The Infona portal uses cookies, i.e. strings of text saved by a browser on the user's device. The portal can access those files and use them to remember the user's data, such as their chosen settings (screen view, interface language, etc.), or their login data. By using the Infona portal the user accepts automatic saving and using this information for portal operation purposes. More information on the subject can be found in the Privacy Policy and Terms of Service. By closing this window the user confirms that they have read the information on cookie usage, and they accept the privacy policy and the way cookies are used by the portal. You can change the cookie settings in your browser.
In this paper, we present a novel class of simple soft-input soft-output (SISO) detection algorithms for transmission over phase-uncertain channels. In order to limit the complexity, the set of possible phase values (i.e., the interval [0,2pi)) is properly quantized. We then use a forward-backward (FB) algorithm in correspondence to each quantized phase value. The forward and backward metrics computed...
Belief propagation (BP) and the concave convex procedure (CCCP) are both methods that utilize the Bethe free energy as a cost function and solve information processing tasks. We have developed a new algorithm that also uses the Bethe free energy, but changes the roles of the master variables and the slave variables. This is called the Bowman-Levin (BL) approximation in the domain of statistical physics...
In the previous work in Proc. ISIT2003 and Proc. ISITA2004, we have investigated some relationships between sufficient statistic and weakly universal lossless source coding, and proposed asymptotically sufficient statistic method to evaluate the pointwise redundancy of source codes. This method is an attempt to understand the universality of general lossless source codes from a simple and unified...
Cover's universal portfolio has deep connections to universal data compression. In this paper, we provide a statistical view of universal portfolios in order to develop a clearer understanding of their performance on actual financial data sequences. By recasting the analysis of a universal portfolio in statistical terms - with a special emphasis on means and covariances - we are able to resolve a...
We present a new class of iteratively decodable turbo-like codes, called braided convolutional codes. Constructions and encoding procedures for tightly and sparsely braided codes are introduced. Sparsely braided codes exhibit good convergence behavior with iterative decoding, and a statistical analysis using Markov permutors shows that the free distance of these codes grows linearly with constraint...
This paper presents new statistical properties of complex noncentral Wishart matrices. The properties are then used to derive bounds on the ergodic capacity of single-sided correlated Rician MIMO channels with arbitrary-rank channel mean matrices. We present upper and lower bounds which are computationally efficient and tight
Side information can increase the growth rate of wealth in stock market investment. The question is: when is the side information useful and when is it illusory? We propose a statistic to test this. We compare the wealth achieved by the best constant rebalanced portfolio in hindsight on the entire stock market sequence to the wealth resulting from the best constant rebalanced portfolio in hindsight...
The paper is focused on the problem of discrete universal denoising: one estimates the input sequence to a discrete channel based on the observation of the entire output signal, and without assuming any particular knowledge on the statistical properties of the input sequence. A 2k + 1 sliding window denoiser (DUDE) has recently been introduced, and its asymptotic optimality was proven in the case...
Multiple access interference (MAI) in CDMA system is related to the correlation of the transmitted signals from multiple users. In this work, we investigate the correlations of binary signal sets over fading channels, particularly the Gold and Kasami signal sets. A lower bound on the maximum correlation with fading is established. Moreover, an asymptotic bound depending on the length of the sequence...
For a unified description of power-law behaviors such as chaos, fractal and scale-free network, Tsallis entropy has been applied to the generalization of the traditional Boltzmann-Gibbs statistics as a fundamental information measure. Tsallis entropy Sq is an one-parameter generalization of Shannon entropy S1 in the sense that limqrarr1 Sq = Si. The generalized Boltzmann-Gibbs statistics by means...
Kullback-Leibler cross-entropy has unique properties in cases involving distributions resulting from cross-entropy minimization. Nonextensive entropy (Tsallis entropy), which is a one-parameter generalization of Shannon entropy, is proposed to study certain class of physical systems. Thermostatistics based on Tsallis entropy is termed as nonextensive statistics or Tsallis statistics. Previously, Kullback-Leibler...
Set the date range to filter the displayed results. You can set a starting date, ending date or both. You can enter the dates manually or choose them from the calendar.