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Sergio Verdu

Publications and source records attributed to Sergio Verdu.

16 recordsLinked to original sources

Information-Theoretic Perspectives on Brascamp-Lieb Inequality and Its Reverse

We introduce an inequality which may be viewed as a generalization of both the Brascamp-Lieb inequality and its reverse (Barthe's inequality), and prove its information-theoretic (i.e.\ entropic) formulation. This result leads to a unified approach to functional inequalities such as the variational formula of Rényi entropy, hypercontractivity and its reverse, strong data processing inequalities, and transportation-cost inequalities, whose utility in the proofs of various coding theorems has gained growing popularity recently. We show that our information-theoretic setting is convenient for proving properties such as data processing, tensorization, convexity (Riesz-Thorin interpolation) and Gaussian optimality. In particular, we elaborate on a "doubling trick" used by Lieb and Geng-Nair to prove several results on Gaussian optimality. Several applications are discussed, including a generalization of the Brascamp-Lieb inequality involving Gaussian random transformations, the determination of Wyner's common information of vector Gaussian sources, and the achievable rate region of certain key generation problems in the case of vector Gaussian sources.

cs.IT

Brascamp-Lieb Inequality and Its Reverse: An Information Theoretic View

We generalize a result by Carlen and Cordero-Erausquin on the equivalence between the Brascamp-Lieb inequality and the subadditivity of relative entropy by allowing for random transformations (a broadcast channel). This leads to a unified perspective on several functional inequalities that have been gaining popularity in the context of proving impossibility results. We demonstrate that the information theoretic dual of the Brascamp-Lieb inequality is a convenient setting for proving properties such as data processing, tensorization, convexity and Gaussian optimality. Consequences of the latter include an extension of the Brascamp-Lieb inequality allowing for Gaussian random transformations, the determination of the multivariate Wyner common information for Gaussian sources, and a multivariate version of Nelson's hypercontractivity theorem. Finally we present an information theoretic characterization of a reverse Brascamp-Lieb inequality involving a random transformation (a multiple access channel).

cs.IT

Smoothing Brascamp-Lieb Inequalities and Strong Converses for Common Randomness Generation

We study the infimum of the best constant in a functional inequality, the Brascamp-Lieb-like inequality, over auxiliary measures within a neighborhood of a product distribution. In the finite alphabet and the Gaussian cases, such an infimum converges to the best constant in a mutual information inequality. Implications for strong converse properties of two common randomness (CR) generation problems are discussed. In particular, we prove the strong converse property of the rate region for the omniscient helper CR generation problem in the discrete and the Gaussian cases. The latter case is perhaps the first instance of a strong converse for a continuous source when the rate region involves auxiliary random variables.

cs.IT

Upper Bounds on the Relative Entropy and Rényi Divergence as a Function of Total Variation Distance for Finite Alphabets

A new upper bound on the relative entropy is derived as a function of the total variation distance for probability measures defined on a common finite alphabet. The bound improves a previously reported bound by Csiszár and Talata. It is further extended to an upper bound on the Rényi divergence of an arbitrary non-negative order (including $\infty$) as a function of the total variation distance.

cs.IT

One-Shot Mutual Covering Lemma and Marton's Inner Bound with a Common Message

By developing one-shot mutual covering lemmas, we derive a one-shot achievability bound for broadcast with a common message which recovers Marton's inner bound (with three auxiliary random variables) in the i.i.d.~case. The encoder employed is deterministic. Relationship between the mutual covering lemma and a new type of channel resolvability problem is discussed.

cs.IT

Empirical distribution of good channel codes with non-vanishing error probability (extended version)

This paper studies several properties of channel codes that approach the fundamental limits of a given (discrete or Gaussian) memoryless channel with a non-vanishing probability of error. The output distribution induced by an $ε$-capacity-achieving code is shown to be close in a strong sense to the capacity achieving output distribution. Relying on the concentration of measure (isoperimetry) property enjoyed by the latter, it is shown that regular (Lipschitz) functions of channel outputs can be precisely estimated and turn out to be essentially non-random and independent of the actual code. It is also shown that the output distribution of a good code and the capacity achieving one cannot be distinguished with exponential reliability. The random process produced at the output of the channel is shown to satisfy the asymptotic equipartition property. Using related methods it is shown that quadratic forms and sums of $q$-th powers when evaluated at codewords of good AWGN codes approach the values obtained from a randomly generated Gaussian codeword.

cs.IT

Lossless Data Compression at Finite Blocklengths

This paper provides an extensive study of the behavior of the best achievable rate (and other related fundamental limits) in variable-length lossless compression. In the non-asymptotic regime, the fundamental limits of fixed-to-variable lossless compression with and without prefix constraints are shown to be tightly coupled. Several precise, quantitative bounds are derived, connecting the distribution of the optimal codelengths to the source information spectrum, and an exact analysis of the best achievable rate for arbitrary sources is given. Fine asymptotic results are proved for arbitrary (not necessarily prefix) compressors on general mixing sources. Non-asymptotic, explicit Gaussian approximation bounds are established for the best achievable rate on Markov sources. The source dispersion and the source varentropy rate are defined and characterized. Together with the entropy rate, the varentropy rate serves to tightly approximate the fundamental non-asymptotic limits of fixed-to-variable compression for all but very small blocklengths.

cs.IT

Estimation in Gaussian Noise: Properties of the Minimum Mean-Square Error

Consider the minimum mean-square error (MMSE) of estimating an arbitrary random variable from its observation contaminated by Gaussian noise. The MMSE can be regarded as a function of the signal-to-noise ratio (SNR) as well as a functional of the input distribution (of the random variable to be estimated). It is shown that the MMSE is concave in the input distribution at any given SNR. For a given input distribution, the MMSE is found to be infinitely differentiable at all positive SNR, and in fact a real analytic function in SNR under mild conditions. The key to these regularity results is that the posterior distribution conditioned on the observation through Gaussian channels always decays at least as quickly as some Gaussian density. Furthermore, simple expressions for the first three derivatives of the MMSE with respect to the SNR are obtained. It is also shown that, as functions of the SNR, the curves for the MMSE of a Gaussian input and that of a non-Gaussian input cross at most once over all SNRs. These properties lead to simple proofs of the facts that Gaussian inputs achieve both the secrecy capacity of scalar Gaussian wiretap channels and the capacity of scalar Gaussian broadcast channels, as well as a simple proof of the entropy power inequality in the special case where one of the variables is Gaussian.

cs.IT

Multicasting in Large Wireless Networks: Bounds on the Minimum Energy per Bit

We consider scaling laws for maximal energy efficiency of communicating a message to all the nodes in a wireless network, as the number of nodes in the network becomes large. Two cases of large wireless networks are studied -- dense random networks and constant density (extended) random networks. In addition, we also study finite size regular networks in order to understand how regularity in node placement affects energy consumption. We first establish an information-theoretic lower bound on the minimum energy per bit for multicasting in arbitrary wireless networks when the channel state information is not available at the transmitters. Upper bounds are obtained by constructing a simple flooding scheme that requires no information at the receivers about the channel states or the locations and identities of the nodes. The gap between the upper and lower bounds is only a constant factor for dense random networks and regular networks, and differs by a poly-logarithmic factor for extended random networks. Furthermore, we show that the proposed upper and lower bounds for random networks hold almost surely in the node locations as the number of nodes approaches infinity.

cs.IT

Cognitive Interference Channels with Confidential Messages

The cognitive interference channel with confidential messages is studied. Similarly to the classical two-user interference channel, the cognitive interference channel consists of two transmitters whose signals interfere at the two receivers. It is assumed that there is a common message source (message 1) known to both transmitters, and an additional independent message source (message 2) known only to the cognitive transmitter (transmitter 2). The cognitive receiver (receiver 2) needs to decode both messages, while the non-cognitive receiver (receiver 1) should decode only the common message. Furthermore, message 2 is assumed to be a confidential message which needs to be kept as secret as possible from receiver 1, which is viewed as an eavesdropper with regard to message 2. The level of secrecy is measured by the equivocation rate. A single-letter expression for the capacity-equivocation region of the discrete memoryless cognitive interference channel is established and is further explicitly derived for the Gaussian case. Moreover, particularizing the capacity-equivocation region to the case without a secrecy constraint, establishes a new capacity theorem for a class of interference channels, by providing a converse theorem.

cs.IT

Canonical time-frequency, time-scale, and frequency-scale representations of time-varying channels

Mobile communication channels are often modeled as linear time-varying filters or, equivalently, as time-frequency integral operators with finite support in time and frequency. Such a characterization inherently assumes the signals are narrowband and may not be appropriate for wideband signals. In this paper time-scale characterizations are examined that are useful in wideband time-varying channels, for which a time-scale integral operator is physically justifiable. A review of these time-frequency and time-scale characterizations is presented. Both the time-frequency and time-scale integral operators have a two-dimensional discrete characterization which motivates the design of time-frequency or time-scale rake receivers. These receivers have taps for both time and frequency (or time and scale) shifts of the transmitted signal. A general theory of these characterizations which generates, as specific cases, the discrete time-frequency and time-scale models is presented here. The interpretation of these models, namely, that they can be seen to arise from processing assumptions on the transmit and receive waveforms is discussed. Out of this discussion a third model arises: a frequency-scale continuous channel model with an associated discrete frequency-scale characterization.

cs.IT

On-Off Frequency-Shift-Keying for Wideband Fading Channels

M-ary On-Off Frequency-Shift-Keying (OOFSK) is a digital modulation format in which M-ary FSK signaling is overlaid on On/Off keying. This paper investigates the potential of this modulation format in the context of wideband fading channels. First it is assumed that the receiver uses energy detection for the reception of OOFSK signals. Capacity expressions are obtained for the cases in which the receiver has perfect and imperfect fading side information. Power efficiency is investigated when the transmitter is subject to a peak-to-average power ratio (PAR) limitation or a peak power limitation. It is shown that under a PAR limitation, it is extremely power inefficient to operate in the very low SNR regime. On the other hand, if there is only a peak power limitation, it is demonstrated that power efficiency improves as one operates with smaller SNR and vanishing duty factor. Also studied are the capacity improvements that accrue when the receiver can track phase shifts in the channel or if the received signal has a specular component. To take advantage of those features, the phase of the modulation is also allowed to carry information.

cs.IT

Randomly Spread CDMA: Asymptotics via Statistical Physics

This paper studies randomly spread code-division multiple access (CDMA) and multiuser detection in the large-system limit using the replica method developed in statistical physics. Arbitrary input distributions and flat fading are considered. A generic multiuser detector in the form of the posterior mean estimator is applied before single-user decoding. The generic detector can be particularized to the matched filter, decorrelator, linear MMSE detector, the jointly or the individually optimal detector, and others. It is found that the detection output for each user, although in general asymptotically non-Gaussian conditioned on the transmitted symbol, converges as the number of users go to infinity to a deterministic function of a "hidden" Gaussian statistic independent of the interferers. Thus the multiuser channel can be decoupled: Each user experiences an equivalent single-user Gaussian channel, whose signal-to-noise ratio suffers a degradation due to the multiple-access interference. The uncoded error performance (e.g., symbol-error-rate) and the mutual information can then be fully characterized using the degradation factor, also known as the multiuser efficiency, which can be obtained by solving a pair of coupled fixed-point equations identified in this paper. Based on a general linear vector channel model, the results are also applicable to MIMO channels such as in multiantenna systems.

cs.IT

The Noncoherent Rician Fading Channel -- Part I : Structure of the Capacity-Achieving Input

Transmission of information over a discrete-time memoryless Rician fading channel is considered where neither the receiver nor the transmitter knows the fading coefficients. First the structure of the capacity-achieving input signals is investigated when the input is constrained to have limited peakedness by imposing either a fourth moment or a peak constraint. When the input is subject to second and fourth moment limitations, it is shown that the capacity-achieving input amplitude distribution is discrete with a finite number of mass points in the low-power regime. A similar discrete structure for the optimal amplitude is proven over the entire SNR range when there is only a peak power constraint. The Rician fading with phase-noise channel model, where there is phase uncertainty in the specular component, is analyzed. For this model it is shown that, with only an average power constraint, the capacity-achieving input amplitude is discrete with a finite number of levels. For the classical average power limited Rician fading channel, it is proven that the optimal input amplitude distribution has bounded support.

cs.IT

The Noncoherent Rician Fading Channel -- Part II : Spectral Efficiency in the Low-Power Regime

Transmission of information over a discrete-time memoryless Rician fading channel is considered where neither the receiver nor the transmitter knows the fading coefficients. The spectral-efficiency/bit-energy tradeoff in the low-power regime is examined when the input has limited peakedness. It is shown that if a fourth moment input constraint is imposed or the input peak-to-average power ratio is limited, then in contrast to the behavior observed in average power limited channels, the minimum bit energy is not always achieved at zero spectral efficiency. The low-power performance is also characterized when there is a fixed peak limit that does not vary with the average power. A new signaling scheme that overlays phase-shift keying on on-off keying is proposed and shown to be optimally efficient in the low-power regime.

cs.IT

Mutual Information and Minimum Mean-square Error in Gaussian Channels

This paper deals with arbitrarily distributed finite-power input signals observed through an additive Gaussian noise channel. It shows a new formula that connects the input-output mutual information and the minimum mean-square error (MMSE) achievable by optimal estimation of the input given the output. That is, the derivative of the mutual information (nats) with respect to the signal-to-noise ratio (SNR) is equal to half the MMSE, regardless of the input statistics. This relationship holds for both scalar and vector signals, as well as for discrete-time and continuous-time noncausal MMSE estimation. This fundamental information-theoretic result has an unexpected consequence in continuous-time nonlinear estimation: For any input signal with finite power, the causal filtering MMSE achieved at SNR is equal to the average value of the noncausal smoothing MMSE achieved with a channel whose signal-to-noise ratio is chosen uniformly distributed between 0 and SNR.

cs.IT