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Covariance estimation and selection for multivariate datasets in a high-dimensional regime is a fundamental problem in modern statistics. Gaussian graphical models are a popular class of models used for this purpose. Current Bayesian…

Methodology · Statistics 2019-03-06 Xuan Cao , Shaojun Zhang

Sparse representation leads to an efficient way to approximately recover a signal by the linear composition of a few bases from a learnt dictionary, based on which various successful applications have been achieved. However, in the scenario…

Computer Vision and Pattern Recognition · Computer Science 2018-05-04 Xiang Zhang , Jiarui Sun , Siwei Ma , Zhouchen Lin , Jian Zhang , Shiqi Wang , Wen Gao

This paper deals with the problem of estimating the covariance matrix of a series of independent multivariate observations, in the case where the dimension of each observation is of the same order as the number of observations. Although…

Information Theory · Computer Science 2015-06-03 Jianfeng Yao , Abla Kammoun , Jamal Najim

An information-spectrum approach is applied to solve the multiterminal source coding problem for correlated general sources, where sources may be nonstationary and/or nonergodic, and the distortion measure is arbitrary and may be…

Information Theory · Computer Science 2007-07-13 Shengtian Yang , Peiliang Qiu

We study the problem of maximizing sum rates in a Gaussian interference-limited channel that models multiuser communication in a CDMA wireless network or DSL cable binder. Using tools from nonnegative irreducible matrix theory, in…

Optimization and Control · Mathematics 2008-07-07 Shmuel Friedland , Chee Wei Tan

This paper considers the problem of transmitting the difference of two jointly Gaussian sources over a two-user additive Gaussian noise multiple access channel (MAC). The goal is to recover this difference within an average mean squared…

Information Theory · Computer Science 2008-12-08 Rajiv Soundararajan , Sriram Vishwanath

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…

Information Theory · Computer Science 2007-07-13 Tie Liu , Pramod Viswanath

This work considers stationary vector count time series models defined via deterministic functions of a latent stationary vector Gaussian series. The construction is very general and ensures a pre-specified marginal distribution for the…

Statistics Theory · Mathematics 2023-10-31 Marie-Christine Düker , Robert Lund , Vladas Pipiras

The capacity region of the N-sender Gaussian multiple access channel with feedback is not known in general. This paper studies the class of linear-feedback codes that includes (nonlinear) nonfeedback codes at one extreme and the…

Information Theory · Computer Science 2011-06-06 Ehsan Ardestanizadeh , Michele A. Wigger , Young-Han Kim , Tara Javidi

We consider the problem of distributed estimation of a Gaussian vector with linear observation model. Each sensor makes a scalar noisy observation of the unknown vector, quantizes its observation, maps it to a digitally modulated symbol,…

Information Theory · Computer Science 2020-05-01 Mojtaba Shirazi , Azadeh Vosoughi

This work develops problem statements related to encoders and autoencoders with the goal of elucidating variational formulations and establishing clear connections to information-theoretic concepts. Specifically, four problems with varying…

Information Theory · Computer Science 2021-07-15 Karthik Duraisamy

This article provides a central limit theorem for a consistent estimator of population eigenvalues with large multiplicities based on sample covariance matrices. The focus is on limited sample size situations, whereby the number of…

Probability · Mathematics 2011-08-31 Jianfeng Yao , Romain Couillet , Jamal Najim , Merouane Debbah

The performance gain by allowing half-duplex source cooperation is studied for Gaussian interference channels. The source cooperation is {\em in-band}, meaning that each source can listen to the other source's transmission, but there is no…

Information Theory · Computer Science 2014-02-06 Rui Wu , Vinod Prabhakaran , Pramod Viswanath , Yi Wang

We study the problem of estimating the mean of a multivariatedistribution based on independent samples. The main result is the proof of existence of an estimator with a non-asymptotic sub-Gaussian performance for all distributions…

Statistics Theory · Mathematics 2016-07-20 Emilien Joly , Gábor Lugosi , Roberto I. Oliveira

The source-coding problem with side information at the decoder is studied subject to a constraint that the encoder---to whom the side information is unavailable---be able to compute the decoder's reconstruction sequence to within some…

Information Theory · Computer Science 2016-11-15 Amos Lapidoth , Andreas Malär , Michèle Wigger

Information transmission over channels with transceiver distortion is investigated via generalized mutual information (GMI) under Gaussian input distribution and nearest-neighbor decoding. A canonical transceiver structure in which the…

Information Theory · Computer Science 2016-02-11 Wenyi Zhang

We study distributed estimation of a Gaussian mean under communication constraints in a decision theoretical framework. Minimax rates of convergence, which characterize the tradeoff between the communication costs and statistical accuracy,…

Statistics Theory · Mathematics 2020-02-11 T. Tony Cai , Hongji Wei

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 $X_2 : \Omega \rightarrow {\mathbb R}^{p_2}$…

Information Theory · Computer Science 2022-05-17 Evagoras Stylianou , Charalambos D. Charalambous , Jan H. van Schuppen

In this paper we analyze the joint rate distortion function (RDF), for a tuple of correlated sources taking values in abstract alphabet spaces (i.e., continuous) subject to two individual distortion criteria. First, we derive structural…

Information Theory · Computer Science 2021-05-11 Evagoras Stylianou , Charalambos D. Charalambous , Themistoklis Charalambous

A hybrid communication network with a common analog signal and an independent digital data stream as input to each node in a multiple access network is considered. The receiver/base-station has to estimate the analog signal with a given…

Information Theory · Computer Science 2018-11-27 Viswanathan Ramachandran , Sibi Raj B Pillai , Vinod M Prabhakaran
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