4,949 research outputs found
Estimation of the Number of Sources in Unbalanced Arrays via Information Theoretic Criteria
Estimating the number of sources impinging on an array of sensors is a well
known and well investigated problem. A common approach for solving this problem
is to use an information theoretic criterion, such as Minimum Description
Length (MDL) or the Akaike Information Criterion (AIC). The MDL estimator is
known to be a consistent estimator, robust against deviations from the Gaussian
assumption, and non-robust against deviations from the point source and/or
temporally or spatially white additive noise assumptions. Over the years
several alternative estimation algorithms have been proposed and tested.
Usually, these algorithms are shown, using computer simulations, to have
improved performance over the MDL estimator, and to be robust against
deviations from the assumed spatial model. Nevertheless, these robust
algorithms have high computational complexity, requiring several
multi-dimensional searches.
In this paper, motivated by real life problems, a systematic approach toward
the problem of robust estimation of the number of sources using information
theoretic criteria is taken. An MDL type estimator that is robust against
deviation from assumption of equal noise level across the array is studied. The
consistency of this estimator, even when deviations from the equal noise level
assumption occur, is proven. A novel low-complexity implementation method
avoiding the need for multi-dimensional searches is presented as well, making
this estimator a favorable choice for practical applications.Comment: To appear in the IEEE Transactions on Signal Processin
Optimum estimation via gradients of partition functions and information measures: a statistical-mechanical perspective
In continuation to a recent work on the statistical--mechanical analysis of
minimum mean square error (MMSE) estimation in Gaussian noise via its relation
to the mutual information (the I-MMSE relation), here we propose a simple and
more direct relationship between optimum estimation and certain information
measures (e.g., the information density and the Fisher information), which can
be viewed as partition functions and hence are amenable to analysis using
statistical--mechanical techniques. The proposed approach has several
advantages, most notably, its applicability to general sources and channels, as
opposed to the I-MMSE relation and its variants which hold only for certain
classes of channels (e.g., additive white Gaussian noise channels). We then
demonstrate the derivation of the conditional mean estimator and the MMSE in a
few examples. Two of these examples turn out to be generalizable to a fairly
wide class of sources and channels. For this class, the proposed approach is
shown to yield an approximate conditional mean estimator and an MMSE formula
that has the flavor of a single-letter expression. We also show how our
approach can easily be generalized to situations of mismatched estimation.Comment: 21 pages; submitted to the IEEE Transactions on Information Theor
Bayesian Estimation for Continuous-Time Sparse Stochastic Processes
We consider continuous-time sparse stochastic processes from which we have
only a finite number of noisy/noiseless samples. Our goal is to estimate the
noiseless samples (denoising) and the signal in-between (interpolation
problem).
By relying on tools from the theory of splines, we derive the joint a priori
distribution of the samples and show how this probability density function can
be factorized. The factorization enables us to tractably implement the maximum
a posteriori and minimum mean-square error (MMSE) criteria as two statistical
approaches for estimating the unknowns. We compare the derived statistical
methods with well-known techniques for the recovery of sparse signals, such as
the norm and Log (- relaxation) regularization
methods. The simulation results show that, under certain conditions, the
performance of the regularization techniques can be very close to that of the
MMSE estimator.Comment: To appear in IEEE TS
MVG Mechanism: Differential Privacy under Matrix-Valued Query
Differential privacy mechanism design has traditionally been tailored for a
scalar-valued query function. Although many mechanisms such as the Laplace and
Gaussian mechanisms can be extended to a matrix-valued query function by adding
i.i.d. noise to each element of the matrix, this method is often suboptimal as
it forfeits an opportunity to exploit the structural characteristics typically
associated with matrix analysis. To address this challenge, we propose a novel
differential privacy mechanism called the Matrix-Variate Gaussian (MVG)
mechanism, which adds a matrix-valued noise drawn from a matrix-variate
Gaussian distribution, and we rigorously prove that the MVG mechanism preserves
-differential privacy. Furthermore, we introduce the concept
of directional noise made possible by the design of the MVG mechanism.
Directional noise allows the impact of the noise on the utility of the
matrix-valued query function to be moderated. Finally, we experimentally
demonstrate the performance of our mechanism using three matrix-valued queries
on three privacy-sensitive datasets. We find that the MVG mechanism notably
outperforms four previous state-of-the-art approaches, and provides comparable
utility to the non-private baseline.Comment: Appeared in CCS'1
Towards a Realistic Assessment of Multiple Antenna HCNs: Residual Additive Transceiver Hardware Impairments and Channel Aging
Given the critical dependence of broadcast channels by the accuracy of
channel state information at the transmitter (CSIT), we develop a general
downlink model with zero-forcing (ZF) precoding, applied in realistic
heterogeneous cellular systems with multiple antenna base stations (BSs).
Specifically, we take into consideration imperfect CSIT due to pilot
contamination, channel aging due to users relative movement, and unavoidable
residual additive transceiver hardware impairments (RATHIs). Assuming that the
BSs are Poisson distributed, the main contributions focus on the derivations of
the upper bound of the coverage probability and the achievable user rate for
this general model. We show that both the coverage probability and the user
rate are dependent on the imperfect CSIT and RATHIs. More concretely, we
quantify the resultant performance loss of the network due to these effects. We
depict that the uplink RATHIs have equal impact, but the downlink transmit BS
distortion has a greater impact than the receive hardware impairment of the
user. Thus, the transmit BS hardware should be of better quality than user's
receive hardware. Furthermore, we characterise both the coverage probability
and user rate in terms of the time variation of the channel. It is shown that
both of them decrease with increasing user mobility, but after a specific value
of the normalised Doppler shift, they increase again. Actually, the time
variation, following the Jakes autocorrelation function, mirrors this effect on
coverage probability and user rate. Finally, we consider space division
multiple access (SDMA), single user beamforming (SU-BF), and baseline
single-input single-output (SISO) transmission. A comparison among these
schemes reveals that the coverage by means of SU-BF outperforms SDMA in terms
of coverage.Comment: accepted in IEEE TV
Fast matrix computations for functional additive models
It is common in functional data analysis to look at a set of related
functions: a set of learning curves, a set of brain signals, a set of spatial
maps, etc. One way to express relatedness is through an additive model, whereby
each individual function is assumed to be a variation
around some shared mean . Gaussian processes provide an elegant way of
constructing such additive models, but suffer from computational difficulties
arising from the matrix operations that need to be performed. Recently Heersink
& Furrer have shown that functional additive model give rise to covariance
matrices that have a specific form they called quasi-Kronecker (QK), whose
inverses are relatively tractable. We show that under additional assumptions
the two-level additive model leads to a class of matrices we call restricted
quasi-Kronecker, which enjoy many interesting properties. In particular, we
formulate matrix factorisations whose complexity scales only linearly in the
number of functions in latent field, an enormous improvement over the cubic
scaling of na\"ive approaches. We describe how to leverage the properties of
rQK matrices for inference in Latent Gaussian Models
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