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This paper studies the classification of high-dimensional Gaussian signals from low-dimensional noisy, linear measurements. In particular, it provides upper bounds (sufficient conditions) on the number of measurements required to drive the probability of misclassification to zero in the low-noise regime, both for random measurements and designed ones. Such bounds reveal two important operational regimes that are a function of the characteristics of the source: i) when the number of classes is less than or equal to the dimension of the space spanned by signals in each class, reliable classification is possible in the low-noise regime by using a one-vs-all measurement design; ii) when the dimension of the spaces spanned by signals in each class is lower than the number of classes, reliable classification is guaranteed in the low-noise regime by using a simple random measurement design. Simulation results both with synthetic and real data show that our analysis is sharp, in the sense that it is able to gauge the number of measurements required to drive the misclassification probability to zero in the low-noise regime., Comment: 16 pages, 5 figures, 4 tables. Submitted to the IEEE Transactions on Signal Processing

This paper derives fundamental limits on the performance of compressive classification when the source is a mixture of Gaussians. It provides an asymptotic analysis of a Bhattacharya based upper bound on the misclassification probability for the optimal Maximum-A-Posteriori (MAP) classifier that depends on quantities that are dual to the concepts of diversity-order and coding gain in multi-antenna communications. The diversity-order of the measurement system determines the rate at which the probability of misclassification decays with signal-to-noise ratio (SNR) in the low-noise regime. The counterpart of coding gain is the measurement gain which determines the power offset of the probability of misclassification in the low-noise regime. These two quantities make it possible to quantify differences in misclassification probability between random measurement and (diversity-order) optimized measurement. Results are presented for two-class classification problems first with zero-mean Gaussians then with nonzero-mean Gaussians, and finally for multiple-class Gaussian classification problems. The behavior of misclassification probability is revealed to be intimately related to certain fundamental geometric quantities determined by the measurement system, the source and their interplay. Numerical results, representative of compressive classification of a mixture of Gaussians, demonstrate alignment of the actual misclassification probability with the Bhattacharya based upper bound. The connection between the misclassification performance and the alignment between source and measurement geometry may be used to guide the design of dictionaries for compressive classification., Comment: 38 pages, 7 figures. Submitted for publication in IEEE Transactions on Information Theory

This paper considers the problem of filter design with secrecy constraints, where two legitimate parties (Alice and Bob) communicate in the presence of an eavesdropper (Eve), over a Gaussian multiple-input-multiple-output (MIMO) wiretap channel. This problem involves designing, subject to a power constraint, the transmit and the receive filters which minimize the mean-squared error (MSE) between the legitimate parties whilst assuring that the eavesdropper MSE remains above a certain threshold. We consider a general MIMO Gaussian wiretap scenario, where the legitimate receiver uses a linear Zero-Forcing (ZF) filter and the eavesdropper receiver uses either a ZF or an optimal linear Wiener filter. We provide a characterization of the optimal filter designs by demonstrating the convexity of the optimization problems. We also provide generalizations of the filter designs from the scenario where the channel state is known to all the parties to the scenario where there is uncertainty in the channel state. A set of numerical results illustrates the performance of the novel filter designs, including the robustness to channel modeling errors. In particular, we assess the efficacy of the designs in guaranteeing not only a certain MSE level at the eavesdropper, but also in limiting the error probability at the eavesdropper. We also assess the impact of the filter designs on the achievable secrecy rates. The penalty induced by the fact that the eavesdropper may use the optimal non-linear receive filter rather than the optimal linear one is also explored in the paper., Comment: 38 pages, 11 figures. Accepted for publication in IEEE Transactions on Signal Processing

This paper derives fundamental limits associated with compressive classification of Gaussian mixture source models. In particular, we offer an asymptotic characterization of the behavior of the (upper bound to the) misclassification probability associated with the optimal Maximum-A-Posteriori (MAP) classifier that depends on quantities that are dual to the concepts of diversity gain and coding gain in multi-antenna communications. The diversity, which is shown to determine the rate at which the probability of misclassification decays in the low noise regime, is shown to depend on the geometry of the source, the geometry of the measurement system and their interplay. The measurement gain, which represents the counterpart of the coding gain, is also shown to depend on geometrical quantities. It is argued that the diversity order and the measurement gain also offer an optimization criterion to perform dictionary learning for compressive classification applications., Comment: 5 pages, 3 figures, submitted to the 2013 IEEE International Symposium on Information Theory (ISIT 2013)