Estimation Theory and Mutual Information

Speaker: Dr. Sergio Verdu, Princeton UniversityAbstract: For signals observed in Gaussian noise, there are several interesting intersections between information theory and linear and nonlinear minimum mean-square error (MMSE) estimation. We have shown a new relationship between the input-output mutual information and the MMSE achievable by the optimal estimator of the input. This relationship holds for arbitrarily distributed scalar and vector signals, as well as for discrete-time and continuous-time noncausal MMSE estimation (smoothing). We have also recently shown the counterpart of these results in discrete-input discrete-output channels. I will also discuss several applications of these information theoretic results: the mercury/waterfilling formula for power allocation with arbitrary input constellations; a universal continuous-time nonlinear filtering formula that couples the signal-to-noise ratios achievable by smoothing and filtering; and a very simple proof of the entropy-power inequality.Bio: Sergio Verdú is a Professor of Electrical Engineering at Princeton University where he teaches and conducts research on information theory.In 1998, Cambridge University Press published his book "Multiuser Detection," which received the Frederick E. Terman Award from the American Society for Engineering Education. His papers have received several awards: the D. Fink Paper Award from the IEEE, the 1998 Information Theory Outstanding Paper Award, a Golden Jubilee Paper Award from the IEEE Information Theory Society, the 2000 Paper Award from the Japan Telecommunications Advancement Foundation, and the 2002 Leonard G. Abraham Prize Award from the IEEE Communications Society. He has received a Doctorate Honoris Causa from the Polytechnic University of Catalonia.Sergio Verdú served as President of the IEEE Information Theory Society in 1997 and is currently Editor-in-Chief of Foundations and Trends in Communications and Information Theory.Host: Giuseppe Caire, caire@usc.edu

Location: Hedco Neurosciences Building (HNB) - Auditorium

Audiences: Everyone Is Invited

Contact: Mayumi Thrasher