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On MMSE estimation from quantized observations in the nonasymptotic regime
- Publication Year :
- 2015
-
Abstract
- This paper studies MMSE estimation on the basis of quantized noisy observations. It presents nonasymptotic bounds on MMSE regret due to quantization for two settings: (1) estimation of a scalar random variable given a quantized vector of $n$ conditionally independent observations, and (2) estimation of a $p$-dimensional random vector given a quantized vector of $n$ observations (not necessarily independent) when the full MMSE estimator has a subgaussian concentration property.<br />Comment: 5 pages; to be presented at ISIT 2015
- Subjects :
- Computer Science - Information Theory
Subjects
Details
- Database :
- arXiv
- Publication Type :
- Report
- Accession number :
- edsarx.1504.06029
- Document Type :
- Working Paper