Related papers: The Saddlepoint Approximation: Unified Random Codi…
Monotone inclusions have a wide range of applications, including minimization, saddle-point, and equilibria problems. We introduce new stochastic algorithms, with or without variance reduction, to estimate a root of the expectation of…
It is known, that an $\epsilon$-machine is either exactly or asymptotically synchronizing. In the exact case, the observer can infer the current machine state after observing $L$ generated symbols with probability $1-a^L$ where $0 \leq a<1$…
Multi-time-scale stochastic approximation is an iterative algorithm for finding the fixed point of a set of $N$ coupled operators given their noisy samples. It has been observed that due to the coupling between the decision variables and…
We present nonasymptotic bounds on the maximum coding rate achievable over a Rician block-fading channel for a fixed packet size and a fixed packet error probability. Our bounds, which apply to the scenario where no a priori channel state…
In this study we consider rateless coding over discrete memoryless channels (DMC) with feedback. Unlike traditional fixed-rate codes, in rateless codes each codeword is infinitely long, and the decoding time depends on the confidence level…
This paper establishes the first almost sure convergence rate and the first maximal concentration bound with exponential tails for general contractive stochastic approximation algorithms with Markovian noise. As a corollary, we also obtain…
By application of the theory for second-order linear differential equations with two turning points developed in [Olver F.W.J., Philos. Trans. Roy. Soc. London Ser. A 278 (1975), 137-174], uniform asymptotic approximations are obtained in…
In this paper we present a new error bound on sampling algorithms for frequent itemsets mining. We show that the new bound is asymptotically tighter than the state-of-art bounds, i.e., given the chosen samples, for small enough error…
Given two bounded convex sets $X\subseteq\RR^m$ and $Y\subseteq\RR^n,$ specified by membership oracles, and a continuous convex-concave function $F:X\times Y\to\RR$, we consider the problem of computing an $\eps$-approximate saddle point,…
This paper studies expurgated random-coding bounds and exponents for channel coding with a given (possibly suboptimal) decoding rule. Variations of Gallager's analysis are presented, yielding several asymptotic and non-asymptotic bounds on…
We derive a new upper bound on the reliability function for channel coding over discrete memoryless channels. Our bounding technique relies on two main elements: (i) adding an auxiliary genie-receiver that reveals to the original receiver a…
This paper presents an identity between the multivariate and univariate saddlepoint approximations applied to sample path probabilities for a certain class of stochastic processes. This class, which we term the recursively compounded…
It is known that under fixed-rate information constraints, adaptive quantizers can be used to stabilize an open-loop-unstable linear system on $\mathbb{R}^n$ driven by unbounded noise. These adaptive schemes can be designed so that they…
A \emph{saddlepoint} of an $n \times n$ matrix is an entry that is the maximum of its row and the minimum of its column. Saddlepoints give the \emph{value} of a two-player zero-sum game, corresponding to its pure-strategy Nash equilibria;…
This paper investigates the problem of variable-length lossy source coding allowing a positive excess distortion probability and an overflow probability of codeword lengths. Novel one-shot achievability and converse bounds of the optimal…
New asymptotic upper bounds are presented on the rate of sequences of locally repairable codes (LRCs) with a prescribed relative minimum distance and locality over a finite field $F$. The bounds apply to LRCs in which the recovery functions…
In this paper we consider the problem of uniformity testing with limited memory. We observe a sequence of independent identically distributed random variables drawn from a distribution $p$ over $[n]$, which is either uniform or is…
This paper applies Information Theoretic analysis to packet-based random multiple access communication systems. A new channel coding approach is proposed for coding within each data packet with built-in support for bursty traffic…
We study asymptotic lower and upper bounds for the sizes of constant dimension codes with respect to the subspace or injection distance, which is used in random linear network coding. In this context we review known upper bounds and show…
We consider strongly-convex-strongly-concave saddle-point problems with general non-bilinear objective and different condition numbers with respect to the primal and the dual variables. First, we consider such problems with smooth composite…