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A new approach to joint source-channel coding is presented in the context of communicating correlated sources over multiple access channels. Similar to the separation architecture, the joint source-channel coding system architecture in this approach is modular, whereby the source encoding and channel decoding operations are decoupled. However, unlike the separation architecture, the same codeword is used for both source coding and channel coding, which allows the resulting hybrid coding scheme to achieve the performance of the best known joint source-channel coding schemes. Applications of the proposed architecture to relay communication are also discussed., Comment: 42 pages, 10 figures. Submitted to IEEE Transactions on Information Theory

A new inner bound on the capacity region of a general index coding problem is established. Unlike most existing bounds that are based on graph theoretic or algebraic tools, the bound is built on a random coding scheme and optimal decoding, and has a simple polymatroidal single-letter expression. The utility of the inner bound is demonstrated by examples that include the capacity region for all index coding problems with up to five messages (there are 9846 nonisomorphic ones)., Comment: 5 pages, 6 figures, accepted to the 2013 IEEE International Symposium on Information Theory (ISIT), Istanbul, Turkey, July 2013

There are two variants of superposition coding schemes. Cover's original superposition coding scheme has code clouds of the identical shape, while Bergmans's superposition coding scheme has code clouds of independently generated shapes. These two schemes yield identical achievable rate regions in several scenarios, such as the capacity region for degraded broadcast channels. This paper shows that under the optimal maximum likelihood decoding, these two superposition coding schemes can result in different rate regions. In particular, it is shown that for the two-receiver broadcast channel, Cover's superposition coding scheme can achieve rates strictly larger than Bergmans's scheme., Comment: 5 pages, 3 figures, 1 table, submitted to IEEE International Symposium on Information Theory (ISIT 2013)

The optimal rate region for interference networks is characterized when encoding is restricted to random code ensembles with superposition coding and time sharing. A simple simultaneous nonunique decoding rule, under which each receiver decodes for the intended message as well as the interfering messages, is shown to achieve this optimal rate region regardless of the relative strengths of signal, interference, and noise. This result implies that the Han-Kobayashi bound, the best known inner bound on the capacity region of the two-user-pair interference channel, cannot be improved merely by using the optimal maximum likelihood decoder., Comment: 28 pages, 10 figures; extended version with complete proofs, submitted for publication to IEEE Transactions on Information Theory

The problem of state communication over a discrete memoryless channel with discrete memoryless state is studied when the state information is available strictly causally at the encoder. It is shown that block Markov encoding, in which the encoder communicates a description of the state sequence in the previous block by incorporating side information about the state sequence at the decoder, yields the minimum state estimation error. When the same channel is used to send additional independent information at the expense of a higher channel state estimation error, the optimal tradeoff between the rate of the independent information and the state estimation error is characterized via the capacity- distortion function. It is shown that any optimal tradeoff pair can be achieved via rate-splitting. These coding theorems are then extended optimally to the case of causal channel state information at the encoder using the Shannon strategy., Comment: 25 pages, 1 figure

Four estimators of the directed information rate between a pair of jointly stationary ergodic finite-alphabet processes are proposed, based on universal probability assignments. The first one is a Shannon--McMillan--Breiman type estimator, similar to those used by Verd\'u (2005) and Cai, Kulkarni, and Verd\'u (2006) for estimation of other information measures. We show the almost sure and $L_1$ convergence properties of the estimator for any underlying universal probability assignment. The other three estimators map universal probability assignments to different functionals, each exhibiting relative merits such as smoothness, nonnegativity, and boundedness. We establish the consistency of these estimators in almost sure and $L_1$ senses, and derive near-optimal rates of convergence in the minimax sense under mild conditions. These estimators carry over directly to estimating other information measures of stationary ergodic finite-alphabet processes, such as entropy rate and mutual information rate, with near-optimal performance and provide alternatives to classical approaches in the existing literature. Guided by these theoretical results, the proposed estimators are implemented using the context-tree weighting algorithm as the universal probability assignment. Experiments on synthetic and real data are presented, demonstrating the potential of the proposed schemes in practice and the utility of directed information estimation in detecting and measuring causal influence and delay., Comment: 23 pages, 10 figures, to appear in IEEE Transactions on Information Theory

A notion of directed information between two continuous-time processes is proposed. A key component in the definition is taking an infimum over all possible partitions of the time interval, which plays a role no less significant than the supremum over "space" partitions inherent in the definition of mutual information. Properties and operational interpretations in estimation and communication are then established for the proposed notion of directed information. For the continuous-time additive white Gaussian noise channel, it is shown that Duncan's classical relationship between causal estimation and information continues to hold in the presence of feedback upon replacing mutual information by directed information. A parallel result is established for the Poisson channel. The utility of this relationship is then demonstrated in computing the directed information rate between the input and output processes of a continuous-time Poisson channel with feedback, where the channel input process is constrained to be constant between events at the channel output. Finally, the capacity of a wide class of continuous-time channels with feedback is established via directed information, characterizing the fundamental limit on reliable communication.

Optimal coding over the additive white Gaussian noise channel under the peak energy constraint is studied when there is noisy feedback over an orthogonal additive white Gaussian noise channel. As shown by Pinsker, under the peak energy constraint, the best error exponent for communicating an M-ary message, M >= 3, with noise-free feedback is strictly larger than the one without feedback. This paper extends Pinsker's result and shows that if the noise power in the feedback link is sufficiently small, the best error exponent for conmmunicating an M-ary message can be strictly larger than the one without feedback. The proof involves two feedback coding schemes. One is motivated by a two-stage noisy feedback coding scheme of Burnashev and Yamamoto for binary symmetric channels, while the other is a linear noisy feedback coding scheme that extends Pinsker's noise-free feedback coding scheme. When the feedback noise power $\alpha$ is sufficiently small, the linear coding scheme outperforms the two-stage (nonlinear) coding scheme, and is asymptotically optimal as $\alpha$ tends to zero. By contrast, when $\alpha$ is relatively larger, the two-stage coding scheme performs better., Comment: Submitted to the IEEE Transactions on Information Theory

We consider the problem of exact support recovery of sparse signals via noisy measurements. The main focus is the sufficient and necessary conditions on the number of measurements for support recovery to be reliable. By drawing an analogy between the problem of support recovery and the problem of channel coding over the Gaussian multiple access channel, and exploiting mathematical tools developed for the latter problem, we obtain an information theoretic framework for analyzing the performance limits of support recovery. Sharp sufficient and necessary conditions on the number of measurements in terms of the signal sparsity level and the measurement noise level are derived. Specifically, when the number of nonzero entries is held fixed, the exact asymptotics on the number of measurements for support recovery is developed. When the number of nonzero entries increases in certain manners, we obtain sufficient conditions tighter than existing results. In addition, we show that the proposed methodology can deal with a variety of models of sparse signal recovery, hence demonstrating its potential as an effective analytical tool., Comment: 33 pages

A noisy network coding scheme for sending multiple sources over a general noisy network is presented. For multi-source multicast networks, the scheme naturally extends both network coding over noiseless networks by Ahlswede, Cai, Li, and Yeung, and compress-forward coding for the relay channel by Cover and El Gamal to general discrete memoryless and Gaussian networks. The scheme also recovers as special cases the results on coding for wireless relay networks and deterministic networks by Avestimehr, Diggavi, and Tse, and coding for wireless erasure networks by Dana, Gowaikar, Palanki, Hassibi, and Effros. The scheme involves message repetition coding, relay signal compression, and simultaneous decoding. Unlike previous compress--forward schemes, where independent messages are sent over multiple blocks, the same message is sent multiple times using independent codebooks as in the network coding scheme for cyclic networks. Furthermore, the relays do not use Wyner--Ziv binning as in previous compress-forward schemes, and each decoder performs simultaneous joint typicality decoding on the received signals from all the blocks without explicitly decoding the compression indices. A consequence of this new scheme is that achievability is proved simply and more generally without resorting to time expansion to extend results for acyclic networks to networks with cycles. The noisy network coding scheme is then extended to general multi-source networks by combining it with decoding techniques for interference channels. For the Gaussian multicast network, noisy network coding improves the previously established gap to the cutset bound. We also demonstrate through two popular AWGN network examples that noisy network coding can outperform conventional compress-forward, amplify-forward, and hash-forward schemes., Comment: 33 pages, 4 figures, submitted to IEEE Transactions on Information Theory

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 linear-feedback codes by Schalkwijk and Kailath, Ozarow, and Kramer at the other extreme. The linear-feedback sum-capacity C_L(N,P) under symmetric power constraints P is characterized, the maximum sum-rate achieved by linear-feedback codes when each sender has the equal block power constraint P. In particular, it is shown that Kramer's code achieves this linear-feedback sum-capacity. The proof involves the dependence balance condition introduced by Hekstra and Willems and extended by Kramer and Gastpar, and the analysis of the resulting nonconvex optimization problem via a Lagrange dual formulation. Finally, an observation is presented based on the properties of the conditional maximal correlation---an extension of the Hirschfeld--Gebelein--Renyi maximal correlation---which reinforces the conjecture that Kramer's code achieves not only the linear-feedback sum-capacity, but also the sum-capacity itself (the maximum sum-rate achieved by arbitrary feedback codes)., Comment: Submitted to Transactions on Information Theory

These lecture notes have been converted to a book titled Network Information Theory published recently by Cambridge University Press. This book provides a significantly expanded exposition of the material in the lecture notes as well as problems and bibliographic notes at the end of each chapter. The authors are currently preparing a set of slides based on the book that will be posted in the second half of 2012. More information about the book can be found at http://www.cambridge.org/9781107008731/. The previous (and obsolete) version of the lecture notes can be found at http://arxiv.org/abs/1001.3404v4/.

We investigate the role of Massey's directed information in portfolio theory, data compression, and statistics with causality constraints. In particular, we show that directed information is an upper bound on the increment in growth rates of optimal portfolios in a stock market due to {causal} side information. This upper bound is tight for gambling in a horse race, which is an extreme case of stock markets. Directed information also characterizes the value of {causal} side information in instantaneous compression and quantifies the benefit of {causal} inference in joint compression of two stochastic processes. In hypothesis testing, directed information evaluates the best error exponent for testing whether a random process $Y$ {causally} influences another process $X$ or not. These results give a natural interpretation of directed information $I(Y^n \to X^n)$ as the amount of information that a random sequence $Y^n = (Y_1,Y_2,..., Y_n)$ {causally} provides about another random sequence $X^n = (X_1,X_2,...,X_n)$. A new measure, {\em directed lautum information}, is also introduced and interpreted in portfolio theory, data compression, and hypothesis testing.

We study the best exponential decay in the blocklength of the probability of error that can be achieved in the transmission of a single bit over the Gaussian channel with an active noisy Gaussian feedback link. We impose an \emph{expected} block power constraint on the forward link and study both \emph{almost-sure} and \emph{expected} block power constraints on the feedback link. In both cases the best achievable error exponents are finite and grow approximately proportionally to the larger between the signal-to-noise ratios on the forward and feedback links. The error exponents under almost-sure block power constraints are typically strictly smaller than under expected constraints. Some of the results extend to communication at arbitrary rates below capacity and to general discrete memoryless channels., Comment: Submitted to the IEEE Transactions on Information Theory

Motivated by fading channels and erasure channels, the problem of reliable communication over deterministic relay networks is studied, in which relay nodes receive a function of the incoming signals and a random network state. An achievable rate is characterized for the case in which destination nodes have full knowledge of the state information. If the relay nodes receive a linear function of the incoming signals and the state in a finite field, then the achievable rate is shown to be optimal, meeting the cut-set upper bound on the capacity. This result generalizes on a unified framework the work of Avestimehr, Diggavi, and Tse on the deterministic networks with state dependency, the work of Dana, Gowaikar, Palanki, Hassibi, and Effros on linear erasure networks with interference, and the work of Smith and Vishwanath on linear erasure networks with broadcast., Comment: 5 pages, to appear in proc. IEEE ISIT, June 2009

This paper studies the question of how well a signal can be reprsented by a sparse linear combination of reference signals from an overcomplete dictionary. When the dictionary size is exponential in the dimension of signal, then the exact characterization of the optimal distortion is given as a function of the dictionary size exponent and the number of reference signals for the linear representation. Roughly speaking, every signal is sparse if the dictionary size is exponentially large, no matter how small the exponent is. Furthermore, an iterative method similar to matching pursuit that successively finds the best reference signal at each stage gives asymptotically optimal representations. This method is essentially equivalent to successive refinement for multiple descriptions and provides a simple alternative proof of the successive refinability of white Gaussian sources., Comment: 5 pages, to appear in proc. IEEE ISIT, June 2009

The problem of reliable transmission of correlated sources over the broadcast channel, originally studied by Han and Costa, is revisited. An alternative characterization of their sufficient condition for reliable transmission is given, which includes results of Marton for channel coding over broadcast channels and of Gray and Wyner for distributed source coding. A ``minimalistic'' coding scheme is presented, which is based on joint typicality encoding and decoding, without requiring the use of Cover's superposition coding, random hashing, and common part between two sources. The analysis of the coding scheme is also conceptually simple and relies on a new multivariate covering lemma and an application of the Fourier--Motzkin elimination procedure., Comment: 9 pages, 1 figure. Updated version, with proofs and minor changes

We study the problem of gambling in horse races with causal side information and show that Massey's directed information characterizes the increment in the maximum achievable capital growth rate due to the availability of side information. This result gives a natural interpretation of directed information $I(Y^n \to X^n)$ as the amount of information that $Y^n$ \emph{causally} provides about $X^n$. Extensions to stock market portfolio strategies and data compression with causal side information are also discussed.

We consider the problem of transmitting data at rate R over a state dependent channel p(y|x,s) with the state information available at the sender and at the same time conveying the information about the channel state itself to the receiver. The amount of state information that can be learned at the receiver is captured by the mutual information I(S^n; Y^n) between the state sequence S^n and the channel output Y^n. The optimal tradeoff is characterized between the information transmission rate R and the state uncertainty reduction rate \Delta, when the state information is either causally or noncausally available at the sender. This result is closely related and in a sense dual to a recent study by Merhav and Shamai, which solves the problem of masking the state information from the receiver rather than conveying it., Comment: 9 pages, 4 figures, submitted to IEEE Trans. Inform. Theory, revised

A coding theorem is proved for a class of stationary channels with feedback in which the output Y_n = f(X_{n-m}^n, Z_{n-m}^n) is the function of the current and past m symbols from the channel input X_n and the stationary ergodic channel noise Z_n. In particular, it is shown that the feedback capacity is equal to $$ \limp_{n\to\infty} \sup_{p(x^n||y^{n-1})} \frac{1}{n} I(X^n \to Y^n), $$ where I(X^n \to Y^n) = \sum_{i=1}^n I(X^i; Y_i|Y^{i-1}) denotes the Massey directed information from the channel input to the output, and the supremum is taken over all causally conditioned distributions p(x^n||y^{n-1}) = \prod_{i=1}^n p(x_i|x^{i-1},y^{i-1}). The main ideas of the proof are the Shannon strategy for coding with side information and a new elementary coding technique for the given channel model without feedback, which is in a sense dual to Gallager's lossy coding of stationary ergodic sources. A similar approach gives a simple alternative proof of coding theorems for finite state channels by Yang-Kavcic-Tatikonda, Chen-Berger, and Permuter-Weissman-Goldsmith., Comment: 23 pages, 5 figures, submitted for publication in IEEE Trans. Inform. Theory

The capacity of a class of deterministic relay channels with the transmitter input X, the receiver output Y, the relay output Y_1 = f(X, Y), and a separate communication link from the relay to the receiver with capacity R_0, is shown to be C(R_0) = \max_{p(x)} \min \{I(X;Y)+R_0, I(X;Y, Y_1) \}. Thus every bit from the relay is worth exactly one bit to the receiver. Two alternative coding schemes are presented that achieve this capacity. The first scheme, ``hash-and-forward'', is based on a simple yet novel use of random binning on the space of relay outputs, while the second scheme uses the usual ``compress-and-forward''. In fact, these two schemes can be combined together to give a class of optimal coding schemes. As a corollary, this relay capacity result confirms a conjecture by Ahlswede and Han on the capacity of a channel with rate-limited state information at the decoder in the special case when the channel state is recoverable from the channel input and the output., Comment: 17 pages, submitted to IEEE Transactions on Information Theory

A simple proof is given for the convexity of log det (I+K X^{-1}) in the positive definite matrix variable X with a given positive semidefinite K., Comment: 2 pages

The feedback capacity of additive stationary Gaussian noise channels is characterized as the solution to a variational problem. Toward this end, it is proved that the optimal feedback coding scheme is stationary. When specialized to the first-order autoregressive moving average noise spectrum, this variational characterization yields a closed-form expression for the feedback capacity. In particular, this result shows that the celebrated Schalkwijk-Kailath coding scheme achieves the feedback capacity for the first-order autoregressive moving average Gaussian channel, positively answering a long-standing open problem studied by Butman, Schalkwijk-Tiernan, Wolfowitz, Ozarow, Ordentlich, Yang-Kavcic-Tatikonda, and others. More generally, it is shown that a k-dimensional generalization of the Schalkwijk-Kailath coding scheme achieves the feedback capacity for any autoregressive moving average noise spectrum of order k. Simply put, the optimal transmitter iteratively refines the receiver's knowledge of the intended message., Comment: 64 pages, submitted to IEEE Trans. Inform. Theory

We provide a counterexample to Cover's conjecture that the feedback capacity $C_\textrm{FB}$ of an additive Gaussian noise channel under power constraint $P$ be no greater than the nonfeedback capacity $C$ of the same channel under power constraint $2P$, i.e., $C_\textrm{FB}(P) \le C(2P)$., Comment: 2 pages, submitted to IEEE Transactions on Information Theory

The capacity of stationary additive Gaussian noise channels with feedback is characterized as the solution to a variational problem. Toward this end, it is proved that the optimal feedback coding scheme is stationary. When specialized to the first-order autoregressive moving-average noise spectrum, this variational characterization yields a closed-form expression for the feedback capacity. In particular, this result shows that the celebrated Schalkwijk--Kailath coding scheme achieves the feedback capacity for the first-order autoregressive moving-average Gaussian channel, resolving a long-standing open problem studied by Butman, Schalkwijk--Tiernan, Wolfowitz, Ozarow, Ordentlich, Yang--Kavcic--Tatikonda, and others., Comment: 11 pages, v2: corrected a few typos, 43rd Annual Allerton Conference on Communication, Control and Computing, Monticello, IL, USA, Sept. 28-30, 2005

We extend Shannon's result on the capacity of channels with state information to multiple user channels. More specifically, we characterize the capacity (region) of degraded broadcast channels and physically degraded relay channels where the channel state information is causally available at the transmitters. We also obtain inner and outer bounds on the capacity region for multiple access channels with causal state information at the transmitters.

The dependence of the Gaussian input information rate on the line-of-sight (LOS) matrix in multiple-input multiple-output coherent Rician fading channels is explored. It is proved that the outage probability and the mutual information induced by a multivariate circularly symmetric Gaussian input with any covariance matrix are monotonic in the LOS matrix D, or more precisely, monotonic in D'D in the sense of the Loewner partial order. Conversely, it is also demonstrated that this ordering on the LOS matrices is a necessary condition for the uniform monotonicity over all input covariance matrices. This result is subsequently applied to prove the monotonicity of the isotropic Gaussian input information rate and channel capacity in the singular values of the LOS matrix. Extensions to multiple-access channels are also discussed., Comment: 14 pages, submitted to IEEE Transactions on Information Theory

The feedback capacity of the stationary Gaussian additive noise channel has been open, except for the case where the noise is white. Here we find the feedback capacity of the stationary first-order moving average additive Gaussian noise channel in closed form. Specifically, the channel is given by $Y_i = X_i + Z_i,$ $i = 1, 2, ...,$ where the input $\{X_i\}$ satisfies a power constraint and the noise $\{Z_i\}$ is a first-order moving average Gaussian process defined by $Z_i = \alpha U_{i-1} + U_i,$ $|\alpha| \le 1,$ with white Gaussian innovations $U_i,$ $i = 0,1,....$ We show that the feedback capacity of this channel is $-\log x_0,$ where $x_0$ is the unique positive root of the equation $ \rho x^2 = (1-x^2) (1 - |\alpha|x)^2,$ and $\rho$ is the ratio of the average input power per transmission to the variance of the noise innovation $U_i$. The optimal coding scheme parallels the simple linear signalling scheme by Schalkwijk and Kailath for the additive white Gaussian noise channel -- the transmitter sends a real-valued information-bearing signal at the beginning of communication and subsequently refines the receiver's error by processing the feedback noise signal through a linear stationary first-order autoregressive filter. The resulting error probability of the maximum likelihood decoding decays doubly-exponentially in the duration of the communication. This feedback capacity of the first-order moving average Gaussian channel is very similar in form to the best known achievable rate for the first-order \emph{autoregressive} Gaussian noise channel studied by Butman, Wolfowitz, and Tiernan, although the optimality of the latter is yet to be established., Comment: Updated version, 36 pages, 4 figures, submitted to IEEE Trans. Inform. Theory