Exact Asymptotics for the Random Coding Error Probability

Error probabilities of random codes for memoryless channels are considered in this paper. In the area of communication systems, admissible error probability is very small and it is sometimes more important to discuss the relative gap between the achievable error probability and its bound than to discuss the absolute gap. Scarlett et al. derived a good upper bound of a random coding union bound based on the technique of saddlepoint approximation but it is not proved that the relative gap of their bound converges to zero. This paper derives a new bound on the achievable error probability in this viewpoint for a class of memoryless channels. The derived bound is strictly smaller than that by Scarlett et al. and its relative gap with the random coding error probability (not a union bound) vanishes as the block length increases for a fixed coding rate.Comment: Full version of the paper in ISIT2015 with some corrections and refinement

Optimality of Thompson Sampling for Gaussian Bandits Depends on Priors

In stochastic bandit problems, a Bayesian policy called Thompson sampling (TS) has recently attracted much attention for its excellent empirical performance. However, the theoretical analysis of this policy is difficult and its asymptotic optimality is only proved for one-parameter models. In this paper we discuss the optimality of TS for the model of normal distributions with unknown means and variances as one of the most fundamental example of multiparameter models. First we prove that the expected regret of TS with the uniform prior achieves the theoretical bound, which is the first result to show that the asymptotic bound is achievable for the normal distribution model. Next we prove that TS with Jeffreys prior and reference prior cannot achieve the theoretical bound. Therefore the choice of priors is important for TS and non-informative priors are sometimes risky in cases of multiparameter models

Variable-to-Fixed Length Homophonic Coding Suitable for Asymmetric Channel Coding

In communication through asymmetric channels the capacity-achieving input distribution is not uniform in general. Homophonic coding is a framework to invertibly convert a (usually uniform) message into a sequence with some target distribution, and is a promising candidate to generate codewords with the nonuniform target distribution for asymmetric channels. In particular, a Variable-to-Fixed length (VF) homophonic code can be used as a suitable component for channel codes to avoid decoding error propagation. However, the existing VF homophonic code requires the knowledge of the maximum relative gap of probabilities between two adjacent sequences beforehand, which is an unrealistic assumption for long block codes. In this paper we propose a new VF homophonic code without such a requirement by allowing one-symbol decoding delay. We evaluate this code theoretically and experimentally to verify its asymptotic optimality.Comment: Full version of the paper to appear in 2017 IEEE International Symposium on Information Theory (ISIT2017