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April 23, 2012

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

by @ 6:52 am. Filed under ALL, Communications, Electronics Design
 

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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