Relations between random coding exponents and the statistical physics of random codes

The partition function pertaining to finite--temperature decoding of a (typical) randomly chosen code is known to have three types of behavior, corresponding to three phases in the plane of rate vs. temperature: the {\it ferromagnetic phase}, corresponding to correct decoding, the {\it paramagnetic phase}, of complete disorder, which is dominated by exponentially many incorrect codewords, and the {\it glassy phase} (or the condensed phase), where the system is frozen at minimum energy and dominated by subexponentially many incorrect codewords. We show that the statistical physics associated with the two latter phases are intimately related to random coding exponents. In particular, the exponent associated with the probability of correct decoding at rates above capacity is directly related to the free energy in the glassy phase, and the exponent associated with probability of error (the error exponent) at rates below capacity, is strongly related to the free energy in the paramagnetic phase. In fact, we derive alternative expressions of these exponents in terms of the corresponding free energies, and make an attempt to obtain some insights from these expressions. Finally, as a side result, we also compare the phase diagram associated with a simple finite-temperature universal decoder for discrete memoryless channels, to that of the finite--temperature decoder that is aware of the channel statistics.Comment: 26 pages, 2 figures, submitted to IEEE Transactions on Information Theor

A Tutorial on Time-Evolving Dynamical Bayesian Inference

In view of the current availability and variety of measured data, there is an increasing demand for powerful signal processing tools that can cope successfully with the associated problems that often arise when data are being analysed. In practice many of the data-generating systems are not only time-variable, but also influenced by neighbouring systems and subject to random fluctuations (noise) from their environments. To encompass problems of this kind, we present a tutorial about the dynamical Bayesian inference of time-evolving coupled systems in the presence of noise. It includes the necessary theoretical description and the algorithms for its implementation. For general programming purposes, a pseudocode description is also given. Examples based on coupled phase and limit-cycle oscillators illustrate the salient features of phase dynamics inference. State domain inference is illustrated with an example of coupled chaotic oscillators. The applicability of the latter example to secure communications based on the modulation of coupling functions is outlined. MatLab codes for implementation of the method, as well as for the explicit examples, accompany the tutorial.Comment: Matlab codes can be found on http://py-biomedical.lancaster.ac.uk