The quadratic Gaussian CEO problem

A firm's CEO employs a team of L agents who observe independently corrupted versions of a data sequence {X(t)}/sub t=1//sup /spl infin//. Let R be the total data rate at which the agents may communicate information about their observations to the CEO. The agents are not allowed to convene. Berg...

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Bibliographic Details
Published in:IEEE transactions on information theory Vol. 43; no. 5; pp. 1549 - 1559
Main Authors: Viswanathan, H., Berger, T.
Format: Journal Article
Language:English
Published: New York IEEE 01.09.1997
The Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subjects:
Channel capacity
Communication channels
Frequency
Gaussian noise
H infinity control
Information theory
Interpersonal communication
Mathematical analysis
Operations research
Parameter estimation
Random variables
Source coding
Studies
Testing
ISSN:0018-9448, 1557-9654
Online Access:Get full text
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Summary:A firm's CEO employs a team of L agents who observe independently corrupted versions of a data sequence {X(t)}/sub t=1//sup /spl infin//. Let R be the total data rate at which the agents may communicate information about their observations to the CEO. The agents are not allowed to convene. Berger, Zhang and Viswanathan (see ibid., vol.42, no.5, p.887-902, 1996) determined the asymptotic behavior of the minimal error frequency in the limit as L and R tend to infinity for the case in which the source and observations are discrete and memoryless. We consider the same multiterminal source coding problem when {X(t)}/sub t=1//sup /spl infin// is independent and identically distributed (i.i.d.) Gaussian random variable corrupted by independent Gaussian noise. We study, under quadratic distortion, the rate-distortion tradeoff in the limit as L and R tend to infinity. As in the discrete case, there is a significant loss between the cases when the agents are allowed to convene and when they are not. As L/spl rarr//spl infin/, if the agents may pool their data before communicating with the CEO, the distortion decays exponentially with the total rate R; this corresponds to the distortion-rate function for an i.i.d. Gaussian source. However, for the case in which they are not permitted to convene, we establish that the distortion decays asymptotically only as R-l.
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ISSN:0018-9448
1557-9654
DOI:10.1109/18.623151