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February 21, 2012

Mtg: Simulating a Gaussian Process from Coin Flips: Stationary Codes, Entropy, and Approximation

by @ 4:08 pm. Filed under ALL, Communications, Electronics Design, Engineering Mgmt
 

WEDNESDAY April 25, 2012
SCV Information Theory Chapter
Speaker: Robert M. Gray, Stanford University
Time: Networking and food at 5:30 PM; Presentation at 6:00 PM
Cost: none
Place: Room 202 in Packard Bldg, Stanford University, Stanford
RSVP: not required
Web: ewh.ieee.org/r6/scv/its

It is not possible to generate a Gaussian sequence by coding coin flips with one output symbol being produced for every flip.? How close an approximation is possible, and how can it be achieved?? Unsurprisingly, the problem is a variation on Shannon’s rate-distortion theory.? The simulation problem provides a distinct viewpoint, however, and leads to several interesting relations among stationary or sliding-block codes, Shannon entropy rate, and the transportation (Monge-Kantorovitch-Wasserstein-Ornstein etc.) distance measure on random processes.? This talk is a survey of several of these ideas.

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