The problem of estimating an arbitrary random variable from its observation corrupted by additive white Gaussian noise, where the cost function is taken to be the minimum mean p-th error (MMPE), is considered. The classical minimum mean square error (MMSE) is a special case of the MMPE. Several bounds and properties of the MMPE are derived and discussed. As applications of the new MMPE bounds, this paper presents: (a) a new upper bound for the MMSE that complements the ‘single-crossing point property’ for all SNR values below a certain value at which the MMSE is known, (b) an improved characterization of the phase-transition phenomenon which manifests, in the limit as the length of the capacity achieving code goes to infinity, as a discontinuity of the MMSE, and (c) new bounds on the second derivative of mutual information, or the first derivative of MMSE, that tighten previously known bounds.
['Alex Dytso', 'Ronit Bustin', 'Daniela Tuninetti', 'Natasha Devroye', 'H. Vincent Poor', 'Shlomo Shamai']
On the minimum mean p-th error in Gaussian noise channels and its applications