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Register a new userInformation-theoretic applications of the logarithmic probability comparison bound
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Added by
Rami Atar
Publication date
2014
fields
Informatics Engineering
and research's language is
English
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A well-known technique in estimating probabilities of rare events in general and in information theory in particular (used, e.g., in the sphere-packing bound), is that of finding a reference probability measure under which the event of interest has probability of order one and estimating the probability in question by means of the Kullback-Leibler divergence. A method has recently been proposed in [2], that can be viewed as an extension of this idea in which the probability under the reference measure may itself be decaying exponentially, and the Renyi divergence is used instead. The purpose of this paper is to demonstrate the usefulness of this approach in various information-theoretic settings. For the problem of channel coding, we provide a general methodology for obtaining matched, mismatched and robust error exponent bounds, as well as new results in a variety of particular channel models. Other applications we address include rate-distortion coding and the problem of guessing.
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We explore a well-known integral representation of the logarithmic function, and demonstrate its usefulness in obtaining compact, easily-computable exact formulas for quantities that involve expectations and higher moments of the logarithm of a positive random variable (or the logarithm of a sum of positive random variables). The integral representation of the logarithm is proved useful in a variety of information-theoretic applications, including universal lossless data compression, entropy and differential entropy evaluations, and the calculation of the ergodic capacity of the single-input, multiple-output (SIMO) Gaussian channel with random parameters (known to both transmitter and receiver). This integral representation and its variants are anticipated to serve as a useful tool in additional applications, as a rigorous alternative to the popular (but non-rigorous) replica method (at least in some situations).
During the last two decades, concentration of measure has been a subject of various exciting developments in convex geometry, functional analysis, statistical physics, high-dimensional statistics, probability theory, information theory, communications and coding theory, computer science, and learning theory. One common theme which emerges in these fields is probabilistic stability: complicated, nonlinear functions of a large number of independent or weakly dependent random variables often tend to concentrate sharply around their expected values. Information theory plays a key role in the derivation of concentration inequalities. Indeed, both the entropy method and the approach based on transportation-cost inequalities are two major information-theoretic paths toward proving concentration. This brief survey is based on a recent monograph of the authors in the Foundations and Trends in Communications and Information Theory (online available at http://arxiv.org/pdf/1212.4663v8.pdf), and a tutorial given by the authors at ISIT 2015. It introduces information theorists to three main techniques for deriving concentration inequalities: the martingale method, the entropy method, and the transportation-cost inequalities. Some applications in information theory, communications, and coding theory are used to illustrate the main ideas.
This work constructs a discrete random variable that, when conditioned upon, ensures information stability of quasi-images. Using this construction, a new methodology is derived to obtain information theoretic necessary conditions directly from operational requirements. In particular, this methodology is used to derive new necessary conditions for keyed authentication over discrete memoryless channels and to establish the capacity region of the wiretap channel, subject to finite leakage and finite error, under two different secrecy metrics. These examples establish the usefulness of the proposed methodology.
Given a probability measure $mu$ over ${mathbb R}^n$, it is often useful to approximate it by the convex combination of a small number of probability measures, such that each component is close to a product measure. Recently, Ronen Eldan used a stochastic localization argument to prove a general decomposition result of this type. In Eldans theorem, the `number of components is characterized by the entropy of the mixture, and `closeness to product is characterized by the covariance matrix of each component. We present an elementary proof of Eldans theorem which makes use of an information theory (or estimation theory) interpretation. The proof is analogous to the one of an earlier decomposition result known as the `pinning lemma.
Under the paradigm of caching, partial data is delivered before the actual requests of users are known. In this paper, this problem is modeled as a canonical distributed source coding problem with side information, where the side information represents the users requests. For the single-user case, a single-letter characterization of the optimal rate region is established, and for several important special cases, closed-form solutions are given, including the scenario of uniformly distributed user requests. In this case, it is shown that the optimal caching strategy is closely related to total correlation and Wyners common information. Using the insight gained from the single-user case, three two-user scenarios admitting single-letter characterization are considered, which draw connections to existing source coding problems in the literature: the Gray--Wyner system and distributed successive refinement. Finally, the model studied by Maddah-Ali and Niesen is rephrased to make a comparison with the considered information-theoretic model. Although the two caching models have a similar behavior for the single-user case, it is shown through a two-user example that the two caching models behave differently in general.
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