Estimating Random Variables from Random Sparse Observations
Abstract
Description
Let X_1,...., X_n be a collection of iid discrete random variables, and Y_1,..., Y_m a set of noisy observations of such variables. Assume each observation Y_a to be a random function of some a random subset of the X_i's, and consider the conditional distribution of X_i given the observations, namely μ_i(x_i)\equiv\prob\{X_i=x_i|Y\} (a posteriori probability).
We establish a general relation between the distribution of μ_i, and the fixed points of the associated density evolution operator. Such relation holds asymptotically in the large system limit, provided the average number of variables an observation depends on is bounded. We discuss the relevance of our result to a number of applications, ranging from sparse graph codes, to multi-user detection, to group testing.
22 pages, 1 eps figures, invited paper for European Transactions on Telecommunications
22 pages, 1 eps figures, invited paper for European Transactions on Telecommunications