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The findings demonstrated the capability of complexity analysis of multimodal EEG-fNIRS to detect WM decline in AD. Furthermore, a multivariate data-driven analysis, performed on these entropy metrics and based on the General Linear Model, allowed classifying AD and HC with an AUC up to 0.88. EEG-fNIRS may represent a powerful tool for the clinical evaluation of WM decline in early AD.In this paper, we study the asymptotic optimality of a low-complexity coding strategy for Gaussian vector sources. Specifically, we study t