相关论文: Tight Bounds on the Weighted Sum of MMSEs with App…
Tight bounds on the minimum mean square error for the additive Gaussian noise channel are derived, when the input distribution is constrained to be epsilon-close to a Gaussian reference distribution in terms of the Kullback--Leibler…
This paper proposes a new family of lower and upper bounds on the minimum mean squared error (MMSE). The key idea is to minimize/maximize the MMSE subject to the constraint that the joint distribution of the input-output statistics lies in…
We present an efficient algorithm to compute tight upper bounds of collision probability between two objects with positional uncertainties, whose error distributions are represented with non-Gaussian forms. Our approach can handle noisy…
We study the amplitude-constrained additive white Gaussian noise channel. It is well known that the capacity-achieving input distribution for this channel is discrete and supported on finitely many points. The best known bounds show that…
We propose an adversarial evaluation framework for sensitive feature inference based on minimum mean-squared error (MMSE) estimation with a finite sample size and linear predictive models. Our approach establishes theoretical lower bounds…
We study distributed estimation of a Gaussian mean under communication constraints in a decision theoretical framework. Minimax rates of convergence, which characterize the tradeoff between the communication costs and statistical accuracy,…
In this paper we derive lower bounds in minimax sense for estimation of the instantaneous volatility if the diffusion type part cannot be observed directly but under some additional Gaussian noise. Three different models are considered. Our…
A lower bound on the minimum mean-squared error (MSE) in a Bayesian estimation problem is proposed in this paper. This bound utilizes a well-known connection to the deterministic estimation setting. Using the prior distribution, the bias…
An information measure based on fractional partitions of a set is used to derive a general dependence balance inequality for communication. This inequality is used to obtain new upper bounds on reliable and secret rates for multiterminal…
We study the properties of output distributions of noisy, random circuits. We obtain upper and lower bounds on the expected distance of the output distribution from the "useless" uniform distribution. These bounds are tight with respect to…
A new outer bound on the capacity region of Gaussian interference channels is developed. The bound combines and improves existing genie-aided methods and is shown to give the sum-rate capacity for noisy interference as defined in this…
We consider distributed estimation of a Gaussian source in a heterogenous bandwidth constrained sensor network, where the source is corrupted by independent multiplicative and additive observation noises, with incomplete statistical…
This paper studies the problem of distributed weighted least-squares (WLS) estimation for an interconnected linear measurement network with additive noise. Two types of measurements are considered: self measurements for individual nodes,…
Linear Least Squares is a very well known technique for parameter estimation, which is used even when sub-optimal, because of its very low computational requirements and the fact that exact knowledge of the noise statistics is not required.…
We consider distributed estimation of a Gaussian vector with a linear observation model in an inhomogeneous wireless sensor network, where a fusion center (FC) reconstructs the unknown vector, using a linear estimator. Sensors employ…
We consider the problem of mean estimation assuming only finite variance. We study a new class of mean estimators constructed by integrating over random noise applied to a soft-truncated empirical mean estimator. For appropriate choices of…
We consider distributed parameter estimation using interactive protocols subject to local information constraints such as bandwidth limitations, local differential privacy, and restricted measurements. We provide a unified framework…
In the era of big data, it is necessary to split extremely large data sets across multiple computing nodes and construct estimators using the distributed data. When designing distributed estimators, it is desirable to minimize the amount of…
This paper focuses on the problem of separately modulating and jointly estimating two independent continuous-valued parameters sent over a Gaussian multiple-access channel (MAC) under the mean square error (MSE) criterion. To this end, we…
This paper focuses on efficient computational approaches to compute approximate solutions of a linear inverse problem that is contaminated with mixed Poisson--Gaussian noise, and when there are additional outliers in the measured data. The…