A Toolbox for Refined Information-Theoretic Analyses with Applications

Fuente: arXiv
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Autori principali: Merhav, Neri, Weinberger, Nir
Natura: Preprint
Pubblicazione: 2024
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author Merhav, Neri
Weinberger, Nir
author_facet Merhav, Neri
Weinberger, Nir
contents This monograph offers a toolbox of mathematical techniques, which have been effective and widely applicable in information-theoretic analysis. The first tool is a generalization of the method of types to Gaussian settings, and then to general exponential families. The second tool is Laplace and saddle-point integration, which allow to refine the results of the method of types, and are capable of obtaining more precise results. The third is the type class enumeration method, a principled method to evaluate the exact random-coding exponent of coded systems, which results in the best known exponent in various problem settings. The fourth subset of tools aimed at evaluating the expectation of non-linear functions of random variables, either via integral representations, or by a refinement of Jensen's inequality via change-of-measure, by complementing Jensen's inequality with a reversed inequality, or by a class of generalized Jensen's inequalities that are applicable for functions beyond convex/concave. Various application examples of all these tools are provided along this monograph.
format Preprint
id arxiv_https___arxiv_org_abs_2406_00744
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle A Toolbox for Refined Information-Theoretic Analyses with Applications
Merhav, Neri
Weinberger, Nir
Information Theory
This monograph offers a toolbox of mathematical techniques, which have been effective and widely applicable in information-theoretic analysis. The first tool is a generalization of the method of types to Gaussian settings, and then to general exponential families. The second tool is Laplace and saddle-point integration, which allow to refine the results of the method of types, and are capable of obtaining more precise results. The third is the type class enumeration method, a principled method to evaluate the exact random-coding exponent of coded systems, which results in the best known exponent in various problem settings. The fourth subset of tools aimed at evaluating the expectation of non-linear functions of random variables, either via integral representations, or by a refinement of Jensen's inequality via change-of-measure, by complementing Jensen's inequality with a reversed inequality, or by a class of generalized Jensen's inequalities that are applicable for functions beyond convex/concave. Various application examples of all these tools are provided along this monograph.
title A Toolbox for Refined Information-Theoretic Analyses with Applications
topic Information Theory
url https://arxiv.org/abs/2406.00744