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

On empirical cumulant generating functions of code lengths for individual sequences

We consider the problem of lossless compression of individual sequences using finite-state (FS) machines, from the perspective of the best achievable empirical cumulant generating function (CGF) of the code length, i.e., the normalized logarithm of the empirical average of the exponentiated code length. Since the probabilistic CGF is minimized in terms of the R\'enyi entropy of the source, one of the motivations of this study is to derive an individual-sequence analogue of the R\'enyi entropy, in the same way that the FS compressibility is the individual-sequence counterpart of the Shannon entropy. We consider the CGF of the code-length both from the perspective of fixed-to-variable (F-V) length coding and the perspective of variable-to-variable (V-V) length coding, where the latter turns out to yield a better result, that coincides with the FS compressibility. We also extend our results to compression with side information, available at both the encoder and decoder. In this case, the V-V version no longer coincides with the FS compressibility, but results in a different complexity measure.Comment: 15 pages; submitted for publicatio

On optimum parameter modulation-estimation from a large deviations perspective

We consider the problem of jointly optimum modulation and estimation of a real-valued random parameter, conveyed over an additive white Gaussian noise (AWGN) channel, where the performance metric is the large deviations behavior of the estimator, namely, the exponential decay rate (as a function of the observation time) of the probability that the estimation error would exceed a certain threshold. Our basic result is in providing an exact characterization of the fastest achievable exponential decay rate, among all possible modulator-estimator (transmitter-receiver) pairs, where the modulator is limited only in the signal power, but not in bandwidth. This exponential rate turns out to be given by the reliability function of the AWGN channel. We also discuss several ways to achieve this optimum performance, and one of them is based on quantization of the parameter, followed by optimum channel coding and modulation, which gives rise to a separation-based transmitter, if one views this setting from the perspective of joint source-channel coding. This is in spite of the fact that, in general, when error exponents are considered, the source-channel separation theorem does not hold true. We also discuss several observations, modifications and extensions of this result in several directions, including other channels, and the case of multidimensional parameter vectors. One of our findings concerning the latter, is that there is an abrupt threshold effect in the dimensionality of the parameter vector: below a certain critical dimension, the probability of excess estimation error may still decay exponentially, but beyond this value, it must converge to unity.Comment: 26 pages; Submitted to the IEEE Transactions on Information Theor

An identity of Chernoff bounds with an interpretation in statistical physics and applications in information theory

An identity between two versions of the Chernoff bound on the probability a certain large deviations event, is established. This identity has an interpretation in statistical physics, namely, an isothermal equilibrium of a composite system that consists of multiple subsystems of particles. Several information--theoretic application examples, where the analysis of this large deviations probability naturally arises, are then described from the viewpoint of this statistical mechanical interpretation. This results in several relationships between information theory and statistical physics, which we hope, the reader will find insightful.Comment: 29 pages, 1 figure. Submitted to IEEE Trans. on Information Theor