TY - GEN

T1 - Distributed Estimation of Gaussian Correlations

AU - Hadar, Uri

AU - Shayevitz, Ofer

N1 - Publisher Copyright:
© 2018 IEEE.

PY - 2018/8/15

Y1 - 2018/8/15

N2 - Two remotely located agents, Alice and Bob, observe an unlimited number of i.i.d. samples, each of a different part of a Gaussian vector. Alice can send a fixed number of bits on average to Bob, who in turn wants to estimate the correlations between the two parts of the vector. In the case where the agents observe scalar Gaussian random variables with unknown correlation, we obtain two constructive and simple unbiased estimators whose performance coincides with a known but nonconstructive random coding result of Zhang and Berger. In the vector case, which was not treated before, we obtain a nontrivial multidimensional extension that employs the coupling between the correlations to yield better performance. We also discuss application of our technique to cases where the underlying distribution is not fully known.

AB - Two remotely located agents, Alice and Bob, observe an unlimited number of i.i.d. samples, each of a different part of a Gaussian vector. Alice can send a fixed number of bits on average to Bob, who in turn wants to estimate the correlations between the two parts of the vector. In the case where the agents observe scalar Gaussian random variables with unknown correlation, we obtain two constructive and simple unbiased estimators whose performance coincides with a known but nonconstructive random coding result of Zhang and Berger. In the vector case, which was not treated before, we obtain a nontrivial multidimensional extension that employs the coupling between the correlations to yield better performance. We also discuss application of our technique to cases where the underlying distribution is not fully known.

UR - http://www.scopus.com/inward/record.url?scp=85052445120&partnerID=8YFLogxK

U2 - 10.1109/ISIT.2018.8437823

DO - 10.1109/ISIT.2018.8437823

M3 - פרסום בספר כנס

AN - SCOPUS:85052445120

SN - 9781538647806

T3 - IEEE International Symposium on Information Theory - Proceedings

SP - 511

EP - 515

BT - 2018 IEEE International Symposium on Information Theory, ISIT 2018

PB - Institute of Electrical and Electronics Engineers Inc.

Y2 - 17 June 2018 through 22 June 2018

ER -