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Alpha-based performance evaluation may fail to capture correlated residuals due to model errors. This paper proposes using the Generalized Information Ratio (GIR) to measure performance under misspecified benchmarks. Motivated by the…

Portfolio Management · Quantitative Finance 2018-04-24 Zhongzhi Lawrence He

We present a short proof of a celebrated result of G\'acs and K\"orner giving sufficient and necessary condition on the joint distribution of two discrete random variables $X$ and $Y$ for the case when their mutual information matches the…

Probability · Mathematics 2023-09-26 Laszlo Csirmaz

Communication efficient distributed mean estimation is an important primitive that arises in many distributed learning and optimization scenarios such as federated learning. Without any probabilistic assumptions on the underlying data, we…

Information Theory · Computer Science 2022-11-15 Prathamesh Mayekar , Shubham Jha , Ananda Theertha Suresh , Himanshu Tyagi

We study the generation of a secret key of maximum rate by a pair of terminals observing correlated sources and with the means to communicate over a noiseless public com- munication channel. Our main result establishes a structural…

Information Theory · Computer Science 2016-11-17 Himanshu Tyagi

We study common randomness where two parties have access to i.i.d. samples from a known random source, and wish to generate a shared random key using limited (or no) communication with the largest possible probability of agreement. This…

Computational Complexity · Computer Science 2017-07-26 Badih Ghazi , T. S. Jayram

A family of skew information quantities is obtained, in which the well-known Wigner-Yanase skew information and quantum Fisher information stand as special cases. A transparent proof of convexity of the generalized skew information is…

Quantum Physics · Physics 2023-06-14 Ma-Cheng Yang , Cong-Feng Qiao

We consider a continuous-time bandlimited additive white Gaussian noise channel with 1-bit output quantization. On such a channel the information is carried by the temporal distances of the zero-crossings of the transmit signal. The set of…

Information Theory · Computer Science 2017-09-25 Sandra Bender , Meik Dörpinghaus , Gerhard Fettweis

We study the joint source-channel coding problem of transmitting a discrete-time analog source over an additive white Gaussian noise (AWGN) channel with interference known at transmitter.We consider the case when the source and the…

Information Theory · Computer Science 2011-10-26 Yu-Chih Huang , Krishna R. Narayanan

This work considers the corner points of the capacity region of a two-user Gaussian interference channel (GIC). In a two-user GIC, the rate pairs where one user transmits its data at the single-user capacity (without interference), and the…

Information Theory · Computer Science 2015-04-09 Igal Sason

Deep learning aided codes have been shown to improve code performance in feedback codes in high noise regimes due to the ability to leverage non-linearity in code design. In the additive white Gaussian broadcast channel (AWGN-BC), the…

Signal Processing · Electrical Eng. & Systems 2024-10-24 Jacqueline Malayter , Christopher Brinton , David Love

In this work, we establish a full single-letter characterization of the rate-distortion region of an instance of the Gray-Wyner model with side information at the decoders. Specifically, in this model an encoder observes a pair of…

Information Theory · Computer Science 2018-02-14 Meryem Benammar , Abdellatif Zaidi

Two familiar notions of correlation are rediscovered as the extreme operating points for distributed synthesis of a discrete memoryless channel, in which a stochastic channel output is generated based on a compressed description of the…

Information Theory · Computer Science 2016-11-18 Paul Cuff

One of the main notions of information theory is the notion of mutual information in two messages (two random variables in Shannon information theory or two binary strings in algorithmic information theory). The mutual information in $x$…

Information Theory · Computer Science 2012-06-19 Ilya Razenshteyn

The Wyner-Ahlswede-K\"orner (WAK) empirical-coordination problem where the encoders cooperate via a finite-capacity one-sided link is considered. The coordination-capacity region is derived by combining several source coding techniques,…

Information Theory · Computer Science 2016-11-18 Ziv Goldfeld , Haim H. Permuter , Gerhard Kramer

In this paper (a) after detailed investigation of the previous equivalent rate regions for general interference channel, i.e., the Han-Kobayashi (HK) and the Chong-Motani-Garg (CMG) regions, we define modified CMG region the equivalency of…

Information Theory · Computer Science 2011-09-09 Ghosheh Abed Hodtani

We present a new notion $R_\ell$ of higher-order common information, which quantifies the information that $\ell\geq 2$ arbitrarily distributed random variables have in common. We provide analytical lower bounds on $R_3$ and $R_4$ for…

Information Theory · Computer Science 2024-06-05 Jan Østergaard

Allowing the input auxiliary random variables to be correlated and using the binning scheme, the Han-Kobayashi (HK) rate region for general interference channel is partially improved. The obtained partially new achievable rate region (i) is…

Information Theory · Computer Science 2010-12-30 Ghosheh Abed Hodtani

We consider lossy compression of an information source when the decoder has lossless access to a correlated one. This setup, also known as the Wyner-Ziv problem, is a special case of distributed source coding. To this day, real-world…

Information Theory · Computer Science 2023-05-09 Ezgi Ozyilkan , Johannes Ballé , Elza Erkip

We consider the problem of rate/distortion with side information available only at the decoder. For the case of jointly-Gaussian source X and side information Y, and mean-squared error distortion, Wyner proved in 1976 that the…

Information Theory · Computer Science 2007-07-16 Sergio D. Servetto

In this work, lossy distributed compression of pairs of correlated sources is considered. Conventionally, Shannon's random coding arguments -- using randomly generated unstructured codebooks whose blocklength is taken to be asymptotically…

Information Theory · Computer Science 2020-10-21 Farhad Shirani , S. Sandeep Pradhan