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Since the weak convergence for stochastic processes does not account for the growth of information over time which is represented by the underlying filtration, a slightly erroneous stochastic model in weak topology may cause huge loss in…

Methodology · Statistics 2024-05-27 Jiajie Tao , Hao Ni , Chong Liu

Approximation of scattered data is often a task in many engineering problems. The Radial Basis Function (RBF) approximation is appropriate for large scattered datasets in d-dimensional space. It is non-separable approximation, as it is…

Numerical Analysis · Mathematics 2018-06-13 Zuzana Majdisova , Vaclav Skala

We propose a method for optimal Bayesian filtering with deterministic particles. In order to avoid particle degeneration, the filter step is not performed at once. Instead, the particles progressively flow from prior to posterior. This is…

Machine Learning · Statistics 2023-03-07 Uwe D. Hanebeck

We consider the problem of rate allocation in a fading Gaussian multiple-access channel (MAC) with fixed transmission powers. Our goal is to maximize a general concave utility function of transmission rates over the throughput capacity…

Information Theory · Computer Science 2008-10-08 Ali ParandehGheibi , Atilla Eryilmaz , Asuman Ozdaglar , Muriel Medard

The connection between forward backward doubly stochastic differential equations and the optimal filtering problem is established without using the Zakai's equation. The solutions of forward backward doubly stochastic differential equations…

Probability · Mathematics 2017-04-07 Feng Bao , Yanzhao Cao , Xiaoping Han

This study investigates the variational posterior convergence rates of inverse problems for partial differential equations (PDEs) with parameters in Besov spaces $B_{pp}^\alpha$ ($p \geq 1$) which are modeled naturally in a Bayesian manner…

Statistics Theory · Mathematics 2026-04-17 Shaokang Zu , Junxiong Jia , Zhiguo Wang

A transmitter without channel state information (CSI) wishes to send a delay-limited Gaussian source over a slowly fading channel. The source is coded in superimposed layers, with each layer successively refining the description in the…

Information Theory · Computer Science 2009-10-22 Chris T. K. Ng , Deniz Gunduz , Andrea Goldsmith , Elza Erkip

This paper presents a variational representation of the Bayes' law using optimal transportation theory. The variational representation is in terms of the optimal transportation between the joint distribution of the (state, observation) and…

Optimization and Control · Mathematics 2022-09-14 Amirhossein Taghvaei , Bamdad Hosseini

Rate-distortion formulation is the information-theoretic approach to the study of signal encoding systems. Since a more general approach to model the nonstationarity exhibited by real-world signals is to use appropriately fitted time…

Information Theory · Computer Science 2019-11-01 Jia-Chyi Wu

In this two part paper we consider a wireless network in which a source terminal communicates with a destination and a relay terminal is occasionally present in close proximity to the source without source's knowledge, suggesting oblivious…

Information Theory · Computer Science 2010-07-27 Evgeniy Braginskiy , Avi Steiner , Shlomo Shamai

Given a stationary state-space model that relates a sequence of hidden states and corresponding measurements or observations, Bayesian filtering provides a principled statistical framework for inferring the posterior distribution of the…

Machine Learning · Statistics 2022-12-01 Michael C. Burkhart

A receiver wants to compute a function of two correlated sources separately observed by two transmitters. One of the transmitters may send a possibly private message to the other transmitter in a cooperation phase before both transmitters…

Information Theory · Computer Science 2015-04-08 Milad Sefidgaran , Aslan Tchamkerten

This paper takes a rate-distortion approach to understanding the information-theoretic laws governing cache-aided communications systems. Specifically, we characterise the optimal tradeoffs between the delivery rate, cache capacity and…

Information Theory · Computer Science 2016-10-25 Roy Timo , Shirin Saeedi Bidokhti , Michèle Wigger , Bernhard C. Geiger

We consider the recovery of a continuous-time Wiener process from a quantized or lossy compressed version of its uniform samples under limited bitrate and sampling rate. We derive a closed form expression for the optimal tradeoff among…

Information Theory · Computer Science 2018-07-27 Alon Kipnis , Andrea J. Goldsmith , Yonina C. Eldar

Many common types of data can be represented as functions that map coordinates to signal values, such as pixel locations to RGB values in the case of an image. Based on this view, data can be compressed by overfitting a compact neural…

Machine Learning · Computer Science 2023-10-31 Zongyu Guo , Gergely Flamich , Jiajun He , Zhibo Chen , José Miguel Hernández-Lobato

We consider the transmission of a memoryless bivariate Gaussian source over an average-power-constrained one-to-two Gaussian broadcast channel. The transmitter observes the source and describes it to the two receivers by means of an…

Information Theory · Computer Science 2009-03-20 Shraga Bross , Amos Lapidoth , Stephan Tinguely

This paper revisits the Gaussian degraded relay channel, where the link that carries information from the source to the destination is a physically degraded version of the link that carries information from the source to the relay. The…

Information Theory · Computer Science 2016-10-19 Silas L. Fong , Vincent Y. F. Tan

This paper studies optimization of zero-delay source-channel codes, and specifically the problem of obtaining globally optimal transformations that map between the source space and the channel space, under a given transmission power…

Information Theory · Computer Science 2013-04-26 Mustafa S. Mehmetoglu , Emrah Akyol , Kenneth Rose

In this paper, we consider the mismatched rate-distortion problem, in which the encoding is done using a codebook, and the encoder chooses the minimum-distortion codeword according to a mismatched distortion function that differs from the…

Information Theory · Computer Science 2022-12-20 Millen Kanabar , Jonathan Scarlett

A transmitter without channel state information (CSI) wishes to send a delay-limited Gaussian source over a slowly fading channel. The source is coded in superimposed layers, with each layer successively refining the description in the…

Information Theory · Computer Science 2009-09-29 Chris T. K. Ng , Deniz Gunduz , Andrea J. Goldsmith , Elza Erkip