English
Related papers

Related papers: Nonanticipative Rate Distortion Function and Filte…

200 papers

Training time-series forecasting models requires aligning the conditional distribution of model forecasts with that of the label sequence. The standard direct forecast (DF) approach resorts to minimizing the conditional negative…

Machine Learning · Computer Science 2026-04-14 Hao Wang , Licheng Pan , Yuan Lu , Zhixuan Chu , Xiaoxi Li , Shuting He , Zhichao Chen , Haoxuan Li , Qingsong Wen , Zhouchen Lin

Consider the problem where a statistician in a two-node system receives rate-limited information from a transmitter about marginal observations of a memoryless process generated from two possible distributions. Using its own observations,…

Information Theory · Computer Science 2017-03-02 Gil Katz , Pablo Piantanida , Mérouane Debbah

In lossy compression, Blau and Michaeli [5] introduced the information rate-distortion-perception (RDP) function, extending traditional rate-distortion theory by incorporating perceptual quality. More recently, this framework was expanded…

Information Theory · Computer Science 2025-04-15 Nam Nguyen , Thinh Nguyen , Bella Bose

We extend the Rate-Distortion-Perception (RDP) framework to the R\'enyi information-theoretic regime, utilizing Sibson's $\alpha$-mutual information to characterize the fundamental limits under distortion and perception constraints. For…

Information Theory · Computer Science 2026-05-12 Jiahui Wei , Marios Kountouris

Rate-distortion-perception theory generalizes Shannon's rate-distortion theory by introducing a constraint on the perceptual quality of the output. The perception constraint complements the conventional distortion constraint and aims to…

Information Theory · Computer Science 2022-04-14 Jun Chen , Lei Yu , Jia Wang , Wuxian Shi , Yiqun Ge , Wen Tong

The extended Kalman filter (EKF) is a cornerstone of nonlinear state estimation, yet its performance is fundamentally limited by noise-model mismatch and linearization errors. We develop a residual-aware distributionally robust EKF that…

Systems and Control · Electrical Eng. & Systems 2026-04-06 Minhyuk Jang , Jungjin Lee , Astghik Hakobyan , Naira Hovakimyan , Insoon Yang

Radial basis function generated finite-difference (RBF-FD) methods have recently gained popularity due to their flexibility with irregular node distributions. However, the convergence theories in the literature, when applied to nonuniform…

Numerical Analysis · Mathematics 2024-01-09 Siqing LI , Leevan Ling , Xin Liu , Pankaj K Mishra , Mrinal K Sen , Jing Zhang

This paper studies fixed-rate randomized vector quantization under the constraint that the quantizer's output has a given fixed probability distribution. A general representation of randomized quantizers that includes the common models in…

Information Theory · Computer Science 2016-11-15 Naci Saldi , Tamás Linder , Serdar Yüksel

Computing the rate-distortion function for continuous sources is commonly regarded as a standard continuous optimization problem. When numerically addressing this problem, a typical approach involves discretizing the source space and…

Information Theory · Computer Science 2024-05-02 Lingyi Chen , Shitong Wu , Wenyi Zhang , Huihui Wu , Hao Wu

This paper considers a distributed adaptive optimization problem, where all agents only have access to their local cost functions with a common unknown parameter, whereas they mean to collaboratively estimate the true parameter and find the…

Optimization and Control · Mathematics 2025-09-03 Yaqun Yang , Jinlong Lei , Guanghui Wen , Yiguang Hong

The paper studies the problem of filtering a discrete-time linear system observed by a network of sensors. The sensors share a common communication medium to the estimator and transmission is bit and power budgeted. Under the assumption of…

Information Theory · Computer Science 2009-10-07 S. Kar , B. Sinopoli , J. M. F. Moura

We consider a source coding problem with a network scenario in mind, and formulate it as a remote vector Gaussian Wyner-Ziv problem under covariance matrix distortions. We define a notion of minimum for two positive-definite matrices based…

Information Theory · Computer Science 2016-11-03 Adel Zahedi , Jan Østergaard , Søren Holdt Jensen , Patrick A. Naylor , Søren Bech

Likelihood-based deep generative models have been widely investigated for Image Anomaly Detection (IAD), particularly Normalizing Flows, yet their strict architectural invertibility needs often constrain scalability, particularly in…

Computer Vision and Pattern Recognition · Computer Science 2026-04-15 Liangwei Li , Lin Liu , Hanzhe Liang , Juanxiu Liu , Jing Zhang , Ruqian Hao , Xiaohui Du , Yong Liu , Pan Li

Motivated by questions in lossy data compression and by theoretical considerations, we examine the problem of estimating the rate-distortion function of an unknown (not necessarily discrete-valued) source from empirical data. Our focus is…

Information Theory · Computer Science 2013-01-18 M. T. Harrison , I. Kontoyiannis

A causal rate distortion function is defined, its solution is described, and its relation to filtering theory is discussed. The relation to filtering is obtained via a causal constraint imposed on the reconstruction kernel to be realizable.

Information Theory · Computer Science 2012-06-07 Photios A. Stavrou , Charalambos D. Charalambous

This paper is concerned with the theoretical and computational development of a new class of nonlinear filtering algorithms called the optimal transport particle filters (OTPF). The algorithm is based on a recently introduced variational…

Optimization and Control · Mathematics 2023-04-04 Mohammad Al-Jarrah , Bamdad Hosseini , Amirhossein Taghvaei

This paper considers the problem of lossy compression for the computation of a function of two correlated sources, both of which are observed at the encoder. Due to presence of observation costs, the encoder is allowed to observe only…

Information Theory · Computer Science 2013-07-22 Xi Liu , Osvaldo Simeone , Elza Erkip

The Distributed Adaptive Signal Fusion (DASF) framework is a meta-algorithm for computing data-driven spatial filters in a distributed sensing platform with limited bandwidth and computational resources, such as a wireless sensor network.…

Signal Processing · Electrical Eng. & Systems 2024-05-07 Charles Hovine , Alexander Bertrand

In recent years, Rectified flow (RF) has gained considerable popularity largely due to its generation efficiency and state-of-the-art performance. In this paper, we investigate the degree to which RF automatically adapts to the intrinsic…

Machine Learning · Statistics 2026-02-24 Saptarshi Roy , Alessandro Rinaldo , Purnamrita Sarkar

We derive fundamental accuracy limits for distributed localization when a fusion center has access only to independently rate-distortion (RD)-optimally compressed versions of multi-sensor observations, under a line-of-sight propagation…

Information Theory · Computer Science 2026-03-31 Amir Weiss