Vector Gaussian CEO Problem Under Logarithmic Loss and Applications
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We study the vector Gaussian CEO problem under logarithmic loss distortion measure. Specifically, K ≥ 2 agents observe independent noisy versions of a remote vector Gaussian source, and communicate independently with a decoder over rate-constrained noise-free links. The CEO also has its own Gaussian noisy observation of the source and wants to reconstruct the remote source to within some prescribed distortion level where the incurred distortion is measured under the logarithmic loss penalty criterion. We find an explicit characterization of the rate-distortion region of this model. For the proof of this result, we first extend Courtade-Weissman's result on the rate-distortion region of the DM K-encoder CEO problem to the case in which the CEO has access to a correlated side information stream which is such that the agents' observations are independent conditionally given the side information and remote source. Next, we obtain an outer bound on the region of the vector Gaussian CEO problem by evaluating the outer bound of the DM model by means of a technique that relies on the de Bruijn identity and the properties of Fisher information. The approach is similar to Ekrem-Ulukus outer bounding technique for the vector Gaussian CEO problem under quadratic distortion measure, for which it was there found generally non-tight; but it is shown here to yield a complete characterization of the region for the case of logarithmic loss measure. Also, we show that Gaussian test channels with time-sharing exhaust the Berger-Tung inner bound, which is optimal. Furthermore, application of our results allows us to find the complete solutions of three related problems: the vector Gaussian distributed hypothesis testing against conditional independence problem, a quadratic vector Gaussian CEO problem with determinant constraint, and the vector Gaussian distributed Information Bottleneck problem.
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