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We quantify the large deviations of Gaussian extreme value statistics on closed convex sets in d-dimensional Euclidean space. The asymptotics imply that the extreme value distribution exhibits a rate function that is a simple quadratic…

Probability · Mathematics 2018-10-31 Harsha Honnappa , Raghu Pasupathy , Prateek Jaiswal

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…

Information Theory · Computer Science 2016-05-11 Jingbo Liu , Thomas A. Courtade , Paul Cuff , Sergio Verdu

When two independent analog signals, X and Y are added together giving Z=X+Y, the entropy of Z, H(Z), is not a simple function of the entropies H(X) and H(Y), but rather depends on the details of X and Y's distributions. Nevertheless, the…

Quantum Physics · Physics 2014-02-21 Robert Koenig , Graeme Smith

Extremes of information combining inequalities play an important role in the analysis of sparse-graph codes under message-passing decoding. We introduce new tools for the derivation of such inequalities, and show by means of a concrete…

Information Theory · Computer Science 2012-02-01 Lucas Boczkowski

Through refined asymptotic analysis based on the normal approximation, we study how higher-order coding performance depends on the mean power as well as on finer statistics of the input power. We introduce a multifaceted power model in…

Information Theory · Computer Science 2026-05-13 Adeel Mahmood , Aaron B. Wagner

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 propose a generalization of the quantum entropy power inequality involving conditional entropies. For the special case of Gaussian states, we give a proof based on perturbation theory for symplectic spectra. We discuss some implications…

Quantum Physics · Physics 2015-06-15 Robert Koenig

The problem of broadcasting a pair of correlated Gaussian sources using optimal separate source and channel codes is studied. Considerable performance gains over previously known separate source-channel schemes are observed. Although…

Information Theory · Computer Science 2011-05-10 Yang Gao , Ertem Tuncel

We develop a new method for showing the optimality of the Gaussian distribution in multiterminal information theory problems. As an application of this method we show that Marton's inner bound achieves the capacity of the vector Gaussian…

Information Theory · Computer Science 2012-02-02 Yanlin Geng , Chandra Nair

The entropy power inequality (EPI) and the Brascamp-Lieb inequality (BLI) are fundamental inequalities concerning the differential entropies of linear transformations of random vectors. The EPI provides lower bounds for the differential…

Information Theory · Computer Science 2021-09-28 Venkat Anantharam , Varun Jog , Chandra Nair

Most of the existing classification methods are aimed at minimization of empirical risk (through some simple point-based error measured with loss function) with added regularization. We propose to approach this problem in a more information…

Machine Learning · Computer Science 2015-01-22 Wojciech Marian Czarnecki , Jacek Tabor

Determining the ultimate classical information carrying capacity of electromagnetic waves requires quantum-mechanical analysis to properly account for the bosonic nature of these waves. Recent work has established capacity theorems for…

Quantum Physics · Physics 2008-02-10 Saikat Guha , Jeffrey H. Shapiro , Baris I. Erkmen

Within the framework of linear vector Gaussian channels with arbitrary signaling, closed-form expressions for the Jacobian of the minimum mean square error and Fisher information matrices with respect to arbitrary parameters of the system…

Information Theory · Computer Science 2009-03-12 M. Payaró , D. P. Palomar

The classical multivariate extreme-value theory concerns the modeling of extremes in a multivariate random sample, suggesting the use of max-stable distributions. In this work, the classical theory is extended to the case where aggregated…

Methodology · Statistics 2020-03-12 Enkelejd Hashorva , Simone A. Padoan , Stefano Rizzelli

Fundamental relations between information and estimation have been established in the literature for the continuous-time Gaussian and Poisson channels, in a long line of work starting from the classical representation theorems by Duncan and…

Information Theory · Computer Science 2017-04-19 Jiantao Jiao , Kartik Venkat , Tsachy Weissman

The entropy power inequality for independent random vectors is a foundational result of information theory, with deep connections to probability and geometric functional analysis. Several extensions of the entropy power inequality have been…

Information Theory · Computer Science 2025-12-23 Mokshay Madiman , James Melbourne , Cyril Roberto

We consider the transmission of a memoryless bivariate Gaussian source over an average-power-constrained one-to-two Gaussian broadcast channel. The transmitter observes the source and describes it to the two receivers by means of an…

Information Theory · Computer Science 2009-03-20 Shraga Bross , Amos Lapidoth , Stephan Tinguely

A longstanding open problem in quantum information theory is to find the classical capacity of an optical communication link, modeled as a Gaussian bosonic channel. It has been conjectured that this capacity is achieved by a random coding…

The theory of Extreme Physical Information (EPI) is used to deduce a probability density function (PDF) of a system that exhibits a power law tail. The computed PDF is useful to study and fit several observed distributions in complex…

Data Analysis, Statistics and Probability · Physics 2011-03-21 Ricardo Bonilla , Roberto Zarama , Juan Alejandro Valdivia

While most useful information theoretic inequalities can be deduced from the basic properties of entropy or mutual information, Shannon's entropy power inequality (EPI) seems to be an exception: available information theoretic proofs of the…

Information Theory · Computer Science 2016-11-17 Olivier Rioul