Publications associées à Bruit gaussien

Hitting with Probability One for Stochastic Heat Equations with Additive Noise

We study the hitting probabilities of the solution to a system of d stochastic heat equations with additive noise subject to Dirichlet boundary conditions. We show that for any bounded Borel set with positive (d-6)\documentclass[12pt]{minimal} \usepackage{ ...

Springer/Plenum Publishers2024

Spectral Estimators for High-Dimensional Matrix Inference

Farzad Pourkamali

A key challenge across many disciplines is to extract meaningful information from data which is often obscured by noise. These datasets are typically represented as large matrices. Given the current trend of ever-increasing data volumes, with datasets grow ...

EPFL2024

On Speed and Advantage : Results in Information Velocity and Monitoring Problems

Reka Inovan

Information theory has allowed us to determine the fundamental limit of various communication and algorithmic problems, e.g., the channel coding problem, the compression problem, and the hypothesis testing problem. In this work, we revisit the assumptions ...

EPFL2024

Iterative removal of sources to model the turbulent electromotive force

Jennifer Waltraud Schober, Abhijit Bhausaheb Bendre

We describe a novel method to compute the components of dynamo tensors from direct magnetohydrodynamic (MHD) simulations. Our method relies upon an extension and generalization of the standard H & ouml;gbom CLEAN algorithm widely used in radio astronomy to ...

Oxford Univ Press2024

On the (Im)possibility of Commitment over Gaussian Unfair Noisy Channels

Commitment is a key primitive which resides at the heart of several cryptographic protocols. Noisy channels can help realize information-theoretically secure commitment schemes; however, their imprecise statistical characterization can severely impair such ...

2023

Parabolic stochastic PDEs on bounded domains with rough initial conditions: moment and correlation bounds

Le Chen, David Jean-Michel Candil, Cheuk Yin Lee

We consider nonlinear parabolic stochastic PDEs on a bounded Lipschitz domain driven by a Gaussian noise that is white in time and colored in space, with Dirichlet or Neumann boundary condition. We establish existence, uniqueness and moment bounds of the r ...

Springer2023

Distributionally Robust Linear Quadratic Control

Daniel Kuhn, Bahar Taskesen, Cagil Kocyigit

Linear-Quadratic-Gaussian (LQG) control is a fundamental control paradigm that is studied in various fields such as engineering, computer science, economics, and neuroscience. It involves controlling a system with linear dynamics and imperfect observations ...

2023

Propagation of singularities for the stochastic wave equation

Cheuk Yin Lee

We study the existence and propagation of singularities of the solution to a one-dimensional linear stochastic wave equation driven by an additive Gaussian noise that is white in time and colored in space. Our approach is based on a simultaneous law of the ...

ELSEVIER2022

Local Nondeterminism and Local Times of the Stochastic Wave Equation Driven by Fractional-Colored Noise

Cheuk Yin Lee

We investigate the existence and regularity of the local times of the solution to a linear system of stochastic wave equations driven by a Gaussian noise that is fractional in time and colored in space. Using Fourier analytic methods, we establish strong l ...

SPRINGER BIRKHAUSER2022

Shannon Bounds on Lossy Gray-Wyner Networks

Michael Christoph Gastpar, Erixhen Sula

The Gray-Wyner network subject to a fidelity criterion is studied. Upper and lower bounds for the trade-offs between the private sum-rate and the common rate are obtained for arbitrary sources subject to mean-squared error distortion. The bounds meet exact ...

2022

Differential Entropy of the Conditional Expectation Under Additive Gaussian Noise

Michael Christoph Gastpar, Alper Köse, Ahmet Arda Atalik

The conditional mean is a fundamental and important quantity whose applications include the theories of estimation and rate-distortion. It is also notoriously difficult to work with. This paper establishes novel bounds on the differential entropy of the co ...

IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC2022

Does powder averaging remove dispersion bias in diffusion MRI diameter estimates within real 3D axonal architectures?

Marco Pizzolato, Tim Bjørn Dyrby

Noninvasive estimation of axon diameter with diffusion MRI holds the potential to investigate the dynamic properties of the brain network and pathology of neurodegenerative diseases. Recent studies use powder averaging to account for complex white matter a ...

ACADEMIC PRESS INC ELSEVIER SCIENCE2022

Spike-Based Sensing and Communication for Highly Energy-Efficient Sensor Edge Nodes

Mihai Adrian Ionescu, Teodor Rosca

Highly energy-efficient wireless sensor nodes are a prerequisite for a sustainable operation of the Internet of things. Therefore, classical approaches for system design based on digital signal processing are not a viable solution, but system design has to ...

IEEE2022

Optimal denoising of rotationally invariant rectangular matrices

Florent Gérard Krzakala, Lenka Zdeborová, Emanuele Troiani, Vittorio Erba

In this manuscript we consider denoising of large rectangular matrices: given a noisy observation of a signal matrix, what is the best way of recovering the signal matrix itself? For Gaussian noise and rotationally-invariant signal priors, we completely ch ...

2022

Localization errors of the stochastic heat equation

David Jean-Michel Candil

In this thesis, we study the stochastic heat equation (SHE) on bounded domains and on the whole Euclidean space

\R^d.

We confirm the intuition that as the bounded domain increases to the whole space, both solutions become arbitrarily close to one another ...

EPFL2022

The Gray-Wyner Network and Wyner's Common Information for Gaussian Sources

Michael Christoph Gastpar, Erixhen Sula

This paper presents explicit solutions for two related non-convex information extremization problems due to Gray and Wyner in the Gaussian case. The first problem is the Gray-Wyner network subject to a sum-rate constraint on the two private links. Here, ou ...

IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC2022

Differential Entropy of the Conditional Expectation under Gaussian Noise

Michael Christoph Gastpar, Alper Köse, Ahmet Arda Atalik

This paper considers an additive Gaussian noise channel with arbitrarily distributed finite variance input signals. It studies the differential entropy of the minimum mean-square error (MMSE) estimator and provides a new lower bound which connects the diff ...

IEEE2021

Deep Boltzmann Machines: Rigorous Results at Arbitrary Depth

Emanuele Mingione, Diego Alberici

A class of deep Boltzmann machines is considered in the simplified framework of a quenched system with Gaussian noise and independent entries. The quenched pressure of a K-layers spin glass model is studied allowing interactions only among consecutive laye ...

2021

On the Advantage of Coherent LoRa Detection in the Presence of Interference

Andreas Peter Burg, Alexios Konstantinos Balatsoukas Stimming, Orion Afisiadis, Joachim Tobias Tapparel, Sitian Li

It has been shown that the coherent detection of long range (LoRa) signals only provides marginal gains of around 0.7 dB on the additive white Gaussian noise (AWGN) channel. However, ALOHA-based massive Internet-of-Things systems, including LoRa, often ope ...

IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC2021

Electrical Signal Modeling in Cochlear Implants. Study of Temperature and Humidity Effects

Maria-Alexandra Paun

The present paper discusses the climatic effects of humidity and temperature on cochlear implant functioning and the quality of the electrical sound signal. MATLAB Simulink simulations were prepared, offering insights into signal behavior under such climat ...

MDPI2021