Related papers: On Optimal Causal Coding of Partially Observed Mar…
We consider the situation in which a continuous-time vector Gauss-Markov process is observed through a vector Gaussian channel (sensor) and estimated by the Kalman-Bucy filter. Unlike in standard filtering problems where a sensor model is…
Starting from the Avellaneda-Stoikov framework, we consider a market maker who wants to optimally set bid/ask quotes over a finite time horizon, to maximize her expected utility. The intensities of the orders she receives depend not only on…
We consider an infinite horizon optimal control problem for a continuous-time Markov chain $X$ in a finite set $I$ with noise-free partial observation. The observation process is defined as $Y_t = h(X_t)$, $t \geq 0$, where $h$ is a given…
Motivated by video coding applications, the problem of sequential coding of correlated sources with encoding and/or decoding frame-delays is studied. The fundamental tradeoffs between individual frame rates, individual frame distortions,…
A new model for controlled sensing for multihypothesis testing is proposed and studied in the sequential setting. This new model, termed {\em controlled Markovian observation} model, exhibits a more complicated memory structure in the…
In this paper, we propose a coding scheme based on polar codes for empirical coordination of autonomous devices. We consider a two-node network with a noisy link in which the input and output signals have to be coordinated with the source…
In this paper, distributed (or multiterminal) source coding with one distortion criterion and correlated messages is considered. This problem can be also called ``Berger-Yeung problem with correlated messages''. It corresponds to the source…
The problem of state communication over a discrete memoryless channel with discrete memoryless state is studied when the state information is available strictly causally at the encoder. It is shown that block Markov encoding, in which the…
Source coding with a side information "vending machine" is a recently proposed framework in which the statistical relationship between the side information and the source, instead of being given and fixed as in the classical Wyner-Ziv…
-We develop a polar coding scheme for empirical coordination in a two-node network with a noisy link in which the input and output signals have to be coordinated with the source and the reconstruction. In the case of non-causal encoding and…
The source-coding problem with side information at the decoder is studied subject to a constraint that the encoder---to whom the side information is unavailable---be able to compute the decoder's reconstruction sequence to within some…
An enhanced covering lemma for a Markov chain is proved in this paper, and then the distributed source coding problem of correlated general sources with one average distortion criterion under fixed-length coding is investigated. Based on…
Motivated by wide-ranging applications such as video delivery over networks using Multiple Description Codes, congestion control, and inventory management, we study the state-tracking of a Markovian random process with a known transition…
We derive the second order rates of joint source-channel coding, whose source obeys an irreducible and ergodic Markov process when the channel is a discrete memoryless, while a previous study solved it only in a special case. We also…
In multi-terminal networks, feedback increases the capacity region and helps communication devices to coordinate. In this article, we deepen the relationship between coordination and feedback by considering a point-to-point scenario with an…
In the classical lossy source coding problem, one encodes long blocks of source symbols that enables the distortion to approach the ultimate Shannon limit. Such a block-coding approach introduces large delays, which is undesirable in many…
Motivated by the question of whether the recently introduced Reduced Cutset Coding (RCC) offers rate-complexity performance benefits over conventional context-based conditional coding for sources with two-dimensional Markov structure, this…
For memoryless sources, delayed side information at the decoder does not improve the rate-distortion function. However, this is not the case for more general sources with memory, as demonstrated by a number of works focusing on the special…
We consider a real-time communication system with noisy feedback consisting of a Markov source, a forward and a backward discrete memoryless channels, and a receiver with finite memory. The objective is to design an optimal communication…
We study the following semi-deterministic setting of the joint source-channel coding problem: a deterministic source sequence (a.k.a. individual sequence) is transmitted via a memoryless channel, using delay-limited encoder and decoder,…