no code implementations • 4 Feb 2021 • Song Fang, Quanyan Zhu
In this paper, we relate the feedback capacity of parallel additive colored Gaussian noise (ACGN) channels to a variant of the Kalman filter.
no code implementations • 22 Dec 2020 • Song Fang, Quanyan Zhu
We first consider the scenario where the plant (i. e., the dynamical system to be controlled) is linear time-invariant, and it is seen in general that the lower bounds are characterized by the unstable poles (or nonminimum-phase zeros) of the plant as well as the conditional entropy of the disturbance.
no code implementations • 7 Dec 2020 • Song Fang, Quanyan Zhu
This short note is on a property of the $\mathcal{W}_2$ Wasserstein distance which indicates that independent elliptical distributions minimize their $\mathcal{W}_2$ Wasserstein distance from given independent elliptical distributions with the same density generators.
no code implementations • 7 Dec 2020 • Song Fang, Quanyan Zhu
In this short note, we introduce the spectral-domain $\mathcal{W}_2$ Wasserstein distance for elliptical stochastic processes in terms of their power spectra.
no code implementations • 3 Dec 2020 • Song Fang, Quanyan Zhu
In this paper, we analyze the fundamental stealthiness-distortion tradeoffs of linear Gaussian dynamical systems under data injection attacks using a power spectral analysis, whereas the Kullback-Leibler (KL) divergence is employed as the stealthiness measure.
no code implementations • 4 Nov 2020 • Song Fang, Quanyan Zhu
This short note is on a property of the Kullback-Leibler (KL) divergence which indicates that independent Gaussian distributions minimize the KL divergence from given independent Gaussian distributions.
no code implementations • 29 Oct 2020 • Song Fang, Quanyan Zhu
In this paper, we study the fundamental limits of obfuscation in terms of privacy-distortion tradeoffs for linear Gaussian dynamical systems via an information-theoretic approach.
no code implementations • 11 Aug 2020 • Song Fang, Quanyan Zhu
In this paper, we first introduce the notion of channel leakage as the minimum mutual information between the channel input and channel output.
no code implementations • 12 Jan 2020 • Song Fang, Quanyan Zhu
We also investigate the implications of the results in analyzing the fundamental limits of generalization in fitting (learning) problems from the perspective of prediction with side information, as well as the fundamental limits of recursive algorithms by viewing them as generalized prediction problems.
no code implementations • 9 Jan 2020 • Song Fang, Quanyan Zhu
In this paper, we relate a feedback channel with any finite-order autoregressive moving-average (ARMA) Gaussian noises to a variant of the Kalman filter.
no code implementations • 11 Dec 2019 • Song Fang, Quanyan Zhu
In this paper, we utilize information theory to study the fundamental performance limitations of generic feedback systems, where both the controller and the plant may be any causal functions/mappings while the disturbance can be with any distributions.
no code implementations • 6 Dec 2019 • Song Fang, Quanyan Zhu
As such, the feedback linearization together with the linear controller compose the overall relativistic feedback control law.
no code implementations • 3 Dec 2019 • Song Fang, Quanyan Zhu
In this paper, we obtain fundamental $\mathcal{L}_{p}$ bounds in sequential prediction and recursive algorithms via an entropic analysis.
no code implementations • 11 Oct 2019 • Song Fang, Quanyan Zhu
In this paper, we derive generic bounds on the maximum deviations in prediction errors for sequential prediction via an information-theoretic approach.
no code implementations • 9 Apr 2019 • Song Fang, Mikael Skoglund, Karl Henrik Johansson, Hideaki Ishii, Quanyan Zhu
In this paper, we obtain generic bounds on the variances of estimation and prediction errors in time series analysis via an information-theoretic approach.