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We present a sequential investment algorithm, the-weighted universal portfolio with side-information, which a c hieves, to rst order in the exponent, the same wealth as the best side-information dependent i n v estment strategy the best state-constant re-balanced portfolio determined in hindsight from observed market and side-information outcomes. This is… (More)

The degrees-of-freedom of a K-user Gaussian interference channel (GIFC) has been defined to be the multiple of (1/2) log 2 P at which the maximum sum of achievable rates grows with increasing P. In this paper, we establish that the degrees-of-freedom of three or more user, real, scalar GIFCs, viewed as a function of the channel coefficients, is… (More)

—A discrete denoising algorithm estimates the input sequence to a discrete memoryless channel (DMC) based on the observation of the entire output sequence. For the case in which the DMC is known and the quality of the reconstruction is evaluated with a given single-letter fidelity criterion, we propose a discrete denoising algorithm that does not assume… (More)

The problem of optimal sequential decision for individual sequences, relative to a class of competing oo-line reference strategies, is studied for general loss functions with memory. This problem is motivated by applications in which actions may h a ve \long term" eects, or there is a cost for switching from one action to another. As a rst step, we consider… (More)

—The degrees-of-freedom of a K-user Gaussian interference channel (GIC) has been defined to be the multiple of (1=2) log 2 P at which the maximum sum of achievable rates grows with increasing power P. In this paper, we establish that the degrees-of-freedom of three or more user, real, scalar GICs, viewed as a function of the channel coefficients, is… (More)

We find an on-line portfolio selection strategy which minimizes the worst case regret with respect to the growth rate of wealth achieved by the best off-line optimized constant rebalanced portfolio. The resulting regret is compared to that of the infinite horizon Dirichlet-weighted universal portfolio. Both strategies track the performance of the best… (More)

We present a new low-complexity method for modeling and coding the bitplanes of a wavelet-transformed image in a fully embedded fashion. The scheme uses a simple ordering model for embedding, based on the principle that coefficient bits that are likely to reduce the distortion the most should be described first in the encoded bitstream. The ordering model… (More)

We consider the problem of optimally recovering a finite-alphabet discrete-time stochastic process { X t } from its noise-corrupted observation process { Z t }. In general, the optimal estimate of X t will depend on all the components of {Z t } on which it can be based. We characterize non-trivial situations (i.e., beyond the case where (X t , Z t) are… (More)

—Let = (1. . .) be a stationary ergodic finite-alphabet source, denote its first symbols, and be the codeword assigned to by a lossy source code. The empirical th-order joint distribution ^ [ ]() is defined as the frequency of appearances of pairs of-strings () along the pair (). Our main interest is in the sample behavior of this (random) distribution.… (More)