Related papers: An Extremal Inequality for Long Markov Chains
We consider the $k$-user successive refinement problem with causal decoder side information and derive an exponential strong converse theorem. The rate-distortion region for the problem can be derived as a straightforward extension of the…
We develop Gaussian approximations for high-dimensional vectors formed by second-order $U$- and $V$-statistics whose kernels depend on sample size under independent but not identically distributed (i.n.i.d.) sampling. Our results hold…
We study the pointwise maximum likelihood estimation rates for a class of Gaussian mixtures that are invariant under the action of some isometry group. This model is also known as multi-reference alignment, where random isometries of a…
Extreme value functionals of stochastic processes are inverse functionals of the first passage time -- a connection that renders their probability distribution functions equivalent. Here, we deepen this link and establish a framework for…
We propose a novel coupling inequality of the min-max type for two random matrices with finite absolute third moments, which generalizes the quantitative versions of the well-known inequalities by Gordon. Previous results have calculated…
The Ingleton inequality is a classical linear information inequality that holds for representable matroids but fails to be universally valid for entropic vectors. Understanding the extent to which this inequality can be violated has been a…
Density-dependent Markov chains form an important class of continuous-time Markov chains in population dynamics. On any fixed time window [0, T ], when the scale parameter K > 0 is large such chains are well approximated by the solution of…
Introducing inequality constraints in Gaussian process (GP) models can lead to more realistic uncertainties in learning a great variety of real-world problems. We consider the finite-dimensional Gaussian approach from Maatouk and Bay (2017)…
The Gray and Wyner lossy source coding for a simple network for sources that generate a tuple of jointly Gaussian random variables (RVs) $X_1 : \Omega \rightarrow {\mathbb R}^{p_1}$ and $X_2 : \Omega \rightarrow {\mathbb R}^{p_2}$, with…
We derive uniform convergence rates for the maximum likelihood estimator and minimax lower bounds for parameter estimation in two-component location-scale Gaussian mixture models with unequal variances. We assume the mixing proportions of…
Since the publication of Shannon's theory of one terminal source coding, a number of interesting extensions have been derived by researchers such as Slepian-Wolf, Wyner, Ahlswede-K\"{o}rner, Wyner-Ziv and Berger-Yeung. Specifically, the…
We prove a version of the multidimensional Fourth Moment Theorem for chaotic random vectors, in the general context of diffusion Markov generators. In addition to the usual componentwise convergence and unlike the infinite-dimensional…
We consider the problem of model selection in Gaussian Markov fields in the sample deficient scenario. The benchmark information-theoretic results in the case of d-regular graphs require the number of samples to be at least proportional to…
The partial sum of the states of a Markov chain or more generally a Markov source is asymptotically normally distributed under suitable conditions. One of these conditions is that the variance is unbounded. A simple combinatorial…
For two large matrices ${\mathbf X}$ and ${\mathbf Y}$ with Gaussian i.i.d.\ entries and dimensions $T\times N_X$ and $T\times N_Y$, respectively, we derive the probability distribution of the singular values of $\mathbf{X}^T \mathbf{Y}$ in…
We propose a fast algorithm for the probabilistic solution of boundary value problems (BVPs), which are ordinary differential equations subject to boundary conditions. In contrast to previous work, we introduce a Gauss--Markov prior and…
This paper studies the random-coding exponent of joint source-channel coding for the multiple-access channel with correlated sources. For each user, by defining a threshold, the messages of each source are partitioned into two classes. The…
Markov chains can be used to generate samples whose distribution approximates a given target distribution. The quality of the samples of such Markov chains can be measured by the discrepancy between the empirical distribution of the samples…
Examined in this paper, is the Gray and Wyner achievable lossy rate region for a tuple of correlated multivariate Gaussian random variables (RVs) $X_1 : \Omega \rightarrow {\mathbb R}^{p_1}$ and $X_2 : \Omega \rightarrow {\mathbb R}^{p_2}$…
We consider Markov chains on general state spaces in stationary random environment which are defined by a random mapping that is contractive up to a bounded perturbation. We prove their convergence to a limiting law, providing convergence…