2021-11-17 Nir Weinberger

In order to compress quantum messages without loss of information it is necessary to allow the length of the encoded messages to vary. We develop a general framework for variable-length quantum messages in close analogy to the classical…

Quantum Physics · Physics 2009-11-07 Kim Bostroem , Timo Felbinger

The Compute-and-Forward relaying strategy achieves high computation rates by decoding linear combinations of transmitted messages at intermediate relays. However, if the involved relays independently choose which combinations of the…

Information Theory · Computer Science 2015-04-21 Amaro Barreal , Joonas Pääkkönen , David Karpuk , Camilla Hollanti , Olav Tirkkonen

It is shown how expectation maximization (EM) may be viewed as a message passing algorithm in factor graphs. In particular, a general EM message computation rule is identified. As a factor graph tool, EM may be used to break cycles in a…

Information Theory · Computer Science 2009-10-16 Justin Dauwels , Andrew Eckford , Sascha Korl , Hans-Andrea Loeliger

In this paper, a communication-efficient multi-processor compressed sensing framework based on the approximate message passing algorithm is proposed. We perform lossy compression on the data being communicated between processors, resulting…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-01-19 Puxiao Han , Junan Zhu , Ruixin Niu , Dror Baron

The effects of quantization and coding on the estimation quality of a Gauss-Markov, namely Ornstein-Uhlenbeck, process are considered. Samples are acquired from the process, quantized, and then encoded for transmission using either infinite…

Information Theory · Computer Science 2020-04-28 Ahmed Arafa , Karim Banawan , Karim G. Seddik , H. Vincent Poor

Estimation of a vector from quantized linear measurements is a common problem for which simple linear techniques are suboptimal -- sometimes greatly so. This paper develops generalized approximate message passing (GAMP) algorithms for…

Information Theory · Computer Science 2015-03-24 Ulugbek Kamilov , Vivek K. Goyal , Sundeep Rangan

This paper studies the convergence rate of a message-passing distributed algorithm for solving a large-scale linear system. This problem is generalised from the celebrated Gaussian Belief Propagation (BP) problem for statistical learning…

Systems and Control · Electrical Eng. & Systems 2020-04-15 Zhaorong Zhang , Qianqian Cai , Minyue Fu

We establish the convergence of the min-sum message passing algorithm for minimization of a broad class of quadratic objective functions: those that admit a convex decomposition. Our results also apply to the equivalent problem of the…

Information Theory · Computer Science 2008-12-24 Ciamac C. Moallemi , Benjamin Van Roy

One of the most common misconceptions made about the Kalman filter when applied to linear systems is that it requires an assumption that all error and noise processes are Gaussian. This misconception has frequently led to the Kalman filter…

Optimization and Control · Mathematics 2024-05-02 Jeffrey Uhlmann , Simon Julier

Sparsity constraints on the control inputs of a linear dynamical system naturally arise in several practical applications such as networked control, computer vision, seismic signal processing, and cyber-physical systems. In this work, we…

Systems and Control · Electrical Eng. & Systems 2024-09-11 Rupam Kalyan Chakraborty , Geethu Joseph , Chandra R. Murthy
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