相关论文: Variational Equalities of Directed Information and…

Distributional reinforcement learning (DRL) has achieved empirical success in various domains. One core task in DRL is distributional policy evaluation, which involves estimating the return distribution $\eta^\pi$ for a given policy $\pi$.…

Distributed inference/estimation in Bayesian framework in the context of sensor networks has recently received much attention due to its broad applicability. The variational Bayesian (VB) algorithm is a technique for approximating…

We propose a novel data-driven method to accelerate the convergence of Alternating Direction Method of Multipliers (ADMM) for solving distributed DC optimal power flow (DC-OPF) where lines are shared between independent network partitions.…

Adversarial learning methods have been proposed for a wide range of applications, but the training of adversarial models can be notoriously unstable. Effectively balancing the performance of the generator and discriminator is critical,…

We extend the Rate-Distortion-Perception (RDP) framework to the R\'enyi information-theoretic regime, utilizing Sibson's $\alpha$-mutual information to characterize the fundamental limits under distortion and perception constraints. For…

Information estimates such as the ``direct method'' of Strong et al. (1998) sidestep the difficult problem of estimating the joint distribution of response and stimulus by instead estimating the difference between the marginal and…

We revisit the sequential rate-distortion (SRD) trade-off problem for vector-valued Gauss-Markov sources with mean-squared error distortion constraints. We show via a counterexample that the dynamic reverse water-filling algorithm suggested…

Studies of sparse representation of deterministic signals have been well developed. Amongst there exists one called adaptive Fourier decomposition (AFD) established through adaptive selections of the parameters defining a Takenaka-Malmquist…

We extend the Blahut-Arimoto algorithm for maximizing Massey's directed information. The algorithm can be used for estimating the capacity of channels with delayed feedback, where the feedback is a deterministic function of the output. In…

Information measures can be constructed from R\'enyi divergences much like mutual information from Kullback-Leibler divergence. One such information measure is known as Sibson $\alpha$-mutual information and has received renewed attention…

We introduce an inequality which may be viewed as a generalization of both the Brascamp-Lieb inequality and its reverse (Barthe's inequality), and prove its information-theoretic (i.e.\ entropic) formulation. This result leads to a unified…

Differential dynamic programming (DDP) is a popular technique for solving nonlinear optimal control problems with locally quadratic approximations. However, existing DDP methods are not designed for stochastic systems with unknown…

Generalized Advantage Estimation (GAE) has been used to mitigate the computational complexity of reinforcement learning (RL) by employing an exponentially weighted estimation of the advantage function to reduce the variance in policy…

Approximation of scattered data is often a task in many engineering problems. The Radial Basis Function (RBF) approximation is appropriate for large scattered (unordered) datasets in d-dimensional space. This approach is useful for a higher…

We study the Automatic Relevance Determination procedure applied to deep neural networks. We show that ARD applied to Bayesian DNNs with Gaussian approximate posterior distributions leads to a variational bound similar to that of…

We propose a new estimator to measure directed dependencies in time series. The dimensionality of data is first reduced using a new non-uniform embedding technique, where the variables are ranked according to a weighted sum of the amount of…

We consider a remote source coding problem subject to a {distortion function}. Contrary to the use of the classical separable distortion criterion, herein we consider the more general, $f$-separable distortion measure and study its…

A space-time adaptive decision feedback (DF) receiver using recurrent neural networks (RNN) is proposed for joint equalization and interference suppression in direct-sequence code-division-multiple-access (DS-CDMA) systems equipped with…

In this paper, we develop {finite-time horizon} causal filters using the nonanticipative rate distortion theory. We apply the {developed} theory to {design optimal filters for} time-varying multidimensional Gauss-Markov processes, subject…

Directed information (DI) is an information measure that attempts to capture directionality in the flow of information from one random process to another. It is closely related to other causal influence measures, such as transfer entropy,…