Title :
Universal Simulation With Fidelity Criteria
Author :
Merhav, Neri ; Weinberger, Marcelo J.
Author_Institution :
Dept. of Electr. Eng., Technion - Israel Inst. of Technol., Haifa
Abstract :
We consider the problem of universal simulation of a memoryless source (with some partial extensions to Markov sources), based on a training sequence emitted from the source. The objective is to maximize the conditional entropy of the simulated sequence given the training sequence, subject to a certain distance constraint between the probability distribution of the output sequence and the probability distribution of the input, training sequence. We derive, for several distance criteria, single-letter expressions for the maximum attainable conditional entropy as well as corresponding universal simulation schemes that asymptotically attain these maxima.
Keywords :
Markov processes; maximum entropy methods; memoryless systems; sequences; statistical distributions; Markov source; distance constraint; fidelity criteria; maximum attainable conditional entropy; memoryless source; probability distribution; single-letter expression; training sequence; universal simulation; Cities and towns; Cost function; Delay systems; Entropy; Information theory; Laboratories; Mutual information; Probability distribution; Production; Training data; $bar{rho}$-distance; $epsilon$-contaminated model; Universal simulation; distance measures; generalized divergence;
Journal_Title :
Information Theory, IEEE Transactions on
DOI :
10.1109/TIT.2008.2008130