相关论文: A note on rate-distortion functions for nonstation…

We consider the rate distortion problem with side information at the decoder posed and investigated by Wyner and Ziv. The rate distortion function indicating the trade-off between the rate on the data compression and the quality of data…

We consider the recovery of a continuous-time Wiener process from a quantized or lossy compressed version of its uniform samples under limited bitrate and sampling rate. We derive a closed form expression for the optimal tradeoff among…

Shannon's rate-distortion theory treats source symbols as unstructured labels. When the source is a knowledge base equipped with a logical proof system, a natural fidelity criterion is closure fidelity: a reconstruction is acceptable if it…

It is proved that the limit of the normalized rate-distortion functions of block independent approximations of an irreducible, aperiodic Markoff chain is independent of the initial distribution of the Markoff chain and thus, is also equal…

A rate-distortion problem motivated by the consideration of semantic information is formulated and solved. The starting point is to model an information source as a pair consisting of an intrinsic state which is not observable,…

We consider the lossy quantum source coding problem where the task is to compress a given quantum source below its von Neumann entropy. Inspired by the duality connections between the rate-distortion and channel coding problems in the…

In this paper, we study the memory properties of transformations of linear processes. Dittmann and Granger (2002) studied the polynomial transformations of Gaussian FARIMA(0,d,0) processes by applying the orthonormality of the Hermite…

Using multiple stochastic integrals and the Malliavin calculus, we analyze the asymptotic behavior of quadratic variations for a specific non-Gaussian self-similar process, the Rosenblatt process. We apply our results to the design of…

We consider large non-Hermitian random matrices $X$ with complex, independent, identically distributed centred entries and show that the linear statistics of their eigenvalues are asymptotically Gaussian for test functions having…

For the HB problem with the CR constraint, the rate-distortion function is derived under the assumption that the side information sequences are (stochastically) degraded. The rate-distortion function is also calculated explicitly for three…

In this paper, we study parametric nonlinear regression under the Harris recurrent Markov chain framework. We first consider the nonlinear least squares estimators of the parameters in the homoskedastic case, and establish asymptotic theory…

A combined study of non-Hermitian physics and strong correlations can yield numerous intriguing effects. Authors of a previous study on the non-Hermitian Kondo model in the ultracold atoms reported the reversion of the renormalization group…

We consider a class of nonlinear Klein-Gordon equations which are Hamiltonian and are perturbations of linear dispersive equations. The unperturbed dynamical system has a bound state, a spatially localized and time periodic solution. We…

Discretization of continuous stochastic processes is needed to numerically simulate them or to infer models from experimental time series. However, depending on the nature of the process, the same discretization scheme, if not accurate…

We derive a generalization of the Wiener-Khinchin theorem for nonstationary processes by introducing a time-dependent spectral density that is related to the time-averaged power. We use the nonstationary theorem to investigate aging…

In the Wyner-Ziv source coding problem, a source $X$ has to be encoded while the decoder has access to side information $Y$. This paper investigates the indirect setup, in which a latent source $S$, unobserved by both the encoder and the…

This paper presents a model of asymmetric bifurcating autoregressive process with random coefficients. We couple this model with a Galton Watson tree to take into account possibly missing observations. We propose least-squares estimators…

We study dynamical reversibility in stationary stochastic processes from an information theoretic perspective. Extending earlier work on the reversibility of Markov chains, we focus on finitary processes with arbitrarily long conditional…

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…

We derive the explicit form of the rate function for semi-Markov processes. Here, the "random time change trick" plays an essential role. Also, by exploiting the contraction principle of the large deviation theory to the explicit form, we…