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Alex Dytso

Publications and source records attributed to Alex Dytso.

2 recordsLinked to original sources

Support Size of $\varepsilon$-Capacity-Achieving Inputs for the Amplitude-Constrained AWGN Channel

We study the amplitude-constrained additive white Gaussian noise (AWGN) channel from the perspective of near-optimal input distributions. While it is known that the capacity-achieving input is discrete with finitely many mass points, the precise scaling of its support size as a function of the amplitude constraint remains an open problem. In this work, we instead consider the minimal support size required to achieve capacity up to an $\varepsilon$-gap. We introduce the quantity $K_\varepsilon(A)$, defined as the smallest support size among discrete inputs supported on $[-A,A]$ that achieves mutual information within $\varepsilon$ of capacity. We show that this relaxed formulation is significantly more tractable and admits sharp characterizations across different regimes of $\varepsilon$. In particular, when $\varepsilon$ decays polynomially with $A$, i.e., $\varepsilon = A^{-β}$ for $β\geq 1$, we establish that $K_\varepsilon(A) = Θ(A\sqrt{\log A})$. For exponentially small gaps, we obtain bounds of order between $A\sqrt{\log A}$ and $A^{3/2}$. Our approach combines approximation-theoretic bounds for Gaussian mixtures with information-theoretic control of entropy via $χ^2$-divergence, together with a wrapping argument that relates the problem to approximating the uniform distribution on the circle. Beyond the technical results, our framework provides a conceptual explanation for the variety of scaling laws observed in prior numerical studies, showing that these correspond to different regimes of $\varepsilon$-optimality rather than intrinsic properties of the exact optimizer.

cs.IT

Sub-Gaussian Concentration and Entropic Normality of the Maximum Likelihood Estimator

It is well known that, under standard regularity conditions, the maximum likelihood estimator (MLE) satisfies a central limit theorem and converges in distribution to a Gaussian random variable as the sample size grows. This paper strengthens this classical result by developing several stronger forms of asymptotic normality for the normalized MLE. With additional assumptions on the score, we first establish sub-Gaussian tail bounds and convergence of all moments for the normalized estimation error. We then prove an entropic central limit theorem for a smoothed version of the estimator, showing convergence in relative entropy to the limiting Gaussian law. When the Fisher information of the normalized estimate is bounded, or its density has bounded first derivative, we further show that the smoothing can be removed, yielding entropic normality of the MLE itself. The proofs develop auxiliary tools that may be of independent interest, including exponential consistency bounds, high-moment estimates, and entropy-control arguments for the estimator.

cs.IT