Asymptotic Estimates in Information Theory with Non-Vanishing Error Probabilities

This monograph presents a unified treatment of single- and multi-user problems in Shannon's information theory where we depart from the requirement that the error probability decays asymptotically in the blocklength. Instead, the error probabilities for various problems are bounded above by a non-vanishing constant and the spotlight is shone on achievable coding rates as functions of the growing blocklengths. This represents the study of asymptotic estimates with non-vanishing error probabilities. In Part I, after reviewing the fundamentals of information theory, we discuss Strassen's seminal result for binary hypothesis testing where the type-I error probability is non-vanishing and the rate of decay of the type-II error probability with growing number of independent observations is characterized. In Part II, we use this basic hypothesis testing result to develop second- and sometimes, even third-order asymptotic expansions for point-to-point communication. Finally in Part III, we consider network information theory problems for which the second-order asymptotics are known. These problems include some classes of channels with random state, the multiple-encoder distributed lossless source coding (Slepian-Wolf) problem and special cases of the Gaussian interference and multiple-access channels. Finally, we discuss avenues for further research.Comment: Further comments welcom

Controlled Sensing for Multihypothesis Testing

The problem of multiple hypothesis testing with observation control is considered in both fixed sample size and sequential settings. In the fixed sample size setting, for binary hypothesis testing, the optimal exponent for the maximal error probability corresponds to the maximum Chernoff information over the choice of controls, and a pure stationary open-loop control policy is asymptotically optimal within the larger class of all causal control policies. For multihypothesis testing in the fixed sample size setting, lower and upper bounds on the optimal error exponent are derived. It is also shown through an example with three hypotheses that the optimal causal control policy can be strictly better than the optimal open-loop control policy. In the sequential setting, a test based on earlier work by Chernoff for binary hypothesis testing, is shown to be first-order asymptotically optimal for multihypothesis testing in a strong sense, using the notion of decision making risk in place of the overall probability of error. Another test is also designed to meet hard risk constrains while retaining asymptotic optimality. The role of past information and randomization in designing optimal control policies is discussed.Comment: To appear in the Transactions on Automatic Contro

On the Reliability Function of Distributed Hypothesis Testing Under Optimal Detection

The distributed hypothesis testing problem with full side-information is studied. The trade-off (reliability function) between the two types of error exponents under limited rate is studied in the following way. First, the problem is reduced to the problem of determining the reliability function of channel codes designed for detection (in analogy to a similar result which connects the reliability function of distributed lossless compression and ordinary channel codes). Second, a single-letter random-coding bound based on a hierarchical ensemble, as well as a single-letter expurgated bound, are derived for the reliability of channel-detection codes. Both bounds are derived for a system which employs the optimal detection rule. We conjecture that the resulting random-coding bound is ensemble-tight, and consequently optimal within the class of quantization-and-binning schemes

Theoretical Bounds in Minimax Decentralized Hypothesis Testing

Minimax decentralized detection is studied under two scenarios: with and without a fusion center when the source of uncertainty is the Bayesian prior. When there is no fusion center, the constraints in the network design are determined. Both for a single decision maker and multiple decision makers, the maximum loss in detection performance due to minimax decision making is obtained. In the presence of a fusion center, the maximum loss of detection performance between with- and without fusion center networks is derived assuming that both networks are minimax robust. The results are finally generalized.Comment: Submitted to IEEE Trans. on Signal Processin

Channel Detection in Coded Communication

We consider the problem of block-coded communication, where in each block, the channel law belongs to one of two disjoint sets. The decoder is aimed to decode only messages that have undergone a channel from one of the sets, and thus has to detect the set which contains the prevailing channel. We begin with the simplified case where each of the sets is a singleton. For any given code, we derive the optimum detection/decoding rule in the sense of the best trade-off among the probabilities of decoding error, false alarm, and misdetection, and also introduce sub-optimal detection/decoding rules which are simpler to implement. Then, various achievable bounds on the error exponents are derived, including the exact single-letter characterization of the random coding exponents for the optimal detector/decoder. We then extend the random coding analysis to general sets of channels, and show that there exists a universal detector/decoder which performs asymptotically as well as the optimal detector/decoder, when tuned to detect a channel from a specific pair of channels. The case of a pair of binary symmetric channels is discussed in detail.Comment: Submitted to IEEE Transactions on Information Theor