English
Related papers

Related papers: An Extremal Inequality for Long Markov Chains

200 papers

We study the transmission of a set of correlated sources $(U_1,\cdots,U_K)$ over a Gaussian multiple access relay channel with time asynchronism between the encoders. We assume that the maximum possible offset ${\mathsf{d_{max}}}(n)$…

Information Theory · Computer Science 2014-08-11 Hamidreza Ebrahimzadeh Saffar , Masoud Badiei Khuzani , Patrick Mitran

Let $X_1,X_2,\ldots$ and $Y_1,Y_2,\ldots$ be two random sequences so that every random variable takes values in a finite set $\mathbb{A}$. We consider a global similarity score $L_n:=L(X_1,\ldots,X_n;Y_1,\ldots,Y_n)$ that measures the…

Probability · Mathematics 2016-02-19 Jüri Lember , Heinrich Matzinger , Joonas Sova , Fabio Zucca

In this paper we propose a method of proving impossibility results based on applying strong data-processing inequalities to estimate mutual information between sets of variables forming certain Markov random fields. The end result is that…

Information Theory · Computer Science 2020-05-22 Yury Polyanskiy , Yihong Wu

For a random variable with a unimodal distribution and finite second moment Gau\ss \, (1823) proved a sharp bound on the probability of the random variable to be outside a symmetric interval around its mode. An alternative proof for it is…

Probability · Mathematics 2023-12-12 Chris A. J. Klaassen

An intuitive outer bound for the multiterminal source coding problem is given. The proposed bound explicitly couples the rate distortion functions for each source and correlation measures which derive from a "strong" data processing…

Information Theory · Computer Science 2013-07-17 Thomas A. Courtade

We investigate the extreme values of a sparse and equicorrelated Gaussian field on a triangle: the correlations on every vertical or horizontal line are all equal to a parameter $r \in [0,1/2]$ and are zero everywhere else. This problem is…

Probability · Mathematics 2026-03-06 Johannes Heiny , Tiefeng Jiang , Tuan Pham , Yongcheng Qi

In this work, we consider two sets of dependent variables $\{X_{1},\ldots,X_{n}\}$ and $\{Y_{1},\ldots,Y_{n}\}$, where $X_{i}\sim EW(\alpha_{i},\lambda_{i},k_{i})$ and $Y_{i}\sim EW(\beta_{i},\mu_{i},l_{i})$, for $i=1,\ldots, n$, which are…

Other Statistics · Statistics 2024-12-18 Ramkrishna Jyoti Samanta , Sangita Das , N. Balakrishnan

We study the joint occurrence of large values of a Markov random field or undirected graphical model associated to a block graph. On such graphs, containing trees as special cases, we aim to generalize recent results for extremes of Markov…

Methodology · Statistics 2023-03-09 Stefka Asenova , Johan Segers

Slepian and Sudakov-Fernique type inequalities, which compare expectations of maxima of Gaussian random vectors under certain restrictions on the covariance matrices, play an important role in probability theory, especially in empirical…

Probability · Mathematics 2014-04-15 Victor Chernozhukov , Denis Chetverikov , Kengo Kato

We study the problem of high-dimensional robust linear regression where a learner is given access to $n$ samples from the generative model $Y = \langle X,w^* \rangle + \epsilon$ (with $X \in \mathbb{R}^d$ and $\epsilon$ independent), in…

We use the Stein-Chen method to study the extremal behaviour of the problem of extremes for univariate and bivariate geometric laws. We obtain a rate for the convergence to the Gumbel distribution of the law of the maximum of i. i. d.…

Probability · Mathematics 2015-10-27 Alessandra Cipriani , Anne Feidt

We consider the distributed source coding system for $L$ correlated Gaussian observations $Y_i, i=1,2, ..., L$. Let $X_i,i=1,2, ..., L$ be $L$ correlated Gaussian random variables and $N_i,$ $i=1,2,... L$ be independent additive Gaussian…

Information Theory · Computer Science 2009-08-09 Yasutada Oohama

We conduct a study of graphical models and discuss the quality of model selection approximation by formulating the problem as a detection problem and examining the area under the curve (AUC). We are specifically looking at the model…

Information Theory · Computer Science 2016-08-26 Navid Tafaghodi Khajavi , Anthony Kuh

We study upper bounds on the sum-rate of multiple-unicasts. We approximate the Generalized Network Sharing Bound (GNS cut) of the multiple-unicasts network coding problem with $k$ independent sources. Our approximation algorithm runs in…

Information Theory · Computer Science 2015-11-17 Karthikeyan Shanmugam , Megasthenis Asteris , Alexandros G. Dimakis

We consider the cascade and triangular rate-distortion problem where side information is known to the source encoder and to the first user but not to the second user. We characterize the rate-distortion region for these problems. For the…

Information Theory · Computer Science 2010-01-12 Haim Permuter , Tsachy Weissman

We consider the joint source-channel coding problem of sending a Gaussian source on a K-user Gaussian broadcast channel with bandwidth mismatch. A new outer bound to the achievable distortion region is derived using the technique of…

Information Theory · Computer Science 2010-11-22 Chao Tian , Suhas Diggavi , Shlomo Shamai

We study linear chance-constrained problems where the coefficients follow a Gaussian mixture distribution. We provide mixed-binary quadratic programs that give inner and outer approximations of the chance constraint based on piecewise…

Optimization and Control · Mathematics 2025-11-24 Shibshankar Dey , Sanjay Mehrotra , Anirudh Subramanyam

In this paper, we consider a distributed remote source coding problem, where a sequence of observations of source vectors is available at the encoder. The problem is to specify the optimal rate for encoding the observations subject to a…

Information Theory · Computer Science 2014-06-05 Adel Zahedi , Jan Ostergaard , Soren Holdt Jensen , Patrick Naylor , Soren Bech

We consider the problem of learning a conditional Gaussian graphical model in the presence of latent variables. Building on recent advances in this field, we suggest a method that decomposes the parameters of a conditional Markov random…

Methodology · Statistics 2017-03-07 Benjamin Frot , Luke Jostins , Gil McVean

We consider the problem of causal source coding and causal decoding of a Gauss--Markov source, where the decoder has causal access to a side-information signal. We define the information causal rate-distortion function with causal decoder…

Information Theory · Computer Science 2020-08-13 Omri Lev , Anatoly Khina