Related papers: An Extremal Inequality for Long Markov Chains
We prove a new extremal inequality, motivated by the vector Gaussian broadcast channel and the distributed source coding with a single quadratic distortion constraint problems. As a corollary, this inequality yields a generalization of the…
We establish sharp tail asymptotics for component-wise extreme values of bivariate Gaussian random vectors with arbitrary correlation between the components. We consider two scaling regimes for the tail event in which we demonstrate the…
The extremal inequality approach plays a key role in network information theory problems. In this paper, we propose a novel monotone path construction in product probability space. The optimality of Gaussian distribution is then established…
In this work, the rate region of the vector Gaussian multiple description problem with individual and central quadratic distortion constraints is studied. In particular, an outer bound to the rate region of the L-description problem is…
We establish a simple variance inequality for U-statistics whose underlying sequence of random variables is an ergodic Markov Chain. The constants in this inequality are explicit and depend on computable bounds on the mixing rate of the…
We investigate the problem of the successive refinement for Wyner-Ziv coding with degraded side information and obtain a complete characterization of the rate region for the quadratic vector Gaussian case. The achievability part is based on…
We consider a distributed source coding problem of $L$ correlated Gaussian observations $Y_i, i=1,2,...,L$. We assume that the random vector $Y^{L}={}^{\rm t} (Y_1,Y_2,$ $...,Y_L)$ is an observation of the Gaussian random vector…
We derive the second order rates of joint source-channel coding, whose source obeys an irreducible and ergodic Markov process when the channel is a discrete memoryless, while a previous study solved it only in a special case. We also…
We consider the problem of source coding subject to a fidelity criterion for the Gray-Wyner network that connects a single source with two receivers via a common channel and two private channels. The pareto-optimal trade-offs between the…
L multiple descriptions of a vector Gaussian source for individual and central receivers are investigated. The sum rate of the descriptions with covariance distortion measure constraints, in a positive semidefinite ordering, is exactly…
Markov networks are frequently used in sciences to represent conditional independence relationships underlying observed variables arising from a complex system. It is often of interest to understand how an underlying network differs between…
We determine the rate region of the Gaussian scalar-help-vector source-coding problem under a covariance matrix distortion constraint. The rate region is achieved by a Gaussian achievable scheme. We introduce a novel outer bounding…
We determine the rate region of the quadratic Gaussian two-encoder source-coding problem. This rate region is achieved by a simple architecture that separates the analog and digital aspects of the compression. Furthermore, this architecture…
Consider the two-way rate-distortion problem in which a helper sends a common limited-rate message to both users based on side information at its disposal. We characterize the region of achievable rates and distortions where a Markov form…
We establish the rate region of an extended Gray-Wyner system for 2-DMS $(X,Y)$ with two additional decoders having complementary causal side information. This extension is interesting because in addition to the operationally significant…
Consider a pair of correlated Gaussian sources (X1,X2). Two separate encoders observe the two components and communicate compressed versions of their observations to a common decoder. The decoder is interested in reconstructing a linear…
Maximum likelihood estimation of large Markov-switching vector autoregressions (MS-VARs) can be challenging or infeasible due to parameter proliferation. To accommodate situations where dimensionality may be of comparable order to or…
We propose two new measures for extracting the unique information in $X$ and not $Y$ about a message $M$, when $X, Y$ and $M$ are joint random variables with a given joint distribution. We take a Markov based approach, motivated by…
We determine the rate region of the vector Gaussian one-helper source-coding problem under a covariance matrix distortion constraint. The rate region is achieved by a simple scheme that separates the lossy vector quantization from the…
This paper quantifies the intuitive observation that adding noise reduces available information by means of non-linear strong data processing inequalities. Consider the random variables $W\to X\to Y$ forming a Markov chain, where $Y=X+Z$…