Infinite-SNR asymptotic MMSE limit

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Let D(R,β)D(R,\beta) denote the asymptotic MMSE at measurement rate RR and inverse noise variance (SNR) parameter β\beta, and let mam_a be the a-priori magnetization. In the low-noise regime, consider β→∞\beta\to\infty. Infinite SNR limit. For R>maR>m_a, the asymptotic MMSE satisfies

lim⁡β→∞[β⋅D(R,β)]=σ2maR−ma.\lim_{\beta\to\infty}\left[\beta\cdot D(R,\beta)\right]=\sigma^2\frac{m_a}{R-m_a}.

This conjecture describes the noise sensitivity in the high-SNR regime when the measurement rate exceeds the a-priori magnetization. The preceding discussion indicates that the asymptotic MMSE is governed by the first term in the MMSE expression in this range; the corresponding behavior for R<maR<m_a is that β⋅D(R,β)\beta\cdot D(R,\beta) grows without bound, consistent with earlier observations for independent and identically distributed sources.

References

Primary source

Wasim Huleihel and Neri Merhav, “Asymptotic MMSE Analysis Under Sparse Representation Modeling”, arXiv:1312.3417 (2016).

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