Repository logo

Infoscience

  • English
  • French
Log In
Logo EPFL, École polytechnique fédérale de Lausanne

Infoscience

  • English
  • French
Log In
  1. Home
  2. Academic and Research Output
  3. Conferences, Workshops, Symposiums, and Seminars
  4. The Mutual Information in Random Linear Estimation Beyond i.i.d. Matrices
 
conference paper

The Mutual Information in Random Linear Estimation Beyond i.i.d. Matrices

Barbier, Jean  
•
Macris, Nicolas  
•
Maillard, Antoine
Show more
January 1, 2018
2018 Ieee International Symposium On Information Theory (Isit)
IEEE International Symposium on Information Theory (ISIT)

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 estimation with random i.i.d. matrices, a problem with applications ranging from compressed sensing to statistics, has been proven rigorously. In this contribution we go beyond the restrictive i.i.d. matrix assumption and discuss the formula proposed by Takeda, Uda, Kabashima and later by Tulino, Verdu, Caire and Shamai who used the replica method. Using the recently introduced adaptive interpolation method and random matrix theory, we prove this formula for a relevant large sub-class of rotationally invariant matrices.

  • Details
  • Metrics
Type
conference paper
DOI
10.1109/ISIT.2018.8437522
Web of Science ID

WOS:000448139300279

Author(s)
Barbier, Jean  
Macris, Nicolas  
Maillard, Antoine
Krzakala, Florent
Date Issued

2018-01-01

Publisher

IEEE

Publisher place

New York

Published in
2018 Ieee International Symposium On Information Theory (Isit)
ISBN of the book

978-1-5386-4781-3

Series title/Series vol.

IEEE International Symposium on Information Theory

Start page

1390

End page

1394

Subjects

Computer Science, Information Systems

•

Engineering, Electrical & Electronic

•

Computer Science

•

Engineering

•

cdma systems

•

algorithms

•

recovery

•

capacity

•

codes

Editorial or Peer reviewed

REVIEWED

Written at

EPFL

EPFL units
LTHC  
Event nameEvent placeEvent date
IEEE International Symposium on Information Theory (ISIT)

Vail, CO

Jun 17-22, 2018

Available on Infoscience
December 13, 2018
Use this identifier to reference this record
https://infoscience.epfl.ch/handle/20.500.14299/152079
Logo EPFL, École polytechnique fédérale de Lausanne
  • Contact
  • infoscience@epfl.ch

  • Follow us on Facebook
  • Follow us on Instagram
  • Follow us on LinkedIn
  • Follow us on X
  • Follow us on Youtube
AccessibilityLegal noticePrivacy policyCookie settingsEnd User AgreementGet helpFeedback

Infoscience is a service managed and provided by the Library and IT Services of EPFL. © EPFL, tous droits réservés