Search

The paper addresses a sequential changepoint detection problem for a general stochastic model, assuming that the observed data may be non-i.i.d. (i.e., dependent and non-identically distributed) and prior distribution of the change point is arbitrary. Tartakovsky and Veeravalli (2005), Baron and Tartakovsky (2006), and, more recently, Tartakovsky (2017) developed a general asymptotic theory of changepoint detection for non-i.i.d. stochastic models, assuming certain stability of the log-likelihood ratio process, in the case of simple hypotheses when both pre-change and post-change models are completely specified. However, in most applications, the post-change distribution is not completely known. In the present paper, we generalize previous results to the case of parametric uncertainty, assuming that the parameter of the post-change distribution is unknown. We introduce two detection rules based on mixtures–the mixture Shiryaev rule and the mixture Shiryaev–Roberts rule–and study their asymptotic properties in the Bayesian context. In particular, we provide sufficient conditions under which these rules are first-order asymptotically optimal, minimizing moments of the delay to detection as the probability of false alarm approaches zero. [ABSTRACT FROM AUTHOR]

In this paper, we consider distributed testing problems with cascaded encoders, which allow cascaded communications among encoders so that each encoder can utilize messages from other encoders for encoding. We first focus on a special case of testing against independence and design a scheme that enables each encoder to take advantage of extra information from other encoders. We also derive a matching upper bound and prove that the designed scheme is optimal. We then investigate the case with general hypotheses and obtain a lower bound on the type 2 error exponent. We further compare the performances that can be achieved by schemes with and without cascaded communications. We show that cascaded communication improves the performance in terms of the type 2 error exponent under positive rate communication constraints. On the other hand, we prove that cascaded communication does not provide performance gain under zero-rate communication constraints. [ABSTRACT FROM AUTHOR]

All-or-nothing transforms (AONTs) were proposed by Rivest as a message preprocessing technique for encrypting data to protect against brute-force attacks, and have numerous applications in cryptography and information security. Later the unconditionally secure AONTs and their combinatorial characterization were introduced by Stinson. Informally, a combinatorial AONT is an array with the unbiased requirements and its security properties in general depend on the prior probability distribution on the inputs $s$ -tuples. Recently, it was shown by Esfahani and Stinson that a combinatorial AONT has perfect security provided that all the inputs $s$ -tuples are equiprobable, and has weak security provided that all the inputs $s$ -tuples are with non-zero probability. This paper aims to explore on the gap between perfect security and weak security for combinatorial $(t,s,v)$ -AONTs. Concretely, we consider the typical scenario that all the $s$ inputs take values independently (but not necessarily identically) and quantify the amount of information $H(\mathcal {X}|\mathcal {Y})$ about any $t$ inputs $\mathcal {X}$ that is not revealed by any $s-t$ outputs $\mathcal {Y}$. In particular, we establish the general lower and upper bounds on $H(\mathcal {X}|\mathcal {Y})$ for combinatorial AONTs using information-theoretic techniques, and also show that the derived bounds can be attained in certain cases. Furthermore, the discussions are extended for the security properties of combinatorial asymmetric AONTs. [ABSTRACT FROM AUTHOR]

Let $q\geq 2$ be a prime power. In this paper, we study the distribution of the minimum distance (in the Hamming metric) of a random linear code of dimension $k$ in $\mathbb {F}_{q}^{n}$. We provide quantitative estimates showing that the distribution function of the minimum distance is close (superpolynomially in $n$) to the cumulative distribution function of the minimum of $(q^{k}-1)/(q-1)$ independent binomial random variables with parameters $\frac {1}{q}$ and $n$. The latter, in turn, converges to a Gumbel distribution at integer points when $\frac {k}{n}$ converges to a fixed number in (0, 1). Our result confirms in a strong sense that apart from identification of the weights of proportional codewords, the probabilistic dependencies introduced by the linear structure of the random code, produce a negligible effect on the minimum code weight. As a corollary of the main result, we obtain an improvement of the Gilbert–Varshamov bound for $2< q< 49$. [ABSTRACT FROM AUTHOR]

We investigate a privacy-signaling game problem in which a sender with privacy concerns observes a pair of correlated random vectors which are modeled as jointly Gaussian. The sender aims to hide one of these random vectors and convey the other one whereas the objective of the receiver is to accurately estimate both of the random vectors. We analyze these conflicting objectives in a game theoretic framework with quadratic costs where depending on the commitment conditions (of the sender), we consider Nash or Stackelberg (Bayesian persuasion) equilibria. We show that a payoff dominant Nash equilibrium among all admissible policies is attained by a set of explicitly characterized linear policies. We also show that a payoff dominant Nash equilibrium coincides with a Stackelberg equilibrium. We formulate the information bottleneck problem within our Stackelberg framework under the mean squared error distortion criterion where the information bottleneck setup has a further restriction that only one of the random variables is observed at the sender. We show that this MMSE Gaussian Information Bottleneck Problem admits a linear solution which is explicitly characterized in the paper. We provide explicit conditions on when the optimal solutions, or equilibrium solutions in the Nash setup, are informative or noninformative. [ABSTRACT FROM AUTHOR]

The notion of compressibility of a random measure is a rather general concept which find applications in many contexts from data compression, to signal quantization, and parameter estimation. While compressibility for discrete and continuous measures is generally well understood, the case of discrete-continuous measures is quite subtle. In this paper, we focus on a class of multi-dimensional random measures that have singularities on affine lower-dimensional subsets. We refer to this class of random variables as affinely singular. Affinely singular random vectors naturally arises when considering linear transformation of component-wise independent discrete-continuous random variables. To measure the compressibility of such distributions, we introduce the new notion of dimensional-rate bias (DRB) which is closely related to the entropy and differential entropy in discrete and continuous cases, respectively. Similar to entropy and differential entropy, DRB is useful in evaluating the mutual information between distributions of the aforementioned type. Besides the DRB, we also evaluate the the RID of these distributions. We further provide an upper-bound for the RID of multi-dimensional random measures that are obtained by Lipschitz functions of component-wise independent discrete-continuous random variables (X). The upper-bound is shown to be achievable when the Lipschitz function is $A \mathrm {X}$ , where $A$ satisfies ${\mathrm{ SPARK}}({A_{m\times n}}) = m+1$ (e.g., Vandermonde matrices). When considering discrete-domain moving-average processes with non-Gaussian excitation noise, the above results allow us to evaluate the block-average RID and DRB, as well as to determine a relationship between these parameters and other existing compressibility measures. [ABSTRACT FROM AUTHOR]

Recently, $\varepsilon $ -almost dual universal2 hash functions have been proposed as a new and wider class of hash functions. Using this class of hash functions, several efficient hash functions were proposed. This paper evaluates the security performance when we apply this kind of hash functions. We evaluate the security in several kinds of setting based on the L_{1} distinguishability criterion and the modified mutual information criterion. The obtained evaluation is based on smoothing of Rényi entropy of order 2 and/or min entropy. We clarify the difference between these two methods. [ABSTRACT FROM AUTHOR]

Let $A$ be an n \times n$ matrix, X$ be an n \times p$ matrix, and Y = AX$ . A challenging and important problem in data analysis, motivated by dictionary learning and other practical problems, is to recover both A $ and X$ , given Y$ . Under normal circumstances, it is clear that this problem is underdetermined. However, in the case, when X$ is sparse and random, Spielman et al. showed that one can recover both A and they conjectured that p \ge C n \log n$ suffices. The bound n \log n$ is sharp for an obvious information theoretical reason. In this paper, we show that suffices, matching the conjectural bound up to a polylogarithmic factor. The core of our proof is a theorem concerning l_{1} concentration of random matrices, which is of independent interest. Our proof of the concentration result is based on two ideas. The first is an economical way to apply the union bound. The second is a refined version of Bernstein’s concentration inequality for the sum of independent variables. Both have nothing to do with random matrices and are applicable in general settings. [ABSTRACT FROM AUTHOR]

Random forests are ensemble methods which grow trees as base learners and combine their predictions by averaging. Random forests are known for their good practical performance, particularly in high-dimensional settings. On the theoretical side, several studies highlight the potentially fruitful connection between the random forests and the kernel methods. In this paper, we work out this connection in detail. In particular, we show that by slightly modifying their definition, random forests can be rewritten as kernel methods (called KeRF for kernel based on random forests) which are more interpretable and easier to analyze. Explicit expressions of KeRF estimates for some specific random forest models are given, together with upper bounds on their rate of consistency. We also show empirically that the KeRF estimates compare favourably to the random forest estimates. [ABSTRACT FROM AUTHOR]

This paper studies a Shannon-theoretic version of the generalized distribution preserving quantization problem where a stationary and memoryless source is encoded subject to a distortion constraint and the additional requirement that the reproduction also be stationary and memoryless with a given distribution. The encoder and decoder are stochastic and assumed to have access to independent common randomness. Recent work has characterized the minimum achievable coding rate at a given distortion level when unlimited common randomness is available. Here, we consider the general case where the available common randomness may be rate limited. Our main result completely characterizes the set of achievable coding and common randomness rate pairs at any distortion level, thereby providing the optimal tradeoff between these two rate quantities. We also consider two variations of this problem where we investigate the effect of relaxing the strict output distribution constraint and the role of private randomness used by the decoder on the rate region. Our results have strong connections with Cuff’s recent work on distributed channel synthesis. In particular, our achievability proof combines a coupling argument with the approach developed by Cuff, where instead of explicitly constructing the encoder–decoder pair, a joint distribution is constructed from which a desired encoder–decoder pair is established. We show, however, that for our problem, the separated solution of first finding an optimal channel and then synthesizing this channel results in a suboptimal rate region. [ABSTRACT FROM AUTHOR]

Suppose that ${ { y}}= \lvert \text {A} { x}_{0}\rvert +\eta $ where ${ x}_{0}\in {\mathbb R} ^{{d}}$ is the target signal and $\eta \in {\mathbb R}^{{m}}$ is a noise vector. The aim of phase retrieval is to estimate ${x}_{0}$ from ${ { y}}$. A popular model for estimating ${ x}_{0}$ is the nonlinear least squares ${\widehat { {x}}}:={\mathrm{ argmin}}_{ x} \| \lvert \text {A} { x}\rvert - { { y}}\|_{2}$. One has already developed many efficient algorithms for solving the model, such as the seminal error reduction algorithm. In this paper, we present the estimation performance of the model with proving that $\| {\widehat { {x}}}- { x}_{0}\|\lesssim {\|\eta \|_{2}}/{\sqrt {{m}}}$ under the assumption of A being a Gaussian random matrix. We also prove the reconstruction error ${\|\eta \|_{2}}/{\sqrt {{m}}}$ is sharp. For the case where ${ x}_{0}$ is sparse, we study the estimation performance of both the nonlinear Lasso of phase retrieval and its unconstrained version. Our results are non-asymptotic, and we do not assume any distribution on the noise $\eta $. To the best of our knowledge, our results represent the first theoretical guarantee for the nonlinear least squares and for the nonlinear Lasso of phase retrieval. [ABSTRACT FROM AUTHOR]

Network systems often rely on distributed algorithms to achieve a global computation goal with iterative local information exchanges between neighbor nodes. To preserve data privacy, a node may add a random noise to its original data for information exchange at each iteration. Nevertheless, an eavesdropping node can estimate other’s original data based on the information it received. The estimation accuracy and data privacy can be measured in terms of $(\epsilon, \delta)$ -data-privacy, defined as the probability of $\epsilon $ -accurate estimate (the difference of an estimation and the original data is within $\epsilon $ ) is no larger than $\delta $ (the disclosure probability). How to optimize the estimation and analyze data privacy is a critical and open issue. In this paper, a theoretical framework is developed to investigate how to optimize the estimation of neighbor’s original data using the local information received, named optimal distributed estimation. Then, we study the disclosure probability under the optimal estimation for data privacy analysis. We further apply the developed framework to analyze the data privacy of the privacy-preserving average consensus algorithm and identify the optimal noises for the algorithm. [ABSTRACT FROM AUTHOR]

Estimating mutual information from independent identically distributed samples drawn from an unknown joint density function is a basic statistical problem of broad interest with multitudinous applications. The most popular estimator is the one proposed by Kraskov, Stögbauer, and Grassberger (KSG) in 2004 and is nonparametric and based on the distances of each sample to its $k^{\mathrm{ th}}$ nearest neighboring sample, where $k$ is a fixed small integer. Despite of its widespread use (part of scientific software packages), theoretical properties of this estimator have been largely unexplored. In this paper, we demonstrate that the estimator is consistent and also identify an upper bound on the rate of convergence of the $\ell _{2}$ error as a function of a number of samples. We argue that the performance benefits of the KSG estimator stems from a curious “correlation boosting” effect and build on this intuition to modify the KSG estimator in novel ways to construct a superior estimator. As a by-product of our investigations, we obtain nearly tight rates of convergence of the $\ell _{2}$ error of the well-known fixed $k$ -nearest neighbor estimator of differential entropy by Kozachenko and Leonenko. [ABSTRACT FROM AUTHOR]

In this paper, a general binary-input binary-output channel is investigated in the presence of feedback and input constraints. The feedback capacity and the optimal input distribution of this setting are calculated for the case of an $(1,\infty )$ -RLL input constraint, that is, the input sequence contains no consecutive ones. These results are obtained via explicit solution of an equivalent dynamic programming optimization problem. A simple coding scheme is designed based on the principle of posterior matching, which was introduced by Shayevitz and Feder for memoryless channels. The posterior matching scheme for our input-constrained setting is shown to achieve capacity using two new ideas: history bits, which captures the memory embedded in our setting, and message-interval splitting, which eases the analysis of the scheme. Additionally, in the special case of an S-channel, we give a very simple zero-error coding scheme that is shown to achieve capacity. For the input-constrained binary symmetric channel, we show using our capacity formula that feedback increases capacity when the cross-over probability is small. [ABSTRACT FROM AUTHOR]

This paper investigates the achievable rates of an additive white Gaussian noise energy-harvesting (EH) channel with an infinite battery. The EH process is characterized by a sequence of blocks of harvested energy, which is known causally at the source. The harvested energy remains constant within a block while the harvested energy across different blocks is characterized by a sequence of independent and identically distributed random variables. The blocks have length $L$ , which can be interpreted as the coherence time of the energy-arrival process. If L$ is a constant or grows sublinearly in the blocklength n$ , we fully characterize the first-order term in the asymptotic expansion of the maximum transmission rate subject to a fixed tolerable error probability \varepsilon $ . The first-order term is known as the \varepsilon for any $\varepsilon $ less than 1/2. The lower bound is obtained through analyzing the save-and-transmit strategy. If $L$ grows linearly in $n$ , we obtain lower and upper bounds on the $\varepsilon $ -capacity, which coincide whenever the cumulative distribution function of the EH random variable is continuous and strictly increasing. In order to achieve the lower bound, we have proposed a novel adaptive save-and-transmit strategy, which chooses different save-and-transmit codes across different blocks according to the energy variation across the blocks. [ABSTRACT FROM PUBLISHER]

We study the communication efficient secret sharing (CESS) problem. A classical threshold secret sharing scheme encodes a secret into $n$ shares given to n$ parties, such that any set of at least t$ , t n$ . However, Staircase codes may require dividing the secret and the shares into many symbols. We also describe how Staircase codes can be used to construct threshold changeable secret sharing with minimum storage cost, i.e., minimum share size. [ABSTRACT FROM AUTHOR]

This paper gives upper and lower bounds on the minimum error probability of Bayesian $M$ -ary hypothesis testing in terms of the Arimoto–Rényi conditional entropy of an arbitrary order $\alpha $ . The improved tightness of these bounds over their specialized versions with the Shannon conditional entropy ( $\alpha =1$ ) is demonstrated. In particular, in the case where $M$ is finite, we show how to generalize Fano’s inequality under both the conventional and list-decision settings. As a counterpart to the generalized Fano’s inequality, allowing $M$ to be infinite, a lower bound on the Arimoto–Rényi conditional entropy is derived as a function of the minimum error probability. Explicit upper and lower bounds on the minimum error probability are obtained as a function of the Arimoto–Rényi conditional entropy for both positive and negative $\alpha $ . Furthermore, we give upper bounds on the minimum error probability as functions of the Rényi divergence. In the setup of discrete memoryless channels, we analyze the exponentially vanishing decay of the Arimoto–Rényi conditional entropy of the transmitted codeword given the channel output when averaged over a random-coding ensemble. [ABSTRACT FROM PUBLISHER]

In this paper, we show that the Hadamard matrix acts as an extractor over the reals of the Rényi Information Dimension (RID), in an analogous way to how it acts as an extractor of the discrete entropy over finite fields. More precisely, we prove that the RID of an i.i.d. sequence of mixture random variables polarizes to the extremal values of 0 and 1 (corresponding to discrete and continuous distributions) when transformed by a Hadamard matrix. Furthermore, we prove that the polarization pattern of the RID admits a closed form expression and follows exactly the Binary Erasure Channel (BEC) polarization pattern in the discrete setting. We discuss the applications of the RID polarization to Compressed Sensing of i.i.d. sources. In particular, we use the RID polarization to construct a family of deterministic ±1-valued sensing matrices for Compressed Sensing. We run numerical simulations to compare the performance of the resulting matrices with that of the random Gaussian and the random Hadamard matrices. The results indicate that the proposed matrices afford competitive performances, while being explicitly constructed. [ABSTRACT FROM PUBLISHER]

This paper investigates the asymptotic expansion for the maximum rate of fixed-length codes over a parallel Gaussian channel with feedback under the following setting: a peak power constraint is imposed on every transmitted codeword, and the average error probabilities of decoding the transmitted message are non-vanishing as the blocklength increases. The main contribution of this paper is a self-contained proof of an upper bound on the first- and second-order asymptotics of the parallel Gaussian channel with feedback. The proof techniques involve developing an information spectrum bound followed by using Curtiss’ theorem to show that a sum of dependent random variables associated with the information spectrum bound converges in distribution to a sum of independent random variables, thus facilitating the use of the usual central limit theorem. Combined with existing achievability results, our result implies that the presence of feedback does not improve the first- and second-order asymptotics. [ABSTRACT FROM PUBLISHER]

A regular Hilberg process is a stationary process that satisfies both a hyperlogarithmic growth of maximal repetition and a power-law growth of topological entropy, which are a kind of dual conditions. The hyperlogarithmic growth of maximal repetition has been experimentally observed for texts in natural language, whereas the power-law growth of topological entropy implies a vanishing Shannon entropy rate and thus probably does not hold for natural language. In this paper, we provide a constructive example of regular Hilberg processes, which we call random hierarchical association (RHA) processes. Our construction does not apply the standard cutting and stacking method. For the constructed RHA processes, we demonstrate that the expected length of any uniquely decodable code is the orders of magnitude larger than the Shannon block entropy of the ergodic component of the RHA process. Our proposition supplements the classical result by Shields concerning nonexistence of universal redundancy rates. [ABSTRACT FROM PUBLISHER]

This paper studies the problem of recovering the hidden vertex correspondence between two edge-correlated random graphs. We focus on the Gaussian model where the two graphs are complete graphs with correlated Gaussian weights and the Erdős-Rényi model where the two graphs are subsampled from a common parent Erdős-Rényi graph ${\mathcal {G}}(n,p)$. For dense Erdős-Rényi graphs with $p=n^{-o(1)}$ , we prove that there exists a sharp threshold, above which one can correctly match all but a vanishing fraction of vertices and below which correctly matching any positive fraction is impossible, a phenomenon known as the “all-or-nothing” phase transition. Even more strikingly, in the Gaussian setting, above the threshold all vertices can be exactly matched with high probability. In contrast, for sparse Erdős-Rényi graphs with $p=n^{-\Theta (1)}$ , we show that the all-or-nothing phenomenon no longer holds and we determine the thresholds up to a constant factor. Along the way, we also derive the sharp threshold for exact recovery, sharpening the existing results in Erdős-Rényi graphs. The proof of the negative results builds upon a tight characterization of the mutual information based on the truncated second-moment computation and an “area theorem” that relates the mutual information to the integral of the reconstruction error. The positive results follows from a tight analysis of the maximum likelihood estimator that takes into account the cycle structure of the induced permutation on the edges. [ABSTRACT FROM AUTHOR]

One of the important unsolved problems in information theory is the conjecture that the undirected multiple-unicast network information capacity is the same as the routing capacity. This conjecture is verified only for a handful of networks and network classes. Moreover, only two explicit upper bounds on information capacity are known for general undirected networks: the sparsest cut bound and the linear programming bound. In this paper, we present an information-theoretic upper bound, called the partition bound, on the capacity of general undirected multiple-unicast networks. We show that a decision version problem of computing the bound is NP-complete. We present two classes of undirected multiple-unicast networks such that the partition bound is achievable by routing. Thus, the conjecture is proved for these classes of networks. Recently, the conjecture was proved for a new class of networks defined by properties relating to cut-set and source-sink paths. We show the existence of a network outside of this new class of networks such that the partition bound is achievable by routing. [ABSTRACT FROM AUTHOR]

Motivated by the established notion of storage codes, we consider sets of infinite sequences over a finite alphabet such that every $k$ -tuple of consecutive entries is uniquely recoverable from its $l$ -neighborhood in the sequence. We address the problem of finding the maximum growth rate of the set, which we term capacity, as well as constructions of explicit families that approach the optimal rate. The techniques that we employ rely on the connection of this problem with constrained systems. In the second part of the paper we consider a modification of the problem wherein the entries in the sequence are viewed as random variables over a finite alphabet that follow some joint distribution, and the recovery condition requires that the Shannon entropy of the $k$ -tuple conditioned on its $l$ -neighborhood be bounded above by some $\epsilon >0$. We study properties of measures on infinite sequences that maximize the metric entropy under the recoverability condition. Drawing on tools from ergodic theory, we prove some properties of entropy-maximizing measures. We also suggest a procedure of constructing an $\epsilon $ -recoverable measure from a corresponding deterministic system. [ABSTRACT FROM AUTHOR]

This paper investigates the capacity of general multiple-input single-output (MISO) optical intensity channels (OICs) under per-antenna peak- and average-intensity constraints. We first consider the MISO equal-cost constrained OIC (EC-OIC), where, apart from the peak-intensity constraint, average intensities of inputs are equal to arbitrarily preassigned constants. The second model of our interest is the MISO bounded-cost constrained OIC (BC-OIC), where, as compared with the EC-OIC, average intensities of inputs are no larger than arbitrarily preassigned constants. By leveraging tools from quantile functions, stop-loss transform and convex ordering of nonnegative random variables, we prove two decomposition theorems for bounded and nonnegative random variables, based on which we equivalently transform both the EC-OIC and the BC-OIC into respective single-input single-output channels under a peak-intensity and several stop-loss mean constraints. Capacity lower and upper bounds for both channels are established, based on which the asymptotic capacity at high and low signal-to-noise-ratio are determined. [ABSTRACT FROM AUTHOR]

Random key graphs form a class of random intersection graphs that are naturally induced by the random key predistribution scheme of Eschenauer and Gligor for securing wireless sensor network (WSN) communications. Random key graphs have received much attention recently, owing in part to their wide applicability in various domains, including recommender systems, social networks, secure sensor networks, clustering and classification analysis, and cryptanalysis to name a few. In this paper, we study connectivity properties of random key graphs in the presence of unreliable links. Unreliability of graph links is captured by independent Bernoulli random variables, rendering them to be on or off independently from each other. The resulting model is an intersection of a random key graph and an Erdős–Rényi graph, and is expected to be useful in capturing various real-world networks; e.g., with secure WSN applications in mind, link unreliability can be attributed to harsh environmental conditions severely impairing transmissions. We present conditions on how to scale this model’s parameters so that: 1) the minimum node degree in the graph is at least $k$ and 2) the graph is $k$ -connected, both with high probability as the number of nodes becomes large. The results are given in the form of zero-one laws with critical thresholds identified and shown to coincide for both graph properties. These findings improve the previous results by Rybarczyk on $k$ -connectivity of random key graphs (with reliable links), as well as the zero-one laws by Yağan on one-connectivity of random key graphs with unreliable links. [ABSTRACT FROM PUBLISHER]

This paper studies variable-length (VL) source coding of general sources with side-information. Novel one-shot coding bounds for Slepian–Wolf (SW) coding, which give nonasymptotic tradeoff between the error probability and the codeword length of VL-SW coding, are established. One-shot results are applied to asymptotic analysis, and a general formula for the optimal coding rate achievable by weakly lossless VL-SW coding (i.e., VL-SW coding with vanishing error probability) is derived. Our general formula reveals how the encoder side-information and/or VL coding improve the optimal coding rate in the general setting. In addition, it is shown that if the encoder side-information is useless in weakly lossless VL coding then it is also useless even in the case where the error probability may be positive asymptotically. [ABSTRACT FROM AUTHOR]

In multiuser information theory, it is often assumed that every node in the network possesses all codebooks used in the network. This assumption may be impractical in distributed ad hoc, cognitive, or heterogeneous networks. This paper considers the two-user interference channel with one oblivious receiver (IC-OR), i.e., one receiver lacks knowledge of the interfering cookbook, whereas the other receiver knows both codebooks. This paper asks whether, and if so how much, the channel capacity of the IC-OR is reduced compared with that of the classical IC where both receivers know all codebooks. A novel outer bound is derived and shown to be achievable to within a gap for the class of injective semideterministic IC-ORs; the gap is shown to be zero for injective fully deterministic IC-ORs. An exact capacity result is shown for the general memoryless IC-OR when the nonoblivious receiver experiences very strong interference. For the linear deterministic IC-OR that models the Gaussian noise channel at high SNR, nonindependent identically distributed. Bernoulli(1/2) input bits are shown to achieve points not achievable by i.i.d. Bernoulli(1/2) input bits used in the same achievability scheme. For the real-valued Gaussian IC-OR, the gap is shown to be at most 1/2 bit per channel use, even though the set of optimal input distributions for the derived outer bound could not be determined. Toward understanding the Gaussian IC-OR, an achievability strategy is evaluated in which the input alphabets at the nonoblivious transmitter are a mixture of discrete and Gaussian random variables, where the cardinality of the discrete part is appropriately chosen as a function of the channel parameters. Surprisingly, as the oblivious receiver intuitively should not be able to jointly decode the intended and interfering messages (whose codebook is unavailable), it is shown that with this choice of input, the capacity region of the symmetric Gaussian IC-OR is to within 1/2\log \left (12\pi \mathrm e \right )\approx 3.34 bits (per channel use per user) of an outer bound for the classical Gaussian IC with full codebook knowledge at both receivers. [ABSTRACT FROM PUBLISHER]

This paper introduces a new and ubiquitous framework for establishing achievability results in network information theory problems. The framework uses random binning arguments and is based on a duality between channel and source coding problems. Furthermore, the framework uses pmf approximation arguments instead of counting and typicality. This allows for proving coordination and strong secrecy problems, where certain statistical conditions on the distribution of random variables need to be satisfied. These statistical conditions include independence between messages and eavesdropper’s observations in secrecy problems and closeness to a certain distribution (usually, i.i.d. distribution) in coordination problems. One important feature of the framework is to enable one to add an eavesdropper and obtain a result on the secrecy rates for free. We make a case for generality of the framework by studying examples in a variety of settings including channel coding, lossy source coding, joint source-channel coding, coordination, strong secrecy, feedback, and relaying. In particular, by investigating the framework for the lossy source coding problem over broadcast channel, it is shown that the new framework provides a simple alternative scheme to the hybrid coding scheme. In addition, new results on secrecy rate region (under strong secrecy criterion) of wiretap broadcast channel and wiretap relay channel are derived. In a set of accompanied papers, we have shown the usefulness of the framework to establish achievability results for coordination problems, including interactive channel simulation, coordination via relay and channel simulation via another channel. [ABSTRACT FROM PUBLISHER]

This paper studies the impact of interactive fusion on detection performance in tandem fusion networks with conditionally independent observations. Within the Neyman–Pearson framework, two distinct regimes are considered: 1) the fixed sample size test and 2) the large sample test. For the former, it is established that interactive distributed detection may strictly outperform the one-way tandem fusion structure. However, for the large sample regime, it is shown that interactive fusion has no improvement on the asymptotic performance characterized by the Kullback–Leibler distance compared with the simple one-way tandem fusion. The results are then extended to interactive fusion systems where the fusion center and the sensor may undergo multiple steps of memoryless interactions or that involve multiple peripheral sensors, as well as to interactive fusion with soft sensor outputs. [ABSTRACT FROM AUTHOR]

In this paper, Bayesian quickest change detection problems with sampling right constraints are considered. In particular, there is a sequence of random variables whose probability density function will change at an unknown time. The goal is to detect this change in a way such that a linear combination of the average detection delay and the false alarm probability is minimized. Two types of sampling right constrains are discussed. The first one is a limited sampling right constraint, in which the observer can take at most \(N\) observations from this random sequence. Under this setup, we show that the cost function can be written as a set of iterative functions, which can be solved by Markov optimal stopping theory. The optimal stopping rule is shown to be a threshold rule. An asymptotic upper bound of the average detection delay is developed as the false alarm probability goes to zero. This upper bound indicates that the performance of the limited sampling right problem is close to that of the classic Bayesian quickest detection for several scenarios of practical interest. The second constraint discussed in this paper is a stochastic sampling right constraint, in which sampling rights are consumed by taking observations and are replenished randomly. The observer cannot take observations if there are no sampling rights left. We characterize the optimal solution, which has a very complex structure. For practical applications, we propose a low complexity algorithm, in which the sampling rule is to take observations as long as the observer has sampling rights left and the detection scheme is a threshold rule. We show that this low complexity scheme is first order asymptotically optimal as the false alarm probability goes to zero. [ABSTRACT FROM AUTHOR]

The second-order achievable rate region in Slepian-Wolf source coding systems is investigated. The concept of second-order achievable rates, which enables us to make a finer evaluation of achievable rates, has already been introduced and analyzed for general sources in the single-user source coding problem. Analogously, in this paper, we first define the second-order achievable rate region for the Slepian–Wolf coding system to establish the source coding theorem in the second-order sense. The Slepian–Wolf coding problem for correlated sources is one of typical problems in the multiterminal information theory. In particular, Miyake and Kanaya, and Han have established the first-order source coding theorems for general correlated sources. On the other hand, in general, the second-order achievable rate problem for the Slepian–Wolf coding system with general sources remains still open up to present. In this paper, we present the analysis concerning the second-order achievable rates for general sources, which are based on the information spectrum methods developed by Han and Verdú. Moreover, we establish the explicit second-order achievable rate region for independently and identically distributed (i.i.d.) correlated sources with countably infinite alphabets and mixtures of i.i.d. correlated sources, respectively, using the relevant asymptotic normality. [ABSTRACT FROM AUTHOR]

In this paper, we use entropy functions to characterize the set of rate-capacity tuples achievable with either zero decoding error, or vanishing decoding error, for general network coding problems for acyclic networks. We show that when sources are colocated, the outer bound is tight and the sets of zero-error achievable and vanishing-error achievable rate-capacity tuples are the same. Then, we extend this paper to networks subject to linear encoding constraints, routing constraints (where some or all nodes can only perform routing), and secrecy constraints. Finally, we show that even for apparently simple networks, design of optimal codes may be difficult. In particular, we prove that for the incremental multicast problem and for the single-source secure network coding problem, characterization of the achievable set can be very hard and linear network codes may not be optimal. [ABSTRACT FROM AUTHOR]

In this paper, we consider different aspects of the problem of compressing for function computation across a network, which we call network functional compression. In network functional compression, computation of a function (or, some functions) of sources located at certain nodes in a network is desired at receiver(s). The rate region of this problem has been considered in the literature under certain restrictive assumptions, particularly in terms of the network topology, the functions, and the characteristics of the sources. In this paper, we present results that significantly relax these assumptions. For a one-stage tree network, we characterize a rate region by introducing a necessary and sufficient condition for any achievable coloring-based coding scheme called coloring connectivity condition. We also propose a modularized coding scheme based on graph colorings to perform arbitrarily closely to rate lower bounds. For a general tree network, we provide a rate lower bound based on graph entropies and show that, this bound is tight in the case of having independent sources. In particular, we show that, in a general tree network case with independent sources, to achieve the rate lower bound, intermediate nodes should perform computations. However, for a family of functions and random variables, which we call chain-rule proper sets, it is sufficient to have no computations at intermediate nodes to perform arbitrarily closely to the rate lower bound. In addition, we consider practical issues of coloring-based coding schemes and propose an efficient algorithm to compute a minimum entropy coloring of a characteristic graph under some conditions on source distributions and/or the desired function. Finally, extensions of these results for cases of having feedback and lossy function computations are discussed. [ABSTRACT FROM AUTHOR]

This paper considers estimation of a random variable in Poisson noise with signal scaling coefficient and dark current as explicit parameters of the noise model. Specifically, the paper focuses on properties of the conditional mean estimator as a function of the scaling coefficient, the dark current parameter, the distribution of the input random variable and channel realizations. With respect to the scaling coefficient and the dark current, several identities in terms of derivatives are established. For example, it is shown that the gradient of the conditional mean estimator with respect to the scaling coefficient and dark current parameter is proportional to the conditional variance. Moreover, a score function is proposed and a Tweedie-like formula for the conditional expectation is recovered. With respect to the distribution, several regularity conditions are shown. For instance, it is shown that the conditional mean estimator uniquely determines the input distribution. Moreover, it is shown that if the conditional expectation is close to a linear function in terms of mean squared error, then the input distribution is approximately gamma in the Lévy distance. Furthermore, sufficient and necessary conditions for linearity are found. Interestingly, it is shown that the conditional mean estimator cannot be linear when the dark current parameter of the Poisson noise is non-zero. [ABSTRACT FROM AUTHOR]

In this paper, capacity bounds for the two-user interference channels with cooperative receivers via conferencing links of finite capacities are investigated. Capacity results known for these communication scenarios are limited to a very few special cases of the one-sided channels. One of the challenges in obtaining capacity limits of such cooperative networks is how to establish efficient capacity outer bounds for them. In this paper, by applying new techniques, novel capacity outer bounds are established for the interference channels with conferencing receivers. Using the outer bounds, several new capacity results are proved for interesting channels with unidirectional cooperation in strong and mixed interference regimes. A conferencing link (between receivers) may be utilized to provide a receiver with “information about its desired signal” or “information about its interfering signal”. It is demonstrated that both strategies can be helpful to achieve capacity. Finally, for the case of Gaussian interference channel with conferencing receivers, it is argued that our outer bound is strictly tighter than the previous one derived by Wang and Tse. [ABSTRACT FROM AUTHOR]

So-called improper complex signals have been shown to be beneficial in the single-antenna two-user Gaussian interference channel under the assumptions that all input signals are Gaussian and that we treat interference as noise (TIN). This result has been obtained under a restriction to pure strategies without time-sharing, and it was extended to the case where the rates, but not the transmit powers, may be averaged over several transmit strategies. In this paper, we drop such restrictions and discuss the most general case of coded time-sharing, where both the rates and the powers may be averaged. Since coded time-sharing can in general not be expressed by means of a convex hull of the rate region, we have to account for the possibility of time-sharing already during the optimization of the transmit strategy. By means of a novel channel enhancement argument, we prove a surprising result: proper signals are optimal if coded time-sharing is allowed. In addition to establishing this result, we present an algorithm to compute the corresponding achievable rate region. [ABSTRACT FROM AUTHOR]

In this paper, we study the arbitrarily varying broadcast channel (AVBC) when the state information is available at the transmitter in a causal manner. We establish the inner and outer bounds on both the random code capacity region and the deterministic code capacity region with degraded message sets. The capacity region is then determined for a class of channels satisfying a condition on the mutual information between the strategy variables and the channel outputs. As an example, we consider the arbitrarily varying binary symmetric broadcast channel. We show the cases where the condition holds and, hence, the capacity region is determined and other cases where there is a gap between the bounds. This gap shows that the minimax theorem does not hold for rate regions. [ABSTRACT FROM AUTHOR]

Typically, real-world stochastic processes are not easy to analyze. In this paper, we study the representation of different stochastic process as a memoryless innovation process triggering a dynamic system. We show that such a representation is always feasible for innovation processes taking values over a continuous set. However, the problem becomes more challenging when the alphabet size of the innovation is finite. In this case, we introduce both lossless and lossy frameworks, and provide closed-form solutions and practical algorithmic methods. In addition, we discuss the properties and uniqueness of our suggested approach. Finally, we show that the innovation representation problem has many applications. We focus our attention on entropic causal inference, which has recently demonstrated promising performance, compared to alternative methods. [ABSTRACT FROM AUTHOR]

Lossless variable-length source coding with codeword cost is considered for general sources. The problem setting, where we impose on unequal costs on code symbols, is called the variable-length coding with codeword cost. In this problem, the infimum of average codeword cost have already been determined for general sources. On the other hand, the overflow probability, which is defined as the probability of codeword cost being above a threshold, have not been considered yet. In this paper, we first determine the infimum of achievable threshold in the first-order sense and the second-order sense for general sources with additive memoryless codeword cost. Then, we compute it for some special sources such as i.i.d. sources and mixed sources. A generalization of the codeword cost is also discussed. [ABSTRACT FROM AUTHOR]

In this paper, we consider a new normalization of matrices obtained by choosing distinct codewords at random from linear codes over finite fields and find that under some natural algebraic conditions of the codes their empirical spectral distribution converges to Wigner’s semicircle law as the length of the codes goes to infinity. One such condition is that the dual distance of the codes is at least five. This is analogous to previous work on the empirical spectral distribution of similar matrices obtained in this fashion that converges to the Marchenko–Pastur law. [ABSTRACT FROM AUTHOR]

In successive refinement of information, the decoder refines its representation of the source progressively as it receives more encoded bits. The rate-distortion region of successive refinement describes the minimum rates required to attain the target distortions at each decoding stage. In this paper, we derive a parametric characterization of the rate-distortion region for successive refinement of abstract sources. Our characterization extends Csiszár’s result to successive refinement, and generalizes a result by Tuncel and Rose, applicable for finite alphabet sources, to abstract sources. This characterization spawns a family of outer bounds to the rate-distortion region. It also enables an iterative algorithm for computing the rate-distortion region, which generalizes Blahut’s algorithm to successive refinement. Finally, it leads a new nonasymptotic converse bound. In all the scenarios where the dispersion is known, this bound is second-order optimal. In our proof technique, we avoid Karush–Kuhn–Tucker conditions of optimality, and we use basic tools of probability theory. We leverage the Donsker–Varadhan lemma for the minimization of relative entropy on abstract probability spaces. [ABSTRACT FROM AUTHOR]

The Gauss–Markov source produces $U_{i} = aU_{i-1} + Z_{i}$ for $i\geq 1$ , where $U_{0} = 0$ , $|a|< 1$ and $Z_{i}\sim \mathcal {N}(0, \sigma ^{2})$ are i.i.d. Gaussian random variables. We consider lossy compression of a block of $n$ samples of the Gauss–Markov source under squared error distortion. We obtain the Gaussian approximation for the Gauss–Markov source with excess-distortion criterion for any distortion $d>0$ , and we show that the dispersion has a reverse waterfilling representation. This is the first finite blocklength result for lossy compression of sources with memory. We prove that the finite blocklength rate-distortion function $R(n,d,\epsilon)$ approaches the rate-distortion function $\mathbb {R}(d)$ as $R(n,d,\epsilon) = \mathbb {R}(d) + \sqrt {\frac {V(d)}{n}}Q^{-1}(\epsilon) + o\left ({\frac {1}{\sqrt {n}}}\right)$ , where $V(d)$ is the dispersion, $\epsilon \in (0,1)$ is the excess-distortion probability, and $Q^{-1}$ is the inverse $Q$ -function. We give a reverse waterfilling integral representation for the dispersion $V(d)$ , which parallels that of the rate-distortion functions for Gaussian processes. Remarkably, for all $0 < d\leq \frac {\sigma ^{2}}{(1+|a|)^{2}}$ , $R(n,d,\epsilon)$ of the Gauss–Markov source coincides with that of $Z_{i}$ , the i.i.d. Gaussian noise driving the process, up to the second-order term. Among novel technical tools developed in this paper is a sharp approximation of the eigenvalues of the covariance matrix of $n$ samples of the Gauss–Markov source, and a construction of a typical set using the maximum likelihood estimate of the parameter $a$ based on $n$ observations. [ABSTRACT FROM AUTHOR]

In this paper, we establish a new bound tying together the effective length and the maximum correlation between the outputs of an arbitrary pair of Boolean functions which operate on two sequences of correlated random variables. We derive a new upper bound on the correlation between the outputs of these functions. The upper bound may find applications in problems in many areas which deal with common information. We build upon Witsenhausen’s result on maximum correlation. The present upper bound takes into account the effective length of the Boolean functions in characterizing the correlation. We use the new bound to characterize the communication-cooperation tradeoff in multi-terminal communications. We investigate binary block-codes (BBC). A BBC is defined as a vector of Boolean functions. We consider an ensemble of BBCs which is randomly generated using single-letter distributions. We characterize the vector of dependency spectrums of these BBCs. We use this vector to bound the correlation between the outputs of two distributed BBCs. Finally, the upper bound is used to show that the large blocklength single-letter coding schemes studied in the literature are sub-optimal in various multi-terminal communication settings. [ABSTRACT FROM AUTHOR]

In 1994, Jim Massey proposed the guessing entropy as a measure of the difficulty that an attacker has to guess a secret used in a cryptographic system, and established a well-known inequality between entropy and guessing entropy. Over 15 years before, in an unpublished work, he also established a well-known inequality for the entropy of an integer-valued random variable of given variance. In this paper, we establish a link between the two works by Massey in the more general framework of the relationship between discrete (absolute) entropy and continuous (differential) entropy. Two approaches are given in which the discrete entropy (or Rényi entropy) of an integer-valued variable can be upper bounded using the differential (Rényi) entropy of some suitably chosen continuous random variable. As an application, lower bounds on guessing entropy and guessing moments are derived in terms of entropy or Rényi entropy (without side information) and conditional entropy or Arimoto conditional entropy (when side information is available). [ABSTRACT FROM AUTHOR]

We investigate the equilibrium behavior for the decentralized cheap talk problem for real random variables and quadratic cost criteria in which an encoder and a decoder have misaligned objective functions. In prior work, it has been shown that the number of bins in any equilibrium has to be countable, generalizing a classical result due to Crawford and Sobel who considered sources with density supported on [0, 1]. In this paper, we first refine this result in the context of log-concave sources. For sources with two-sided unbounded support, we prove that, for any finite number of bins, there exists a unique equilibrium. In contrast, for sources with semi-unbounded support, there may be a finite upper bound on the number of bins in equilibrium depending on certain conditions stated explicitly. Moreover, we prove that for log-concave sources, the expected costs of the encoder and the decoder in equilibrium decrease as the number of bins increases. Furthermore, for strictly log-concave sources with two-sided unbounded support, we prove convergence to the unique equilibrium under best response dynamics which starts with a given number of bins, making a connection with the classical theory of optimal quantization and convergence results of Lloyd’s method. In addition, we consider more general sources which satisfy certain assumptions on the tail(s) of the distribution and we show that there exist equilibria with infinitely many bins for sources with two-sided unbounded support. Further explicit characterizations are provided for sources with exponential, Gaussian, and compactly-supported probability distributions. [ABSTRACT FROM AUTHOR]

A general class of Bayesian lower bounds when the underlying loss function is a Bregman divergence is demonstrated. This class can be considered as an extension of the Weinstein–Weiss family of bounds for the mean squared error and relies on finding a variational characterization of Bayesian risk. This approach allows for the derivation of a version of the Cramér–Rao bound that is specific to a given Bregman divergence. This new generalization of the Cramér–Rao bound reduces to the classical one when the loss function is taken to be the Euclidean norm. In order to evaluate the effectiveness of the new lower bounds, the paper also develops upper bounds on Bayesian risk, which are based on optimal linear estimators. The effectiveness of the new bound is evaluated in the Poisson noise setting. [ABSTRACT FROM AUTHOR]

In contrast to time series, graphical data is data indexed by the vertices and edges of a graph. Modern applications such as the internet, social networks, genomics and proteomics generate graphical data, often at large scale. The large scale argues for the need to compress such data for storage and subsequent processing. Since this data might have several components available in different locations, it is also important to study distributed compression of graphical data. In this paper, we derive a rate region for this problem which is a counterpart of the Slepian–Wolf theorem. We characterize the rate region when the statistical description of the distributed graphical data can be modeled as being one of two types – as a member of a sequence of marked sparse Erdős–Rényi ensembles or as a member of a sequence of marked configuration model ensembles. Our results are in terms of a generalization of the notion of entropy introduced by Bordenave and Caputo in the study of local weak limits of sparse graphs. Furthermore, we give a generalization of this result for Erdős–Rényi and configuration model ensembles with more than two sources. [ABSTRACT FROM AUTHOR]

This paper studies the performance of sparse regression codes for lossy compression with the squared-error distortion criterion. In a sparse regression code, code words are linear combinations of subsets of columns of a design matrix. It is shown that with minimum-distance encoding, sparse regression codes achieve the Shannon rate-distortion function for i.i.d. Gaussian sources R^ (D) as well as the optimal excess-distortion exponent. This completes a previous result which showed that R^ (D) and the optimal exponent were achievable for distortions below a certain threshold. The proof of the rate-distortion result is based on the second moment method, a popular technique to show that a non-negative random variable $X$ is strictly positive with high probability. In our context, $X$ is the number of code words within target distortion $D$ of the source sequence. We first identify the reason behind the failure of the standard second moment method for certain distortions, and illustrate the different failure modes via a stylized example. We then use a refinement of the second moment method to show that R^ (D) is achievable for all distortion values. Finally, the refinement technique is applied to Suen’s correlation inequality to prove the achievability of the optimal Gaussian excess-distortion exponent. [ABSTRACT FROM AUTHOR]

It was previously shown by Hashimoto that Forney’s optimal erasure decoder can be significantly simplified, in the sense that a simplified decoder achieves the same random coding bounds, for the ensemble of independent and identically distributed codewords. In this paper, the analysis of simplified decoders is refined and generalized in several aspects. First, tighter random coding bounds for simplified decoders are derived, which equal the exact exponential behavior of the fixed composition ensemble average. Second, the exponential bounds are valid both in the erasure mode and in the list mode. Third, the analysis pertains to a rather general class of simplified decoders, including the case of mismatch in the threshold function of the decoder. Fourth, expurgated exponents, which are larger than the random coding exponents at low rates, are shown to be achievable using a significantly simpler decoder than Forney’s optimal decoder. It is shown numerically that, from the aspect of exact random coding exponents, a decoder in the spirit of Hashimoto’s is as good as Forney’s in the erasure mode, as well as in the list mode. [ABSTRACT FROM PUBLISHER]

This paper considers lossy source coding of $n$ -dimensional memoryless sources and shows an explicit approximation to the minimum source coding rate required to sustain the probability of exceeding distortion $d$ no greater than $\epsilon $ , which is simpler than known dispersion-based approximations. Our approach takes inspiration in the celebrated classical result stating that the Shannon lower bound to rate-distortion function becomes tight in the limit $d \to 0$ . We formulate an abstract version of the Shannon lower bound that recovers both the classical Shannon lower bound and the rate-distortion function itself as special cases. Likewise, we show that a nonasymptotic version of the abstract Shannon lower bound recovers all previously known nonasymptotic converses. A necessary and sufficient condition for the Shannon lower bound to be attained exactly is presented. It is demonstrated that whenever that condition is met, the rate-dispersion function is given simply by the varentropy of the source. Remarkably, all finite alphabet sources with balanced distortion measures satisfy that condition in the range of low distortions. Most continuous sources violate that condition. Still, we show that lattice quantizers closely approach the nonasymptotic Shannon lower bound, provided that the source density is smooth enough and the distortion is low. This implies that fine multidimensional lattice coverings are nearly optimal in the rate-distortion sense even at finite $n$ . The achievability proof technique is based on a new bound on the output entropy of lattice quantizers in terms of the differential entropy of the source, the lattice cell size, and a smoothness parameter of the source density. The technique avoids both the usual random coding argument and the simplifying assumption of the presence of a dither signal. [ABSTRACT FROM PUBLISHER]