A simple multivariate version of Costa's entropy power inequality is proved. In particular, it is shown that if independent white Gaussian noise is added to an arbitrary multi...
We obtain a tight distribution-specific characterization of the sample complexity of large-margin classification with L2 regularization: We introduce the -adapted-dimension, which...
In empirical work on multivariate financial time series, it is common to postulate a Multivariate GARCH model. We show that the popular Gaussian quasi-maximum likelihood estimator...
Secure communication with feedback is studied. An achievability scheme in which the backward channel is used to generate a shared secret key is proposed. The scenario of binary sy...
We derive new upper and lower bounds on the fading number of multiple-input single-output (MISO) fading channels of general (not necessarily Gaussian) regular law with spatial and ...