Relations Between Information and Estimation in Discrete-Time Lévy Channels

DOI10.1109/TIT.2017.2692211MaRDI QIDQ5352604zbMATH OpenOpenAlexFDO

Authors Jiantao Jiao, Kartik Venkat, Tsachy Weissman

Publication date 8 September 2017

Published in IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1404.6812

Mathematics Subject Classification ID

Measures of information, entropy (94A17) Channel models (including quantum) in information and communication theory (94A40)

Abstract: Fundamental relations between information and estimation have been established in the literature for the discrete-time Gaussian and Poisson channels. In this work, we demonstrate that such relations hold for a much larger class of observation models. We introduce the natural family of discrete-time L'evy channels where the distribution of the output conditioned on the input is infinitely divisible. For L'evy channels, we establish new representations relating the mutual information between the channel input and output to an optimal expected estimation loss, thereby unifying and considerably extending results from the Gaussian and Poisson settings. We demonstrate the richness of our results by working out two examples of L'evy channels, namely the gamma channel and the negative binomial channel, with corresponding relations between information and estimation. Extensions to the setting of mismatched estimation are also presented.

Cited in

(2)

• Exponential stability using sliding mode control for stochastic neutral-type systems
• Approximate profile maximum likelihood

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