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Likelihood-ratio network coding for finite or Euclidean multicast networks

Statement

All logarithms, mutual informations and rates in this lemma are in nats. Consider a memoryless network with finite node set [N], source set S, destination set D, and independent uniform source messages, each required by every destination. Alphabets are either all finite, as in Finite discrete memoryless networks and causal codes, or finite-dimensional Euclidean spaces with constant coordinates allowed. Encoders are measurable functions of a node's own message and its past outputs; a destination knows its own message. Choose a finite variable Q and measurable kernels with joint law PQ∏kPXk∣Q W(dy[N]∣x[N])∏kPY^k∣Xk,Yk,Q. Assume AC in the Euclidean case. For each positive-probability q, require a measurable version of the local log likelihood ιk,q=log⁡dPY^k∣Xk,Yk,qdPY^k∣Xk,q(Y^k) to exist and be square-integrable under the target law. For a destination d, nonempty A⊆[N]∖{d}, and U⊆Ac∖{d}, put C0=(A∪U)c, let Pd,q be the target marginal law of (X[N],Y^[N],Yd) given q, and define Qd,A,U,q=PXAc,Y^C0,Yd∣q∏k∈APXk∣q∏k∈A∪UPY^k∣Xk,q. Require Pd,q≪Qd,A,U,q with a measurable square-integrable log likelihood under Pd,q. Require all mutual informations in the following cut expression to be finite: Fd(A)=I(XA;Yd,Y^Ac∣XAc,Q)−I(YA;Y^A∣X[N],Yd,Y^Ac,Q). These likelihood and finiteness hypotheses hold automatically for finite alphabets; zero-mass target atoms are omitted. At any chosen constrained node let ck≥0 be a measurable input cost. Require either E[ck(Xk)2]<∞ and E[ck(Xk)]<Γk, or a deterministic input whose cost is at most Γk. The latter case includes an identically zero input under a zero budget. Unconstrained nodes and constant coordinates are permitted.

Every nonnegative rate tuple satisfying ∑k∈A∩Srk<Fd(A) for every d∈D and nonempty A with d∉A and A∩S≠∅ is achievable by deterministic measurable causal codes. Each constrained node can satisfy ∑t=1mck(Xk,t)≤mΓk on every realized transmitted input sequence of code length m, and hence also its expected average-cost constraint. The closure of the union of these regions over admissible laws is achievable. Constant reconstructions are permitted. The separate all-zero tuple is achievable whenever one can choose fixed inputs obeying any imposed costs, regardless of negative cut expressions.

Facts & Assumptions

Given: The network, product law, square-integrable likelihoods, finite cut informations, and optional slack costs in the statement.

[A1]

The Axiom of Choice: AC is assumed only for the Euclidean conditional-law and conditional-KL interfaces.

[F1]

Finite discrete memoryless networks and causal codes: the finite case uses causal encoders, independent messages, a memoryless channel and average error over all required estimates; the statement specifies the same measurable coding conventions for Euclidean alphabets.

[F2]

Finite conditional mutual information, Finite conditional mutual information identities and equality, and Finite entropy and mutual-information chain rules: finite conditional mutual information is conditional KL, is nonnegative, and obeys the entropy and mutual-information chain rules.

[F3]

Conditional mutual-information chain rule and data processing for standard-Borel variables: in the Euclidean case, conditional-KL chain rules and nonnegativity apply to the specified measurable conditional laws; no infinite quantities are subtracted here.

[F4]

IID finite-variance weak law: sample means of IID square-integrable real variables converge in probability to their expectations, with variance divided by the number of samples.

Proof

1.1F4givenconstructalgebra

Write Ck=I(Yk;Y^k∣Xk,Q). Fix a>0 and 0<ϵ<1/2. Choose a deterministic word qn whose symbol proportions tend to PQ, omitting zero-probability symbols. For node k let rkn(du∣x,y)=∏tPY^k∣Xk,Yk,qt(dut∣xt,yt) and μkn(du∣x)=∏tPY^k∣Xk,qt(dut∣xt). Define Hk(x,y)={u:log⁡(drkn/dμkn)(u)≤n(Ck+a)} and Zk(x,y)=rkn(Hk∣x,y). Under the target product law, the information density is a sum of the stated square-integrable local log likelihoods. Apply [F4] separately to the finitely many positive-probability q subblocks; their lengths tend to infinity and their proportions tend to PQ. Thus its normalized sum tends in probability to Ck, so E(1−Zk)→0. The pointwise inequality 1{1−Zk>ϵ}≤(1−Zk)/ϵ shows that pairs with Zk<1−ϵ have probability tending to zero.

2.1step 1.1givenconstructalgebra

For a good pair Zk≥1−ϵ, put Tk=rkn1Hk/Zk and Mk=en(Ck+a)/(1−ϵ). Generate Lk=⌈enρk⌉ independent reconstruction entries with law μkn, where ρk>Ck+a. Test entries in order, accepting u with probability (dTk/dμkn)(u)/Mk using an independent uniform for each entry. This is at most one, its mean is pk=1/Mk, and pk is independent of the good pair. The no-acceptance probability is (1−pk)Lk≤e−Lk/Mk→0. Use a fixed default index on a bad pair or no acceptance. Conditional on acceptance at a specified label ℓ, the accepted entry has law Tk; an earlier rejected entry has law μkn(du∣x)(1−(dTk/dμkn)(u)/Mk)/(1−pk), bounded by 2μkn for large n; later entries retain law μkn. Multiplication of the independent entry and uniform densities proves these statements and conditional independence of the entries given the pair and ℓ.

3.1step 1.1step 2.1constructalgebra

Since Tk≤rkn/(1−ϵ) and ∥Tk−rkn∥TV=1−Zk on good pairs, the averaged total variation error of the selected reconstruction kernel tends to zero by step 1.1. Summing these errors over the finitely many nodes compares their product kernels to the target product test channel; the bound follows by replacing one kernel at a time and integrating bounded indicator functions. Consequently every full-tuple target event of probability tending to one also holds with probability tending to one for the selected reconstructions, apart from the already vanishing selection failures. Draw one independent uniform for each node, block, message, previous-index branch, and reconstruction entry. A transmitted branch exposes each such uniform at most once. Uninspected branches retain their independent codewords and uniforms; the finite array will be fixed at the end.

4.1F4givenconstructalgebrastep 3.1

Set Jd(A,U)=∑qPQ(q)D(Pd,q∥Qd,A,U,q). The block acceptance test at destination d is the intersection, over every allowed (A,U), of log⁡d∏tPd,qtd∏tQd,A,U,qt(vn)≥n(Jd(A,U)−a). By the square-integrability hypothesis and [F4], all these finitely many tests accept the true target block with probability tending to one. On the displayed event the reference product measure is at most e−n(Jd(A,U)−a) times the target product measure; integration therefore bounds its reference probability by e−n(Jd(A,U)−a). This argument applies to discrete sums and Euclidean integrals alike.

5.1A1F2F3step 4.1algebra

Let Ed(A)=Jd(A,∅). Conditional KL chain rules, using independence of the inputs given Q, give Ed(A)=I(XA;Y^Ac,Yd∣XAc,Q)+∑k∈AI(Y^k;X[N],Y^Ac,Yd,Y^{j∈A:j<k}∣Xk,Q). For a direct verification in finite alphabets, expand the reference likelihood: the input contribution is ∑k∈AH(Xk∣Q)−H(XA∣XAc,Y^Ac,Yd,Q), and the reconstruction contribution is ∑k∈AH(Y^k∣Xk,Q)−H(Y^A∣X[N],Y^Ac,Yd,Q); order the latter entropy by k. The conditional-KL expansion gives the identical formula in the Euclidean case without assuming finite differential entropy. A further chain expansion shows that Jd(A,U)−Ed(A) is the conditional KL of PY^U∣XAc,Y^(A∪U)c,Yd,Q from ∏k∈UPY^k∣Xk,Q, averaged over the displayed conditioning tuple. It is nonnegative; in finite entropy notation it equals ∑k∈UH(Y^k∣Xk,Q)−H(Y^U∣XAc,Y^(A∪U)c,Yd,Q). Thus Jd(A,U)≥Ed(A) for every wrong-current-index pattern.

6.1A1F2F3step 5.1givenalgebra

Subtract Ck from the kth reconstruction summand in step 5.1. The test-channel factorization says that given X[N],YA,Q, the reconstructions in A are conditionally independent and depend only on their own (Xk,Yk,Q). In finite entropy notation the sum of differences is therefore H(Y^A∣X[N],YA,Y^Ac,Yd,Q)−H(Y^A∣X[N],Y^Ac,Yd,Q); conditional-KL chain expansion gives the same identity for the assumed finite Euclidean informations. Consequently Ed(A)−∑k∈ACk=I(XA;Y^Ac,Yd∣XAc,Q)−I(YA;Y^A∣X[N],Y^Ac,Yd,Q)=Fd(A). This cancellation uses the product test channels and does not require independent channel outputs.

7.1F4step 1.1step 3.1step 4.1givenconstructalgebrastep 6.1

For each constrained node with a strict mean-cost inequality choose Eck(Xk)<Γk′<Γk, and condition each independent product input word on ∑tck(xk,t)≤nΓk′. Its conditioning probability bk,n tends to one by [F4], since the cost has finite second moment; the finite-Q subblock argument of step 1.1 applies. Each such word obeys the cost bound deterministically. Its law has density at most 1/bk,n relative to the target product input law and total variation distance 1−bk,n. At an unconstrained node use the unconditioned word and put bk,n=1; at a deterministic already-feasible constrained node use its fixed word and also put bk,n=1, so no strict slack is needed there. For a fresh block the transmitted input tuple is within ∑k(1−bk,n) of its target product law, uniformly in all previous labels. Passing through a kernel preserves this upper bound, because an event's conditional probability is in [0,1]. Thus the vanishing selection-failure and true-test estimates remain valid for these input words.

8.1F1step 2.1step 3.1step 4.1step 7.1construct

Choose a fixed block count B. At node k in each block j, independently generate Xk,j(m,l) for 1≤m≤⌊enBrk⌋ and 1≤l≤Lk, using singleton messages when rk=0 or k∉S, and the word law from step 7.1. For each word generate Lk reconstruction words from μkn(⋅∣Xk,j(m,l)) and the uniforms of step 3.1. All nodes, branches and blocks are independent. Initialize lk,0=1. In block j send Xk,j(mk,lk,j−1), and after the block choose lk,j by step 2.1. This is causal. A destination fixes its own message and its own actual index sequence, and selects the unique other-source message tuple for which some remaining index sequence passes every block test from step 4.1. Ties or no tuple are errors; compression indices need not be uniquely decoded. Every operation is a finite search through measurable tests. The message is repeated across all B blocks, so length nB gives rate tending to rk.

9.1step 1.1step 2.1step 3.1step 4.1step 7.1step 8.1constructalgebra

Expose fresh blocks sequentially. Conditional on messages and previous true labels, the next block arrays are independent of the past, so steps 1.1–3.1, 4.1 and 7.1 apply to its actual transmitted branch. A finite union over NB local selections and B∣D∣ true-message tests gives vanishing true-message failure probability. To track false messages, by symmetry set the true messages to 1. Fix a nonempty wrong-source set T, a false message tuple, a true label path ℓ, and a candidate label path l. Put Aj={k:mk≠1 or lk,j−1≠ℓk,j−1} and Uj={k∉Aj:lk,j≠ℓk,j}. Then T⊆Aj, d∉Aj, and Uj⊆Ajc∖{d}. At a node in Aj the false branch is uninspected; at a node in Uj its candidate reconstruction is an unselected entry of the true branch, subject to the factor 2 bound in step 2.1; all other candidate entries are true selected entries, subject to the factor (1−ϵ)−1.

10.1step 2.1step 3.1step 4.1step 7.1step 9.1algebra

The exact unnormalized measure for one true block and specified successful labels is (∏k(1−pk)ℓk−1pk)1G(x,y)(∏kμXk,n(dxk))W⊗n(dy∣x)∏kTk(duk∣xk,yk), where G means every local pair is good and μXk,n is the word law. There is no division by Pr⁡(G). Integrate nuisance true coordinates and use step 9.1. At most two input words per node are exposed, each bounded by 1/bk,n≤2 for large n. The candidate block subprobability is therefore bounded by the geometric label weight times K∏tQd,Aj,Uj,qt, with K=23N(1−ϵ)−N independent of all labels and n. Retaining the indicator 1G≤1 can only reduce this bound. For a fixed true path, different block arrays are independent; all its branch labels are fixed. The sum of its geometric weights over allowed true paths is at most one. Thus the block packing bounds multiply, with no conditioning on a possibly rare global good event.

11.1step 4.1step 5.1step 9.1step 10.1algebra

Drop the first block's false-message test. For each remaining block step 4.1 and Jd(Aj,Uj)≥Ed(Aj) give the factor Ke−n(Ed(Aj)−a), independently of Uj. For a fixed previous-index pattern A, at most ∏k∈ALk previous-index vectors realize it; at most 2N−1 sets A contain T and exclude d. There are at most ∏k≠dLk final-index choices and enBr(T) false message tuples with set T, where r(T)=∑k∈Trk and ρ(A)=∑k∈Aρk. Summing all these paths and the true weights from step 10.1 gives a constant depending only on N,B,ϵ times ∑∅≠T⊆S∖{d}exp⁡(nBr(T)+n∑k≠dρk−n(B−1)min⁡T⊆A, d∉A{Ed(A)−ρ(A)−a}). Rounding the Lk contributes only another constant for fixed B,N. This is the union bound for every false message/previous-index/current-index pattern.

12.1step 6.1step 9.1step 11.1givenchoosealgebra

If constrained cuts exist, their finitely many strict rate gaps have a positive minimum g. Choose a small and then ρk>Ck+a with ρk−Ck small enough that ∑k∈A(ρk−Ck)+a<g/2 on every cut. Step 6.1 gives Ed(A)−ρ(A)=Fd(A)−∑k∈A(ρk−Ck). For every A⊇T, nonnegativity gives r(T)≤r(A∩S)<Fd(A). Choose B sufficiently large that r(T)<B−1Bmin⁡T⊆A, d∉A{Ed(A)−ρ(A)−a}−1B∑k≠dρk for all finitely many T,d. This is possible because the remaining strict gaps are at least g/2. Fix those choices and let n→∞. Every exponential term in step 11.1 tends to zero, as do the true-message failures. If no constrained cuts exist, all required messages are either absent or already known locally and there is nothing to decode. A finite union over destinations proves multicast reliability.

13.1F1step 3.1step 7.1step 8.1step 12.1constructalgebra∎

In the finite branch, every fixed codebook and seed array induces one of finitely many deterministic encoder/decoder functions on the finite message and observation domains. Aggregate the ensemble distribution over this finite set of functions, enumerate it, and take the first code whose error is at most the ensemble average. Thus neither the auxiliary uniforms nor selection of the final finite code assumes AC. In the Euclidean branch average error over codebooks, messages and the finite uniform arrays and select a deterministic realization whose error tends to zero; a realization of error at most twice the positive average exists by integration, while if the average is zero almost every realization has zero error. The fixed-seed encoders and decoders remain measurable and causal. Each chosen input word obeys its shell bound, so concatenating B words gives the claimed pointwise and expected costs; no random ensemble power assertion is used to select the deterministic code. Constant reconstructions contribute zero information and satisfy the same construction. The all-zero tuple uses singleton messages and any allowed fixed inputs, with zero error. Finally choose strict-region tuples tending to any point of the closure and, for the jth tuple, a sufficiently long code of error below 1/j and rate within 1/j of that tuple. These codes realize the closure by the definition of achievability.

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