8 citations · 25 across the 22 of their papers we have counts for
6 papers · 1 filter
Feedback Capacity of Parallel ACGN Channels and Kalman Filter: Power Allocation with Feedback
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. By doing so, we obtain lower bounds on…
Independent Gaussian Distributions Minimize the Kullback-Leibler (KL) Divergence from Independent Gaussian Distributions
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 G…
Fundamental Limits of Obfuscation for Linear Gaussian Dynamical Systems: An Information-Theoretic Approach
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.…
Channel Leakage, Information-Theoretic Limitations of Obfuscation, and Optimal Privacy Mask Design for Streaming Data
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. As its name indicates, channel leaka…
Feedback Capacity and a Variant of the Kalman Filter with ARMA Gaussian Noises: Explicit Bounds and Feedback Coding Design
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. In light of this, we obtai…
Generic Variance Bounds on Estimation and Prediction Errors in Time Series Analysis: An Entropy Perspective
Song Fang, Mikael Skoglund, Karl Henrik Johansson +2
In this paper, we obtain generic bounds on the variances of estimation and prediction errors in time series analysis via an information-theoretic approach. It is seen in general th…