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Mutual Information and Optimality of Approximate Message-Passing in Random Linear Estimation

Related publications (55)

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This paper introduces a model-agnostic approach to study statistical synergy, a form of emergence in which patterns at large scales are not traceable from lower scales. Our framework leverages various multivariate extensions of Shannon's mutual information ...

2019

We consider the problem of aligning a pair of databases with jointly Gaussian features. We consider two algorithms, complete database alignment via MAP estimation among all possible database alignments, and partial alignment via a thresholding approach of ...

MLR Press2019

Stationary time-vertex signal processing

Nathanaël Perraudin, Andreas Loukas

This paper considers regression tasks involving high-dimensional multivariate processes whose structure is dependent on some known graph topology. We put forth a new definition of time-vertex wide-sense stationarity, or joint stationarity for short, that g ...

2019

High-Dimensional Inference on Dense Graphs with Applications to Coding Theory and Machine Learning

Mohamad Baker Dia

We are living in the era of "Big Data", an era characterized by a voluminous amount of available data. Such amount is mainly due to the continuing advances in the computational capabilities for capturing, storing, transmitting and processing data. However, ...

EPFL2018

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There has been definite progress recently in proving the variational single-letter formula given by the heuristic replica method for various estimation problems. In particular, the replica formula for the mutual information in the case of noisy linear esti ...

IEEE2018

Distributed State Estimation and Cooperative Path-Following Under Communication Constraints

Francisco Fernandes Castro Rego

The main topics of this thesis are distributed estimation and cooperative path-following in the presence of communication constraints, with applications to autonomous marine vehicles. To this end, we study algorithms that take explicitly into account the c ...

EPFL2018

Bounding the generalization error of learning algorithms has a long history, which yet falls short in explaining various generalization successes including those of deep learning. Two important difficulties are (i) exploiting the dependencies between the h ...

NEURAL INFORMATION PROCESSING SYSTEMS (NIPS)2018

Parameter Determination of Sensor Stochastic Models under Covariate Dependency

Jan Skaloud, Stéphane Guerrier, Philipp Clausen

The proliferation of (low-cost) sensors provokes new challenges in data fusion. This is related to the correctness of stochastic characterization that is a prerequisite for optimal estimation of parameters from redundant observations. Different (statistica ...

2017

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In this paper, we present a new method for the estimation of the prediction-error covariances of a Kalman filter (KF), which is suitable for step-varying processes. The method uses a series of past innovations (i.e., the difference between the upcoming mea ...

Institute of Electrical and Electronics Engineers2017

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Solving a linear inverse problem may include difficulties such as the presence of outliers and a mixing matrix with a large condition number. In such cases a regularized robust estimator is needed. We propose a new tau-type regularized robust estimator tha ...

2015