Distributed Binary Detection with Lossy Data Compression

Consider the problem where a statistician in a two-node system receives rate-limited information from a transmitter about marginal observations of a memoryless process generated from two possible distributions. Using its own observations, this receiver is required to first identify the legitimacy of its sender by declaring the joint distribution of the process, and then depending on such authentication it generates the adequate reconstruction of the observations satisfying an average per-letter distortion. The performance of this setup is investigated through the corresponding rate-error-distortion region describing the trade-off between: the communication rate, the error exponent induced by the detection and the distortion incurred by the source reconstruction. In the special case of testing against independence, where the alternative hypothesis implies that the sources are independent, the optimal rate-error-distortion region is characterized. An application example to binary symmetric sources is given subsequently and the explicit expression for the rate-error-distortion region is provided as well. The case of "general hypotheses" is also investigated. A new achievable rate-error-distortion region is derived based on the use of non-asymptotic binning, improving the quality of communicated descriptions. Further improvement of performance in the general case is shown to be possible when the requirement of source reconstruction is relaxed, which stands in contrast to the case of general hypotheses.Comment: to appear on IEEE Trans. Information Theor

Joint universal lossy coding and identification of stationary mixing sources with general alphabets

We consider the problem of joint universal variable-rate lossy coding and identification for parametric classes of stationary $\beta$-mixing sources with general (Polish) alphabets. Compression performance is measured in terms of Lagrangians, while identification performance is measured by the variational distance between the true source and the estimated source. Provided that the sources are mixing at a sufficiently fast rate and satisfy certain smoothness and Vapnik-Chervonenkis learnability conditions, it is shown that, for bounded metric distortions, there exist universal schemes for joint lossy compression and identification whose Lagrangian redundancies converge to zero as $\sqrt{V_n \log n /n}$ as the block length $n$ tends to infinity, where $V_n$ is the Vapnik-Chervonenkis dimension of a certain class of decision regions defined by the $n$-dimensional marginal distributions of the sources; furthermore, for each $n$, the decoder can identify $n$-dimensional marginal of the active source up to a ball of radius $O(\sqrt{V_n\log n/n})$ in variational distance, eventually with probability one. The results are supplemented by several examples of parametric sources satisfying the regularity conditions.Comment: 16 pages, 1 figure; accepted to IEEE Transactions on Information Theor

Information-Theoretic Foundations of Mismatched Decoding

Shannon's channel coding theorem characterizes the maximal rate of information that can be reliably transmitted over a communication channel when optimal encoding and decoding strategies are used. In many scenarios, however, practical considerations such as channel uncertainty and implementation constraints rule out the use of an optimal decoder. The mismatched decoding problem addresses such scenarios by considering the case that the decoder cannot be optimized, but is instead fixed as part of the problem statement. This problem is not only of direct interest in its own right, but also has close connections with other long-standing theoretical problems in information theory. In this monograph, we survey both classical literature and recent developments on the mismatched decoding problem, with an emphasis on achievable random-coding rates for memoryless channels. We present two widely-considered achievable rates known as the generalized mutual information (GMI) and the LM rate, and overview their derivations and properties. In addition, we survey several improved rates via multi-user coding techniques, as well as recent developments and challenges in establishing upper bounds on the mismatch capacity, and an analogous mismatched encoding problem in rate-distortion theory. Throughout the monograph, we highlight a variety of applications and connections with other prominent information theory problems.Comment: Published in Foundations and Trends in Communications and Information Theory (Volume 17, Issue 2-3

Encoding independent sample information sources

General proof of source coding theorem and encoding independent sample information source

A generalized risk approach to path inference based on hidden Markov models

Motivated by the unceasing interest in hidden Markov models (HMMs), this paper re-examines hidden path inference in these models, using primarily a risk-based framework. While the most common maximum a posteriori (MAP), or Viterbi, path estimator and the minimum error, or Posterior Decoder (PD), have long been around, other path estimators, or decoders, have been either only hinted at or applied more recently and in dedicated applications generally unfamiliar to the statistical learning community. Over a decade ago, however, a family of algorithmically defined decoders aiming to hybridize the two standard ones was proposed (Brushe et al., 1998). The present paper gives a careful analysis of this hybridization approach, identifies several problems and issues with it and other previously proposed approaches, and proposes practical resolutions of those. Furthermore, simple modifications of the classical criteria for hidden path recognition are shown to lead to a new class of decoders. Dynamic programming algorithms to compute these decoders in the usual forward-backward manner are presented. A particularly interesting subclass of such estimators can be also viewed as hybrids of the MAP and PD estimators. Similar to previously proposed MAP-PD hybrids, the new class is parameterized by a small number of tunable parameters. Unlike their algorithmic predecessors, the new risk-based decoders are more clearly interpretable, and, most importantly, work "out of the box" in practice, which is demonstrated on some real bioinformatics tasks and data. Some further generalizations and applications are discussed in conclusion.Comment: Section 5: corrected denominators of the scaled beta variables (pp. 27-30), => corrections in claims 1, 3, Prop. 12, bottom of Table 1. Decoder (49), Corol. 14 are generalized to handle 0 probabilities. Notation is more closely aligned with (Bishop, 2006). Details are inserted in eqn-s (43); the positivity assumption in Prop. 11 is explicit. Fixed typing errors in equation (41), Example