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Guangyue Han

Publications and source records attributed to Guangyue Han.

At least 37 records · Page 2Linked to original sources
arXiv2022

Renyi Entropy Rate of Stationary Ergodic Processes

In this paper, we examine the Renyi entropy rate of stationary ergodic processes. For a special class of stationary ergodic processes, we prove that the Renyi entropy rate always exists and can be polynomially approximated by its defining sequence; moreover, using the Markov approximation method, we show that the Renyi entropy rate can be exponentially approximated by that of the Markov approximating sequence, as the Markov order goes to infinity. For the general case, by constructing a counterexample, we disprove the conjecture that the Renyi entropy rate of a general stationary ergodic process always converges to its Shannon entropy rate as α goes to 1.

cs.IT↗
arXiv2021

A Galois Connection Approach to Wei-Type Duality Theorems

In $1991$, Wei proved a duality theorem that established an interesting connection between the generalized Hamming weights of a linear code and those of its dual code. Wei's duality theorem has since been extensively studied from different perspectives and extended to other settings. In this paper, we re-examine Wei's duality theorem and its various extensions, henceforth referred to as Wei-type duality theorems, from a new Galois connection perspective. Our approach is based on the observation that the generalized Hamming weights and the dimension/length profiles of a linear code form a Galois connection. The central result in this paper is a general Wei-type duality theorem for two Galois connections between finite subsets of $\mathbb{Z}$, from which all the known Wei-type duality theorems can be recovered. As corollaries of our central result, we prove new Wei-type duality theorems for $w$-demimatroids defined over finite sets and $w$-demi-polymatroids defined over modules with a composition series, which further allows us to unify and generalize all the known Wei-type duality theorems established for codes endowed with various metrics.

cs.IT↗
arXiv2021

Fourier-Reflexive Partitions Induced by Poset Metric

Let $\mathbf{H}$ be the cartesian product of a family of finite abelian groups indexed by a finite set $Ω$. A given poset (i.e., partially ordered set) $\mathbf{P}=(Ω,\preccurlyeq_{\mathbf{P}})$ gives rise to a poset metric on $\mathbf{H}$, which further leads to a partition $\mathcal{Q}(\mathbf{H},\mathbf{P})$ of $\mathbf{H}$. We prove that if $\mathcal{Q}(\mathbf{H},\mathbf{P})$ is Fourier-reflexive, then its dual partition $Λ$ coincides with the partition of $\hat{\mathbf{H}}$ induced by $\mathbf{\overline{P}}$, the dual poset of $\mathbf{P}$, and moreover, $\mathbf{P}$ is necessarily hierarchical. This result establishes a conjecture proposed by Gluesing-Luerssen in \cite{4}. We also show that with some other assumptions, $Λ$ is finer than the partition of $\hat{\mathbf{H}}$ induced by $\mathbf{\overline{P}}$. In addition, we give some necessary and sufficient conditions for $\mathbf{P}$ to be hierarchical, and for the case that $\mathbf{P}$ is hierarchical, we give an explicit criterion for determining whether two codewords in $\hat{\mathbf{H}}$ belong to the same block of $Λ$. We prove these results by relating the involved partitions with certain family of polynomials, a generalized version of which is also proposed and studied to generalize the aforementioned results.

cs.IT↗
arXiv2020

On Sampling Continuous-Time AWGN Channels

For a continuous-time additive white Gaussian noise (AWGN) channel with possible feedback, it has been shown that as sampling gets infinitesimally fine, the mutual information of the associative discrete-time channels converges to that of the original continuous-time channel. We give in this paper more quantitative strengthenings of this result, which, among other implications, characterize how over-sampling approaches the true mutual information of a continuous-time Gaussian channel with bandwidth limit. The assumptions in our results are relatively mild. In particular, for the non-feedback case, compared to the Shannon-Nyquist sampling theorem, a widely used tool to connect continuous-time Gaussian channels to their discrete-time counterparts that requires the band-limitedness of the channel input, our results only require some integrability conditions on the power spectral density function of the input.

cs.IT↗
arXiv2020

Extensions of the I-MMSE Relationship to Gaussian Channels with Feedback and Memory

Unveiling a fundamental link between information theory and estimation theory, the I-MMSE relationship by Guo, Shamai and Verdu~\cite{gu05}, together with its numerous extensions, has great theoretical significance and various practical applications. On the other hand, its influences to date have been restricted to channels without feedback or memory, due to the absence of its extensions to such channels. In this paper, we propose extensions of the I-MMSE relationship to discrete-time and continuous-time Gaussian channels with feedback and/or memory. Our approach is based on a very simple observation, which can be applied to other scenarios, such as a simple and direct proof of the classical de Bruijn's identity. This submission corrects the mistakes in the previous version.

cs.IT↗
arXiv2020

A Deterministic Algorithm for the Capacity of Finite-State Channels

We propose two modified versions of the classical gradient ascent method to compute the capacity of finite-state channels with Markovian inputs. For the case that the channel mutual information is strongly concave in a parameter taking values in a compact convex subset of some Euclidean space, our first algorithm proves to achieve polynomial accuracy in polynomial time and, moreover, for some special families of finite-state channels our algorithm can achieve exponential accuracy in polynomial time under some technical conditions. For the case that the channel mutual information may not be strongly concave, our second algorithm proves to be at least locally convergent.

cs.IT↗
arXiv2019

A New Proof of Hopf's Inequality Using a Complex Extension of the Hilbert Metric

It is well known from the Perron-Frobenius theory that the spectral gap of a positive square matrix is positive. In this paper, we give a more quantitative characterization of the spectral gap. More specifically, using a complex extension of the Hilbert metric, we show that the so-called spectral ratio of a positive square matrix is upper bounded by its Birkhoff contraction coefficient, which in turn yields a lower bound on its spectral gap.

math.SP↗
arXiv2019

A Wong-Zakai Approximation of Stochastic Differential Equations Driven by a General Semimartingale

We examine a Wong-Zakai type approximation of a family of stochastic differential equations driven by a general cadlag semimartingale. For such an approximation, compared with the pointwise convergence result by Kurtz, Pardoux and Protter [12, Theorem 6.5], we establish stronger convergence results under the Skorokhod M_1-topology, which, among other possible applications, implies the convergence of the first passage time of the solution to the stochastic differential equation.

math.PR↗
arXiv2018

An Elementary Proof of a Classical Information-Theoretic Formula

A renowned information-theoretic formula by Shannon expresses the mutual information rate of a white Gaussian channel with a stationary Gaussian input as an integral of a simple function of the power spectral density of the channel input. We give in this paper a rigorous yet elementary proof of this classical formula. As opposed to all the conventional approaches, which either rely on heavy mathematical machineries or have to resort to some "external" results, our proof, which hinges on a recently proven sampling theorem, is elementary and self-contained, only using some well-known facts from basic calculus and matrix theory.

cs.IT↗
arXiv2018

On Continuous-Time Gaussian Channels

A continuous-time white Gaussian channel can be formulated using a white Gaussian noise, and a conventional way for examining such a channel is the sampling approach based on the Shannon-Nyquist sampling theorem, where the original continuous-time channel is converted to an equivalent discrete-time channel, to which a great variety of established tools and methodology can be applied. However, one of the key issues of this scheme is that continuous-time feedback and memory cannot be incorporated into the channel model. It turns out that this issue can be circumvented by considering the Brownian motion formulation of a continuous-time white Gaussian channel. Nevertheless, as opposed to the white Gaussian noise formulation, a link that establishes the information-theoretic connection between a continuous-time channel under the Brownian motion formulation and its discrete-time counterparts has long been missing. This paper is to fill this gap by establishing causality-preserving connections between continuous-time Gaussian feedback/memory channels and their associated discrete-time versions in the forms of sampling and approximation theorems, which we believe will play important roles in the long run for further developing continuous-time information theory. As an immediate application of the approximation theorem, we propose the so-called approximation approach to examine continuous-time white Gaussian channels in the point-to-point or multi-user setting. It turns out that the approximation approach, complemented by relevant tools from stochastic calculus, can enhance our understanding of continuous-time Gaussian channels in terms of giving alternative and strengthened interpretation to some long-held folklore, recovering "long known" results from new perspectives, and rigorously establishing new results predicted by the intuition that the approximation approach carries.

cs.IT↗
arXiv2018

Information-Theoretic Extensions of the Shannon-Nyquist Sampling Theorem

A continuous-time white Gaussian channel can be formulated using a white Gaussian noise, and a conventional way for examining such a channel is the sampling approach based on the classical Shannon-Nyquist sampling theorem, where the original continuous-time channel is converted to an equivalent discrete-time channel, to which a great variety of established tools and methodology can be applied. However, one of the key issues of this scheme is that continuous-time feedback cannot be incorporated into the channel model. It turns out that this issue can be circumvented by considering the Brownian motion formulation of a continuous-time white Gaussian channel. Nevertheless, as opposed to the white Gaussian noise formulation, a link that establishes the information-theoretic connection between a continuous-time white Gaussian channel under the Brownian motion formulation and its discrete-time counterparts has long been missing. This paper is to fill this gap by establishing information-theoretic extensions of the Shannon-Nyquist theorem, which naturally yield causality-preserving connections between continuous-time Gaussian feedback channels and their associated discrete-time versions in the forms of sampling and approximation theorems. As an example of the possible applications of the extensions, we use the above-mentioned connections to analyze the capacity of a continuous-time white Gaussian feedback channel.

math.PR↗
arXiv2018

Relative entropy convergence under Picard's iteration for stochastic differential equations

For a family of stochastic differential equations, we investigate the asymptotic behaviors of its corresponding Picard's iteration, establishing convergence results in terms of relative entropy. Our convergence results complement the conventional ones in the $L^2$ and almost sure sense, revealing some previously unexplored aspects of the stochastic differential equations under consideration. For example, in combination with Pinsker's inequality, one of our results readily yields the convergence under Picard's iteration in the total variation sense, which does not seem to directly follow from any other known results. Moreover, our results promise possible further applications of SDEs in related disciplines. As an example of such applications, we establish the convergence of the corresponding mutual information sequence under Picard's iteration for a continuous-time Gaussian channel with feedback, which may pave way for effective computation of the mutual information of such a channel, a long open problem in information theory.

math.PR↗
arXiv2018

An Optimization Approach to the Langberg-Médard Multiple Unicast Conjecture

The Langberg-Médard multiple unicast conjecture claims that for any strongly reachable $k$-pair network, there exists a multi-flow with rate $(1,1,\dots,1)$. In a previous work, through combining and concatenating the so-called elementary flows, we have constructed a multi-flow with rate at least $(\frac{8}{9}, \frac{8}{9}, \dots, \frac{8}{9})$ for any $k$. In this paper, we examine an optimization problem arising from this construction framework. We first show that our previous construction yields a sequence of asymptotically optimal solutions to the aforementioned optimization problem. And furthermore, based on this solution sequence, we propose a perturbation framework, which not only promises a better solution for any $k \mod 4 \neq 2$ but also solves the optimization problem for the cases $k=3, 4, \dots, 10$, accordingly yielding multi-flows with the largest rate to date.

cs.IT↗
arXiv2018

Feedback Capacity of Stationary Gaussian Channels Further Examined

It is well known that the problem of computing the feedback capacity of a stationary Gaussian channel can be recast as an infinite-dimensional optimization problem; moreover, necessary and sufficient conditions for the optimality of a solution to this optimization problem have been characterized, and based on this characterization, an explicit formula for the feedback capacity has been given for the case that the noise is a first-order autoregressive moving-average Gaussian process. In this paper, we further examine the above-mentioned infinite-dimensional optimization problem. We prove that unless the Gaussian noise is white, its optimal solution is unique, and we propose an algorithm to recursively compute the unique optimal solution, which is guaranteed to converge in theory and features an efficient implementation for a suboptimal solution in practice. Furthermore, for the case that the noise is a k-th order autoregressive moving-average Gaussian process, we give a relatively more explicit formula for the feedback capacity; more specifically, the feedback capacity is expressed as a simple function evaluated at a solution to a system of polynomial equations, which is amenable to numerical computation for the cases k=1, 2 and possibly beyond.

cs.IT↗
arXiv2017

Extensions of the I-MMSE Relation

Unveiling a fundamental link between information theory and estimation theory, the I-MMSE relation by Guo, Shamai and Verdu~\cite{gu05}, together with its numerous extensions, has great theoretical significance and various practical applications. On the other hand, its influences to date have been restricted to channels without feedback or memory, due to the absence of its extensions to such channels. In this paper, we propose extensions of the I-MMSE relation to discrete-time and continuous-time Gaussian channels with feedback and/or memory. Our approach is based on a very simple observation, which can be applied to other scenarios, such as a simple and direct proof of the classical de Bruijn's identity.

cs.IT↗
arXiv2017

A Counterexample to the Vector Generalization of Costa's EPI, and Partial Resolution

We give a counterexample to the vector generalization of Costa's entropy power inequality (EPI) due to Liu, Liu, Poor and Shamai. In particular, the claimed inequality can fail if the matix-valued parameter in the convex combination does not commute with the covariance of the additive Gaussian noise. Conversely, the inequality holds if these two matrices commute.

cs.IT↗
arXiv2016

Asymptotics of Input-Constrained Erasure Channel Capacity

In this paper, we examine an input-constrained erasure channel and we characterize the asymptotics of its capacity when the erasure rate is low. More specifically, for a general memoryless erasure channel with its input supported on an irreducible finite-type constraint, we derive partial asymptotics of its capacity, using some series expansion type formulas of its mutual information rate; and for a binary erasure channel with its first-order Markovian input supported on the $(1, \infty)$-RLL constraint, based on the concavity of its mutual information rate with respect to some parameterization of the input, we numerically evaluate its first-order Markov capacity and further derive its full asymptotics. The asymptotics obtained in this paper, when compared with the recently derived feedback capacity for a binary erasure channel with the same input constraint, enable us to draw the conclusion that feedback may increase the capacity of an input-constrained channel, even if the channel is memoryless.

cs.IT↗