SNR estimation in linear systems with Gaussian matrices

This letter proposes a highly accurate algorithm to estimate the signal-to-noise ratio (SNR) for a linear system from a single realization of the received signal. We assume that the linear system has a Gaussian matrix with one sided left correlation. The unknown entries of the signal and the noise are assumed to be independent and identically distributed with zero mean and can be drawn from any distribution. We use the ridge regression function of this linear model in company with tools and techniques adapted from random matrix theory to achieve, in closed form, accurate estimation of the SNR without prior statistical knowledge on the signal or the noise. Simulation results show that the proposed method is very accurate

Source Coding in Networks with Covariance Distortion Constraints

We consider a source coding problem with a network scenario in mind, and formulate it as a remote vector Gaussian Wyner-Ziv problem under covariance matrix distortions. We define a notion of minimum for two positive-definite matrices based on which we derive an explicit formula for the rate-distortion function (RDF). We then study the special cases and applications of this result. We show that two well-studied source coding problems, i.e. remote vector Gaussian Wyner-Ziv problems with mean-squared error and mutual information constraints are in fact special cases of our results. Finally, we apply our results to a joint source coding and denoising problem. We consider a network with a centralized topology and a given weighted sum-rate constraint, where the received signals at the center are to be fused to maximize the output SNR while enforcing no linear distortion. We show that one can design the distortion matrices at the nodes in order to maximize the output SNR at the fusion center. We thereby bridge between denoising and source coding within this setup

Exploring multimodal data fusion through joint decompositions with flexible couplings

A Bayesian framework is proposed to define flexible coupling models for joint tensor decompositions of multiple data sets. Under this framework, a natural formulation of the data fusion problem is to cast it in terms of a joint maximum a posteriori (MAP) estimator. Data driven scenarios of joint posterior distributions are provided, including general Gaussian priors and non Gaussian coupling priors. We present and discuss implementation issues of algorithms used to obtain the joint MAP estimator. We also show how this framework can be adapted to tackle the problem of joint decompositions of large datasets. In the case of a conditional Gaussian coupling with a linear transformation, we give theoretical bounds on the data fusion performance using the Bayesian Cramer-Rao bound. Simulations are reported for hybrid coupling models ranging from simple additive Gaussian models, to Gamma-type models with positive variables and to the coupling of data sets which are inherently of different size due to different resolution of the measurement devices.Comment: 15 pages, 7 figures, revised versio