Exponential Strong Converse for Successive Refinement with Causal Decoder Side Information

We consider the $k$-user successive refinement problem with causal decoder side information and derive an exponential strong converse theorem. The rate-distortion region for the problem can be derived as a straightforward extension of the two-user case by Maor and Merhav (2008). We show that for any rate-distortion tuple outside the rate-distortion region of the $k$-user successive refinement problem with causal decoder side information, the joint excess-distortion probability approaches one exponentially fast. Our proof follows by judiciously adapting the recently proposed strong converse technique by Oohama using the information spectrum method, the variational form of the rate-distortion region and H\"older's inequality. The lossy source coding problem with causal decoder side information considered by El Gamal and Weissman is a special case ($k=1$) of the current problem. Therefore, the exponential strong converse theorem for the El Gamal and Weissman problem follows as a corollary of our result

Exact Moderate Deviation Asymptotics in Streaming Data Transmission

In this paper, a streaming transmission setup is considered where an encoder observes a new message in the beginning of each block and a decoder sequentially decodes each message after a delay of $T$ blocks. In this streaming setup, the fundamental interplay between the coding rate, the error probability, and the blocklength in the moderate deviations regime is studied. For output symmetric channels, the moderate deviations constant is shown to improve over the block coding or non-streaming setup by exactly a factor of $T$ for a certain range of moderate deviations scalings. For the converse proof, a more powerful decoder to which some extra information is fedforward is assumed. The error probability is bounded first for an auxiliary channel and this result is translated back to the original channel by using a newly developed change-of-measure lemma, where the speed of decay of the remainder term in the exponent is carefully characterized. For the achievability proof, a known coding technique that involves a joint encoding and decoding of fresh and past messages is applied with some manipulations in the error analysis.Comment: 23 pages, 1 figure, 1 table, Submitted to IEEE Transactions on Information Theor

Successive Refinement of Shannon Cipher System Under Maximal Leakage

We study the successive refinement setting of Shannon cipher system (SCS) under the maximal leakage constraint for discrete memoryless sources under bounded distortion measures. Specifically, we generalize the threat model for the point-to-point rate-distortion setting of Issa, Wagner and Kamath (T-IT 2020) to the multiterminal successive refinement setting. Under mild conditions that correspond to partial secrecy, we characterize the asymptotically optimal normalized maximal leakage region for both the joint excess-distortion probability (JEP) and the expected distortion reliability constraints. Under JEP, in the achievability part, we propose a type-based coding scheme, analyze the reliability guarantee for JEP and bound the leakage of the information source through compressed versions. In the converse part, by analyzing a guessing scheme of the eavesdropper, we prove the optimality of our achievability result. Under expected distortion, the achievability part is established similarly to the JEP counterpart. The converse proof proceeds by generalizing the corresponding results for the rate-distortion setting of SCS by Schieler and Cuff (T-IT 2014) to the successive refinement setting. Somewhat surprisingly, the normalized maximal leakage regions under both JEP and expected distortion constraints are identical under certain conditions, although JEP appears to be a stronger reliability constraint

Successive Refinement of Abstract Sources

In successive refinement of information, the decoder refines its representation of the source progressively as it receives more encoded bits. The rate-distortion region of successive refinement describes the minimum rates required to attain the target distortions at each decoding stage. In this paper, we derive a parametric characterization of the rate-distortion region for successive refinement of abstract sources. Our characterization extends Csiszar's result to successive refinement, and generalizes a result by Tuncel and Rose, applicable for finite alphabet sources, to abstract sources. This characterization spawns a family of outer bounds to the rate-distortion region. It also enables an iterative algorithm for computing the rate-distortion region, which generalizes Blahut's algorithm to successive refinement. Finally, it leads a new nonasymptotic converse bound. In all the scenarios where the dispersion is known, this bound is second-order optimal. In our proof technique, we avoid Karush-Kuhn-Tucker conditions of optimality, and we use basic tools of probability theory. We leverage the Donsker-Varadhan lemma for the minimization of relative entropy on abstract probability spaces.Comment: Extended version of a paper presented at ISIT 201

Consistent estimation of high-dimensional factor models when the factor number is over-estimated

A high-dimensional $r$-factor model for an $n$-dimensional vector time series is characterised by the presence of a large eigengap (increasing with $n$) between the $r$-th and the $(r+1)$-th largest eigenvalues of the covariance matrix. Consequently, Principal Component (PC) analysis is the most popular estimation method for factor models and its consistency, when $r$ is correctly estimated, is well-established in the literature. However, popular factor number estimators often suffer from the lack of an obvious eigengap in empirical eigenvalues and tend to over-estimate $r$ due, for example, to the existence of non-pervasive factors affecting only a subset of the series. We show that the errors in the PC estimators resulting from the over-estimation of $r$ are non-negligible, which in turn lead to the violation of the conditions required for factor-based large covariance estimation. To remedy this, we propose new estimators of the factor model based on scaling the entries of the sample eigenvectors. We show both theoretically and numerically that the proposed estimators successfully control for the over-estimation error, and investigate their performance when applied to risk minimisation of a portfolio of financial time series

The distribution of height and diameter in random non-plane binary trees

This study is dedicated to precise distributional analyses of the height of non-plane unlabelled binary trees ("Otter trees"), when trees of a given size are taken with equal likelihood. The height of a rooted tree of size $n$ is proved to admit a limiting theta distribution, both in a central and local sense, as well as obey moderate as well as large deviations estimates. The approximations obtained for height also yield the limiting distribution of the diameter of unrooted trees. The proofs rely on a precise analysis, in the complex plane and near singularities, of generating functions associated with trees of bounded height