Related papers: Mutual Information, Relative Entropy and Estimatio…
This paper investigates achievable information rates and error exponents of mismatched decoding when the channel belongs to the class of channels that are close to the decoding metric in terms of relative entropy. For both discrete- and…
A continuous-time white Gaussian channel can be formulated using a white Gaussian noise, and a conventional way for examining such a channel is the sampling approach based on the Shannon-Nyquist sampling theorem, where the original…
While information theory has been introduced to characterize the fundamental limitations of control and filtering for a few decades, the existing information-theoretic methods are indirect and cumbersome for analyzing the limitations of…
Unveiling a fundamental link between information theory and estimation theory, the I-MMSE relationship by Guo, Shamai and Verdu~\cite{gu05}, together with its numerous extensions, has great theoretical significance and various practical…
We introduce the minimal maximally predictive models ({\epsilon}-machines) of processes generated by certain hidden semi-Markov models. Their causal states are either hybrid discrete-continuous or continuous random variables and…
Efficient information processing is crucial for both living organisms and engineered systems. The mutual information rate, a core concept of information theory, quantifies the amount of information shared between the trajectories of input…
In recent years, infinite-dimensional methods have been introduced for the Gaussian channels estimation. The aim of this paper is to study the application of similar methods to Poisson channels. In particular we compute the Bayesian…
Multilayer (or deep) networks are powerful probabilistic models based on multiple stages of a linear transform followed by a non-linear (possibly random) function. In general, the linear transforms are defined by matrices and the non-linear…
Estimating mutual information (MI) from samples is a fundamental problem in statistics, machine learning, and data analysis. Recently it was shown that a popular class of non-parametric MI estimators perform very poorly for strongly…
Fundamental limitations or performance trade-offs/limits are important properties and constraints of both control and filtering systems. Among various trade-off metrics, total information rate that characterizes the sensitivity trade-offs…
For vector Gaussian channels, a precise differential connection between channel capacity and a quantity termed normalized optimal detection error (NODE) is presented. Then, this C-NODE relationship is extended to continuous-time Gaussian…
The data for many classification problems, such as pattern and speech recognition, follow mixture distributions. To quantify the optimum performance for classification tasks, the Shannon mutual information is a natural information-theoretic…
The dissipation of general convex entropies for continuous time Markov processes can be described in terms of backward martingales with respect to the tail filtration. The relative entropy is the expected value of a backward submartingale.…
One of the most fundamental questions one can ask about a pair of random variables X and Y is the value of their mutual information. Unfortunately, this task is often stymied by the extremely large dimension of the variables. We might hope…
We generalize a result by Carlen and Cordero-Erausquin on the equivalence between the Brascamp-Lieb inequality and the subadditivity of relative entropy by allowing for random transformations (a broadcast channel). This leads to a unified…
We investigate connections between information-theoretic and estimation-theoretic quantities in vector Poisson channel models. In particular, we generalize the gradient of mutual information with respect to key system parameters from the…
As shown by M\'edard, the capacity of fading channels with imperfect channel-state information (CSI) can be lower-bounded by assuming a Gaussian channel input $X$ with power $P$ and by upper-bounding the conditional entropy $h(X|Y,\hat{H})$…
Unveiling a fundamental link between information theory and estimation theory, the I-MMSE relation by Guo, Shamai and Verdu~\cite{gu05}, together with its numerous extensions, has great theoretical significance and various practical…
We study the remote estimation of a linear Gaussian system over a channel that wears out over time and with every use. The sensor can either transmit a fresh measurement in the current time slot, restore the channel quality at the cost of…
Markov Random Field models are powerful tools for the study of complex systems. However, little is known about how the interactions between the elements of such systems are encoded, especially from an information-theoretic perspective. In…