Related papers: On Continuous-Time Gaussian Channels
We propose a modeling framework for stochastic systems, termed Gaussian behaviors, that describes finite-length trajectories of a system as a Gaussian process. The proposed model naturally quantifies the uncertainty in the trajectories, yet…
We present an abstract framework for analyzing the weak error of fully discrete approximation schemes for linear evolution equations driven by additive Gaussian noise. First, an abstract representation formula is derived for sufficiently…
Latent variable time-series models are among the most heavily used tools from machine learning and applied statistics. These models have the advantage of learning latent structure both from noisy observations and from the temporal ordering…
For the additive Gaussian noise channel with average codeword power constraint, sparse superposition codes and adaptive successive decoding is developed. Codewords are linear combinations of subsets of vectors, with the message indexed by…
Sampling theory encompasses all aspects related to the conversion of continuous-time signals to discrete streams of numbers. The famous Shannon-Nyquist theorem has become a landmark in the development of digital signal processing. In modern…
Bayesian learning using Gaussian processes provides a foundational framework for making decisions in a manner that balances what is known with what could be learned by gathering data. In this dissertation, we develop techniques for…
We derive upper bounds on the Wasserstein distance ($W_1$), with respect to $\sup$-norm, between any continuous $\mathbb{R}^d$ valued random field indexed by the $n$-sphere and the Gaussian, based on Stein's method. We develop a novel…
We consider the rate-distortion function for lossy source compression, as well as the channel capacity for error correction, through the lens of distributional robustness. We assume that the distribution of the source or of the additive…
We propose a covert communication protocol for the spread-spectrum multiple random access with additive white Gaussian noise (AWGN) channel. No existing paper has studied covert communication for the random access channel. Our protocol…
This paper studies the third-order characteristic of nonsingular discrete memoryless channels and the Gaussian channel with a maximal-power constraint. The third-order term in our expansions employs a new quantity here called the channel…
Inferring the causal direction and causal effect between two discrete random variables X and Y from a finite sample is often a crucial problem and a challenging task. However, if we have access to observational and interventional data, it…
The frequentist definition of sensitivity of a search for new phenomena proposed in arXiv:0308063 has been utilized in a number of published experimental searches. In most cases, the simple approximate formula for the common problem of…
Achievability and converse results for the lossy transmission of correlated sources over Shannon's two-way channels (TWCs) are presented. A joint source-channel coding theorem for independent sources and TWCs for which adaptation cannot…
In our companion paper [1], an information identity decomposition has been derived, which can be interpreted as a law of conservation of information flows in feedback systems. In this paper, we further investigate this decomposition result…
White noise is a fundamental and fairly well understood stochastic process that conforms the conceptual basis for many other processes, as well as for the modeling of time series. Here we push a fresh perspective toward white noise that,…
The aim of this note is to propose a novel numerical scheme for drift-less one dimensional stochastic differential equations of It\^o's type driven by standard Brownian motion. Our approximation method is equivalent to the well known…
This paper proposes a new model called \emph{spatial continuum asymmetric channels} to study the channel capacity region of asymmetric scenarios in which either one source transmits to a spatial density of receivers or a density of…
The results of a series of theoretical studies are reported, examining the convergence rate for different approximate representations of $\alpha$-stable distributions. Although they play a key role in modelling random processes with jumps…
In this paper we consider the generalized approximate message passing (GAMP) algorithm for recovering a sparse signal from modulo samples of randomized projections of the unknown signal. The modulo samples are obtained by a self-reset (SR)…
Hybrid Bayesian Networks (HBNs), which contain both discrete and continuous variables, arise naturally in many application areas (e.g., image understanding, data fusion, medical diagnosis, fraud detection). This paper concerns inference in…