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In this paper, we study finite-sample properties of the least squares estimator in first order autoregressive processes. By leveraging a result from decoupling theory, we derive upper bounds on the probability that the estimate deviates by…

Statistics Theory · Mathematics 2020-05-26 Rodrigo A. González , Cristian R. Rojas

We establish a general formula for the maximum size of finite length block codes with minimum pairwise distance no less than $d$. The achievability argument involves an iterative construction of a set of radius-$d$ balls, each centered at a…

Information Theory · Computer Science 2018-05-03 Ling-Hua Chang , Po-Ning Chen , Vincent Y. F. Tan , Carol Wang , Yunghsiang S. Han

This paper provides upper and lower bounds on the optimal guessing moments of a random variable taking values on a finite set when side information may be available. These moments quantify the number of guesses required for correctly…

Information Theory · Computer Science 2018-06-22 Igal Sason , Sergio Verdú

The robustness of risk measures to changes in underlying loss distributions (distributional uncertainty) is of crucial importance in making well-informed decisions. In this paper, we quantify, for the class of distortion risk measures with…

Risk Management · Quantitative Finance 2023-03-14 Carole Bernard , Silvana M. Pesenti , Steven Vanduffel

This paper finds new tight finite-blocklength bounds for the best achievable lossy joint source-channel code rate, and demonstrates that joint source-channel code design brings considerable performance advantage over a separate one in the…

Information Theory · Computer Science 2014-02-05 Victoria Kostina , Sergio Verdú

We consider covariance parameter estimation for a Gaussian process under inequality constraints (boundedness, monotonicity or convexity) in fixed-domain asymptotics. We address the estimation of the variance parameter and the estimation of…

Statistics Theory · Mathematics 2021-11-04 François Bachoc , Agnès Lagnoux , Andrés F. López-Lopera

The problem of channel coding with the erasure option is revisited for discrete memoryless channels. The interplay between the code rate, the undetected and total error probabilities is characterized. Using the information spectrum method,…

Information Theory · Computer Science 2015-10-22 Masahito Hayashi , Vincent Y. F. Tan

Consider a general quantum stochastic source that emits at discrete time steps quantum pure states which are chosen from a finite alphabet according to some probability distribution which may depend on the whole history. Also, fix two…

Quantum Physics · Physics 2024-12-05 George Androulakis , Rabins Wosti

We consider the problem of approximating the Langevin dynamics of inertial particles being transported by a background flow. In particular, we study an acceleration corrected advection-diffusion approximation to the Langevin dynamics, a…

Probability · Mathematics 2026-02-24 Yoichiro Mori , Chanoknun Sintavanuruk , Truong-Son P. Van

We explore an error-bounded lossy compression approach for reducing scientific data associated with 2D/3D unstructured meshes. While existing lossy compressors offer a high compression ratio with bounded error for regular grid data,…

Graphics · Computer Science 2024-04-04 Congrong Ren , Xin Liang , Hanqi Guo

The generalized Poor-Verdu error lower bound for multihypothesis testing is revisited. Its asymptotic expression is established in closed-form as its tilting parameter grows to infinity. It is also shown that the asymptotic generalized…

Information Theory · Computer Science 2020-01-07 Ling-Hua Chang , Po-Ning Chen , Fady Alajaji , Yunghsiang S. Han

We investigate the upper and lower bounds on the quantization distortions for independent and identically distributed sources in the finite block-length regime. Based on the convex optimization framework of the rate-distortion theory, we…

Information Theory · Computer Science 2013-06-21 Chen Gong , Xiaodong Wang

An effective 'on-the-fly' mechanism for stochastic lossy coding of Markov sources using string matching techniques is proposed in this paper. Earlier work has shown that the rate-distortion bound can be asymptotically achieved by a 'natural…

Information Theory · Computer Science 2023-01-18 Ahmed Elshafiy , Kenneth Rose

We derive conditional a priori error estimates of a wide class of finite volume and Runge-Kutta discontinuous Galerkin methods with abstract limiting for hyperbolic systems of conservation laws in 1D via the verification of weak consistency…

Numerical Analysis · Mathematics 2025-06-23 Fabio Leotta

Using the techniques of [arXiv:0911.4271], upper bounds for a given confidence level are modified in an optimal fashion to incorporate the a priori information that the parameter being estimated is non-negative. A paradox with different…

Data Analysis, Statistics and Probability · Physics 2009-12-09 Fyodor V. Tkachov

In this paper, we establish novel data-dependent upper bounds on the generalization error through the lens of a "variable-size compressibility" framework that we introduce newly here. In this framework, the generalization error of an…

Machine Learning · Statistics 2024-06-12 Milad Sefidgaran , Abdellatif Zaidi

This paper investigates total variation minimization in one spatial dimension for the recovery of gradient-sparse signals from undersampled Gaussian measurements. Recently established bounds for the required sampling rate state that uniform…

Information Theory · Computer Science 2022-04-12 Martin Genzel , Maximilian März , Robert Seidel

This paper presents new lower and upper bounds for the compression rate of binary prefix codes optimized over memoryless sources according to various nonlinear codeword length objectives. Like the most well-known redundancy bounds for…

Information Theory · Computer Science 2010-10-08 Michael B. Baer

In this paper, we precisely quantify the wavelet compressibility of compound Poisson processes. To that end, we expand the given random process over the Haar wavelet basis and we analyse its asymptotic approximation properties. By only…

Information Theory · Computer Science 2021-12-20 Shayan Aziznejad , Julien Fageot

We establish uniform error bounds of a finite difference method for the Klein-Gordon-Zakharov system (KGZ) with a dimensionless parameter $\varepsilon \in (0,1]$, which is inversely proportional to the acoustic speed. In the subsonic limit…

Numerical Analysis · Mathematics 2018-06-20 Weizhu Bao , Chunmei Su