Erik Ordentlich

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We present a sequential investment algorithm, the -weighted universal portfolio with side-information, which achieves, to rst order in the exponent, the same wealth as the best side-information dependent investment strategy (the best state-constant rebalanced portfolio) determined in hindsight from observed market and side-information outcomes. This is an(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)
Given two probability distributions Q and P, let /spl par/Q-P/spl par//sub 1/ and D(Q/spl par/P), respectively, denote the L/sub 1/ distance and divergence between Q and P. We derive a refinement of Pinsker's inequality of the form D(Q/spl par/P)/spl ges/c(P)/spl par/Q-P/spl par//sub 1//sup 2/ and characterize the best P-dependent factor c(P). We apply the(More)
This paper describes the embedded block coding algorithm at the heart of the JPEG2000 image compression standard. The algorithm achieves excellent compression performance, usually somewhat higher than that of SPIHT with arithmetic coding, but in some cases substantially higher. The algorithm utilizes the same low complexity binary arithmetic coding engine(More)
We derive bounds on the probability that the L1 distance between the empirical distribution of a sequence of independent identically distributed random variables and the true distribution is more than a specified value. We also derive a generalization of Pinsker’s inequality relating the L1 distance to the divergence.
The classical framework of context-tree models used in sequential decision problems such as compression and prediction is generalized to a setting in which the observations are multi-tracked or multi-directional, and for which it may be beneficial to consider contexts comprised of possibly differing numbers of symbols from each track or direction. Context(More)
The degrees-of-freedom of a K-user Gaussian interference channel (GIFC) has been defined to be the multiple of (1/2) log<inf>2</inf> 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)
progressive image compression, Laplacian density, run-length coding, rate distortion 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(More)